000			04958cam a22005538i 4500
001			ocn906028005
003			OCoLC
005			20221110200029.0
006			m d
007			cr |||
008			150331s2015 nyu ob 001 0 eng
010			_a 2015012820
020			_a9781118660188 _qelectronic bk.
020			_a1118660188 _qelectronic bk.
020			_z9781118660195
020			_z1118660196
020			_z9781118660218 (paperback)
035			_a(OCoLC)906028005
035			_a987909
040			_aDLC _beng _erda _cDLC _dOCLCO _dN$T _dIDEBK _dN$T
041	1		_aeng _hfre
042			_apcc
049			_aN$TA
050	1	0	_aHG1615 _b.B45718 2015
072		7	_aBUS _x027000 _2bisacsh
082	0	0	_a332.1068/1 _223
084			_aBUS027000 _2bisacsh
100	1		_aBessis, Joël. _eauthor
245	1	0	_aRisk management in banking / _cJoël Bessis.
250			_aFourth edition.
263			_a1506
264		1	_aNew York : _bWiley, _c2015.
300			_a1 online resource
336			_atext _2rdacontent
337			_acomputer _2rdamedia
338			_aonline resource _2rdacarrier
504			_aIncludes bibliographical references and index.
505			_a1: 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.
520			_a"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"-- _cProvided by publisher.
588			_aDescription based on print version record and CIP data provided by publisher; resource not viewed.
650		0	_aBank management.
650		0	_aRisk management.
650		0	_aAsset-liability management.
655		4	_aElectronic books.
776	0	8	_iPrint version: _aBessis, Joël. _tRisk management in banking _bFourth edition. _dNew York : Wiley, 2015 _z9781118660218 _w(DLC) 2015010257
856			_uhttps://login.ezproxy.pucpr.edu/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=987909 _yAcceso Remoto
856	4	0	_3EBSCOhost _uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=987909 _yAcceso en el Campus PUCPR
942			_2lcc _c7
999			_c297499 _d297499