Integrating Market Credit And Operational Risk PDF Download
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Author | : Lampros Kalyvas |
Publisher | : Bloomberg Press |
Total Pages | : 276 |
Release | : 2006-01-01 |
Genre | : Business & Economics |
ISBN | : 9781904339960 |
Download Integrating Market, Credit and Operational Risk Book in PDF, ePub and Kindle
Covering the three major sources of risk this book gives an excellent overview of the exact methodological steps needed for you to evaluate and manage market, credit and operational risks arising from banking activities. It moves on to reveal the strengths and weaknesses of Basel II and explains ways for you to integrate these sources of financial risk into this regulatory framework.
Author | : Moorad Choudhry |
Publisher | : Financial Times/Prentice Hall |
Total Pages | : |
Release | : 2003 |
Genre | : |
ISBN | : 9780273661979 |
Download Enterprise-Wide Risk Management Book in PDF, ePub and Kindle
Author | : Linda Allen |
Publisher | : John Wiley & Sons |
Total Pages | : 312 |
Release | : 2009-02-04 |
Genre | : Business & Economics |
ISBN | : 140514226X |
Download Understanding Market, Credit, and Operational Risk Book in PDF, ePub and Kindle
A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk. Applies the Value at Risk approach to market, credit, and operational risk measurement. Illustrates models with real-world case studies. Features coverage of BIS bank capital requirements.
Author | : Amanat Hussain |
Publisher | : Elsevier |
Total Pages | : 284 |
Release | : 2000-05-01 |
Genre | : Business & Economics |
ISBN | : 008049174X |
Download Managing Operational Risk in Financial Markets Book in PDF, ePub and Kindle
Risk Management is one of the biggest issues facing the financial markets today. 'Managing Operational Risk in Financial Markets' outlines the major issues for risk management and focuses on operational risk as a key activity in managing risk on an enterprise-wide basis. While risk management had always been an integral part of financial activity, the 1990s has seen the requirement for risk management establish itself as a key function within banks and other financial institutions. With greater emphasis on ensuring that money is not lost through adverse market conditions, counterparty failure or inappropriate controls, systems or people, risk management has become a discipline in its own right. Managing risk is now THE paramount topic within the financial sector. Recurring major losses through the 1990s has shocked financial institutions into placing much greater emphasis on risk management and controls. The collapse of Barings and losses made by Metallgescellschaft, Orange County, Diawa and Sumitomo as a result of a lack of procedures, systems or managerial control has demonstrated to organisations the need to broaden the scope of their risk management activity from merely looking at market and credit risk. This has brought into focus the need for managing operational risk. Operational risk can only be managed on an enterprise wide basis as it includes the entire process of policies, culture, procedures, expertise and systems that an institution needs in order to manage all the risks resulting from its financial transactions. In fact, in order to effectively manage market and credit risks it is necessary to have the relevant skills and expertise in the staff, technical and organisational infrastructure, as well as monitoring and control systems. As all of these are components of operational risk, it then becomes apparent that an integrated risk management approach needs to focus on operational risk. Provides a comprehensive framework for the management of operational risk Defines the spectrum of risks faced by organisations and how they can effectively manage these Develops an enterprise-wide risk information system and defines the major challenges that need to be addressed in developing such a system
Author | : Reto Gallati |
Publisher | : McGraw Hill Professional |
Total Pages | : 577 |
Release | : 2003-03-22 |
Genre | : Business & Economics |
ISBN | : 0071425586 |
Download Risk Management and Capital Adequacy Book in PDF, ePub and Kindle
Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon need to know.
Author | : Andrea Sironi |
Publisher | : John Wiley & Sons |
Total Pages | : 820 |
Release | : 2007-05-21 |
Genre | : Business & Economics |
ISBN | : 0470029781 |
Download Risk Management and Shareholders' Value in Banking Book in PDF, ePub and Kindle
This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process. Risk Management and Shareholders' Value in Banking includes: * Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more * formulae for risk-adjusted loan pricing and risk-adjusted performance measurement * extensive, hands-on Excel examples are provided on the companion website www.wiley.com/go/rmsv * a complete, up-to-date introduction to Basel II * focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics
Author | : Franco Fiordelisi |
Publisher | : Springer |
Total Pages | : 232 |
Release | : 2010-10-06 |
Genre | : Business & Economics |
ISBN | : 0230302181 |
Download New Issues in Financial and Credit Markets Book in PDF, ePub and Kindle
This collection of conference papers presents a contemporary insight into key trends impacting on the global financial sector post crisis and highlights new policy and research areas affecting banks and other financial institutions. The four main themes are: financial crises, credit activity, capital markets and risk management.
Author | : |
Publisher | : Bharat Book Bureau |
Total Pages | : 306 |
Release | : 2003 |
Genre | : Business & Economics |
ISBN | : |
Download Advances in Operational Risk Book in PDF, ePub and Kindle
Building upon the seminal work established in the first best-selling edition, this fully revised multi-contributor title brings you right up-to-date on all the latest issues and developments in the area of operational risk management and the regulatory environment.
Author | : Weidong Tian |
Publisher | : Springer |
Total Pages | : 439 |
Release | : 2016-12-08 |
Genre | : Business & Economics |
ISBN | : 113759442X |
Download Commercial Banking Risk Management Book in PDF, ePub and Kindle
This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 2007-2008 crisis, suggesting strategies by which financial institutions can comply with stringent new regulations and adapt to the pressures of close supervision while responsibly managing risk. It covers all important commercial banking risk management topics, including market risk, counterparty credit risk, liquidity risk, operational risk, fair lending risk, model risk, stress test, and CCAR from practical aspects. It also covers major components of enterprise risk management, a modern capital requirement framework, and the data technology used to help manage risk. Each chapter is written by an authority who is actively engaged with large commercial banks, consulting firms, auditing firms, regulatory agencies, and universities. This collection will be a trusted resource for anyone working in or studying the commercial banking industry.
Author | : |
Publisher | : Rma |
Total Pages | : 120 |
Release | : 1999 |
Genre | : Business & Economics |
ISBN | : |
Download Operational Risk Book in PDF, ePub and Kindle