Risk management in banking. / (Record no. 7821)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03867cam a2200313 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 16795430 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211011132455.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110524s2010 enka b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2011288737 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470019122 (hbk.) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1615.B45 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bessis, Joël. |
| 245 10 - TITLE STATEMENT | |
| Title | Risk management in banking. / |
| Statement of responsibility, etc. | Joël Bessis. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 3rd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Chichester, United Kingdom : |
| Name of publisher, distributor, etc. | John Wiley, |
| Date of publication, distribution, etc. | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 821 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (p. [799]-801) and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents: Section 1: The Financial Crisis. 1 The 2007-2008 Financial Crisis. Section 2: Business Lines, Risks, and Risk Management. 2 banking Business Lines. 3 Risks and Risk Management. 4 Risk Management. Section 3: Financial Products. 5 Banking and Financial Products. 6 Essentials on Derivative Products. 7 Interest Rate Risk and Interest Rate Derivatives. 8 Foreign Exchange Risk and Foreign Exchange Derivatives. 9 Credit Derivatives. Section 4: Valuation. 10 Distribution Functions. 11 Discrete and Continuous Returns. 12 Stochastic Processes. 13 Valuation and Pricing Risk. 14 Some Applications of Valuation Techniques. Section 5: Risk Modeling. 15 Sensitivity. 16 Volatility. 17 The Value-at-Risk Measure. 18 VaR and Capital. Section 6: Regulations. 19 Banking Regulations: Basel 1 and Market Risk. 20 Banking Regulations: The Basel 2 Accord. 21 Accounting Standards. Section 7: Asset Liability Management (ALM). 22 Liquidity Management and Liquidity Gaps. 23 Interest Rate Gaps. 24 ALM and Hedging Policies. 25 Implicit Options Risk. 26 Economic Value of the Balance Sheet. 27 Economic Value and Convexity Risk. Section 8: Funds Transfer Pricing Systems. 28 Funds Transfer Pricing Systems. 29 Economic Transfer Prices. Section 9: Dependencies and Portfolio Risk. 30 Correlations and Covariances. 31 Conditional Probabilities. 32 Factor Models. 33 Dependencies and Copula Functions. 34 Simulations with Factor Models or the Copula Approach. Section 10: Market Risk. 35 Delta-normal VaR. 36 Historical and Hypothetical Simulations. 37 Simulation of Interest Rates. 38 Back Tests, Benchmarks and Stress Tests. Section 11: Credit Risk: Standalone. 39 Credit Risk Data. 40 Rating Systems. 41 Statistical and Scoring Models. 42 The Option Approach to Defaults and Migrations. 43 Default Probability and Default Intensity. 44 Credit Risk Potential Exposure. 45 Modeling Recoveries. 46 Credit Risk Valuation and Credit Spreads. Section 12: Credit Portfolio Risk. 47 Credit Event Dependencies. 48 Example of Portfolio Loss Distribution. 49 Analytical Loss Distributions. 50 Simulation of Credit Portfolio Loss Distributions. 51 Credit Portfolio Models. Section 13: Capital Allocation. 52 Economic Capital and Credit Risk VaR. 53 Capital Allocation and Risk Contributions. 54 Marginal Risk Contributions. Section 14: Risk-adjusted Performance. 55 RaRoC and Shareholders' Value Added. 56 Economic Income Statements. Section 15: Credit Portfolio Management. 57 Portfolio Analysis. 58 Securitization and Capital Management. 59 Credit Portfolio Management. Section 16: Conclusion and Financial Reforms. 60 The Financial System and Reforms. References. Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Completely revised and updated edition of seminal work, this new edition of a very successful work takes into account the changing face of risk management and examines all aspects of financial risk management in banking, from global considerations to the fundamental aspects of the management of a particular profit centre |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Bank management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Asset-liability management. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 2 |
| e | ncip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | General Stacks | 05/11/2019 | HG1615.B45(3e) | K/1320/1320/19 | 11/10/2021 | 11/10/2021 | Books | ||||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | General Stacks | 05/11/2019 | HG1615.B451(3e) | K/1321/1321/19 | 11/10/2021 | 11/10/2021 | Books | 2 | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | General Stacks | 05/11/2019 | HG1615.B452(3e) | K/1322/1322/19 | 11/10/2021 | 11/10/2021 | Books | 3 |