04958cam a22005538i 4500 ocn906028005 OCoLC 20221110200029.0 m d cr ||| 150331s2015 nyu ob 001 0 eng 2015012820 9781118660188 electronic bk. 1118660188 electronic bk. 9781118660195 1118660196 9781118660218 (paperback) (OCoLC)906028005 987909 DLC eng rda DLC OCLCO N$T IDEBK N$T eng fre pcc N$TA HG1615 .B45718 2015 BUS 027000 bisacsh 332.1068/1 23 BUS027000 bisacsh Bessis, Joël. author Risk management in banking / Joël Bessis. Fourth edition. 1506 New York : Wiley, 2015. 1 online resource text rdacontent computer rdamedia online resource rdacarrier Includes bibliographical references and index. 1: Risks and Risk Management -- 2: Banking Regulations Overview -- 3: Balance Sheet Management and Regulations -- 4: Liquidity Management and Liquidity Gaps -- 5: Interest Rate Gaps -- 6: Hedging and Gap Management -- 7: Economic Value of the Banking Book -- 8: Convexity Risk in Banking -- 9: Convexity Risk: the Case of Mortgages -- 10: Funds Transfer Pricing Systems -- 11: Returns, Random Shocks and Value-At-Risk -- 12: Portfolio Risk and Factor Models -- 13: Delta-Normal Var and Historical Var -- 14: Extensions of Traditional Var -- 15: Volatility -- 16: Simulation of Interest Rates -- 17: Market Risk Regulations -- 18: Credit Risk -- 19: Credit Risk Data -- 20: Scoring Models and Credit Ratings -- 21: Default Models -- 22: Counterparty Credit Risk -- 23: Credit Event Dependencies -- 24: Credit Portfolio Risk: Analytics -- 25: Credit Portfolio Risk: Simulations -- 26: Credit Risk Regulations -- 27: Capital Allocation and Risk Contributions -- 28: Risk-Adjusted Performance Measures -- 29: Credit Derivatives -- 30: Securitizations -- References -- Index. "The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured products, credit risk, securitizations, and more. The new companion website features slides, worked examples, a solutions manual, and the new streamlined, modular approach allows readers to easily find the information they need. Coverage includes asset liability management, risk-based capital, value at risk, loan portfolio management, capital allocation, and other vital topics, concluding with an examination of the financial crisis through the utilisation of new views such as behavioural finance and nonlinearity of risk. Considered a seminal industry reference since the first edition's release, Risk Management in Banking has been streamlined for easy navigation and updated to reflect the changes in the field, while remaining comprehensive and detailed in approach and coverage. Students and professionals alike will appreciate the extended scope and expert guidance as they: Find all "need-to-know" risk management topics in a single text Discover the latest research and the new practices Understand all aspects of risk management and banking management See the recent crises - and the lessons learned - from a new perspective Risk management is becoming increasingly vital to the banking industry even as it grows more complex. New developments and advancing technology continue to push the field forward, and professionals need to stay up-to-date with in-depth information on the latest practices. Risk Management in Banking provides a comprehensive reference to the most current state of the industry, with complete information and expert guidance"-- Provided by publisher. Description based on print version record and CIP data provided by publisher; resource not viewed. Bank management. Risk management. Asset-liability management. Electronic books. Print version: Bessis, Joël. Risk management in banking Fourth edition. New York : Wiley, 2015 9781118660218 (DLC) 2015010257 https://login.ezproxy.pucpr.edu/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=987909 Acceso Remoto EBSCOhost https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=987909 Acceso en el Campus PUCPR lcc 7 297499 297499 0 0 ddc 0 0 10 10 45 2021-12-20 0 332.1068/1 ocn906028005 2021-12-20 00:00:00 2021-12-20 7 0 0 lcc 0 0 12 12 45 2022-11-10 0 HG1615 .B45718 2015 50000003290680 2022-11-10 00:00:00 Ebook c. 1 2022-11-10 7