Risk Management In Banking

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Risk Management in Banking

Joël Bessis

Author : Joël Bessis
Publisher : John Wiley & Sons
Page : 376 pages
File Size : 48,8 Mb
Release : 2015-04-30
Category : Business & Economics
ISBN : 9781118660188

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Risk Management in Banking by Joël Bessis Pdf

The seminal guide to risk management, streamlined andupdated Risk Management in Banking is a comprehensive referencefor the risk management industry, covering all aspects of thefield. Now in its fourth edition, this useful guide has beenupdated with the latest information on ALM, Basel 3, derivatives,liquidity analysis, market risk, structured products, credit risk,securitizations, and more. The new companion website featuresslides, worked examples, a solutions manual, and the newstreamlined, modular approach allows readers to easily find theinformation they need. Coverage includes asset liabilitymanagement, risk-based capital, value at risk, loan portfoliomanagement, capital allocation, and other vital topics, concludingwith an examination of the financial crisis through the utilisationof new views such as behavioural finance and nonlinearity ofrisk. Considered a seminal industry reference since the firstedition's release, Risk Management in Banking has beenstreamlined for easy navigation and updated to reflect the changesin the field, while remaining comprehensive and detailed inapproach and coverage. Students and professionals alike willappreciate the extended scope and expert guidance as they: Find all "need-to-know" risk management topics in a singletext Discover the latest research and the new practices Understand all aspects of risk management and bankingmanagement See the recent crises – and the lessons learned –from a new perspective Risk management is becoming increasingly vital to the bankingindustry even as it grows more complex. New developments andadvancing technology continue to push the field forward, andprofessionals need to stay up-to-date with in-depth information onthe latest practices. Risk Management in Banking provides acomprehensive reference to the most current state of the industry,with complete information and expert guidance.

Bank Risk Management in Developing Economies

Leonard Onyiriuba

Author : Leonard Onyiriuba
Publisher : Academic Press
Page : 668 pages
File Size : 48,7 Mb
Release : 2016-10-04
Category : Business & Economics
ISBN : 9780128093597

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Bank Risk Management in Developing Economies by Leonard Onyiriuba Pdf

Bank Risk Management in Developing Economies: Addressing the Unique Challenges of Domestic Banks provides an up-to-date resource on how domestically-based banks in emerging economies can provide financial services for all economic sectors while also contributing to national economic development policies. Because these types of bank are often exposed to risky sectors, they are usually set apart from foreign subsidiaries, and thus need risk models that foreign-based banks do not address. This book is the first to identify these needs, proposing solutions through the use of case studies and analyses that illustrate how developing economic banking crises are often rooted in managing composite risks. The book represents a departure from classical literature that focuses on assets, liabilities, and balance sheet management, by which developing economy banks, like their counterparts elsewhere, have not fared well. Contains fifty cases that reinforce risk management best practices Provides a consistent chapter format that includes abstract, keywords, learning focus, and outcomes Summaries, questions, and glossaries conclude each chapter

Measuring Market Risk

Kevin Dowd

Author : Kevin Dowd
Publisher : John Wiley & Sons
Page : 395 pages
File Size : 47,9 Mb
Release : 2003-02-28
Category : Business & Economics
ISBN : 9780470855218

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Measuring Market Risk by Kevin Dowd Pdf

The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.

Analyzing Banking Risk (Fourth Edition)

Hennie van Greuning,Sonja Brajovic Bratanovic

Author : Hennie van Greuning,Sonja Brajovic Bratanovic
Publisher : World Bank Publications
Page : 399 pages
File Size : 46,8 Mb
Release : 2020-06-10
Category : Business & Economics
ISBN : 9781464815188

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Analyzing Banking Risk (Fourth Edition) by Hennie van Greuning,Sonja Brajovic Bratanovic Pdf

Analyzing Banking Risk: A Framework for Assessing Corporate Governance and Risk Management provides a comprehensive overview of topics focusing on assessment, analysis, and management of financial risks in banking. The publication emphasizes risk management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial and other risks. This fourth edition remains faithful to the objectives of the original publication. It covers new business aspects affecting banking risks, such as mobile banking and regulatory changes over the past decade—specifically those related to Basel III capital adequacy concepts—as well as new operational risk management topics such as cybercrime, money laundering, and outsourcing. This publication will be of interest to a wide body of users of bank financial data. The target audience includes the persons responsible for the analysis of banks and for the senior management or organizations directing their efforts. Because the publication provides an overview of the spectrum of corporate governance and risk management, it is not aimed at technical specialists of any particular risk management area. *** Hennie van Greuning was formerly a Senior Adviser in the World Bank’s Treasury Unit and previously worked as a sector manager for financial sector operations in the World Bank. He has been a partner in a major international accounting firm and a controller and head of bank supervision in a central bank. Since retiring from the World Bank, he has chaired audit, ethics, and risk committees in various banks and has been a member of operational risk and asset-liability management committees. Sonja Brajovic Bratanovic was a Lead Financial Sector Specialist at the World Bank, after a career as a senior official in a central bank. With extensive experience in banking sector reforms and financial risk analysis, she led World Bank programs for financial sector reforms, as well as development projects. Since her retirement, she has continued as a senior consultant for World Bank development projects in the financial sector, as well as an advisor for other development institutions.

Financial Risk Management in Banking

Dennis Uyemura,Uyemura Dennis,Gelder Joni Van

Author : Dennis Uyemura,Uyemura Dennis,Gelder Joni Van
Publisher : McGraw-Hill
Page : 380 pages
File Size : 45,8 Mb
Release : 1992-11
Category : Business & Economics
ISBN : 0071747184

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Financial Risk Management in Banking by Dennis Uyemura,Uyemura Dennis,Gelder Joni Van Pdf

Presents an in-depth review of the tremendous risk and volatility in bank financial management. This book provides a comprehensive overview of aggressive asset and liability management (ALM) and demonstrates how ALM can strengthen the capital position of a financial institution.

Analyzing Banking Risk

Hennie van Greuning,Sonja Brajovic-Bratanovic

Author : Hennie van Greuning,Sonja Brajovic-Bratanovic
Publisher : World Bank Publications
Page : 438 pages
File Size : 55,7 Mb
Release : 2009-03-31
Category : Business & Economics
ISBN : 0821378988

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Analyzing Banking Risk by Hennie van Greuning,Sonja Brajovic-Bratanovic Pdf

This book provides a comprehensive overview of topics focusing on assessment, analysis, and management of financial risks in banking. The publication emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk. This third edition remains faithful to the objectives of the original publication. A significant new edition is the inclusion of chapters on the management of the treasury function. Advances made by the Basel Committee on Banking Supervision are reflected in the chapters on capital adequacy, transparency, and banking supervision. This publication should be of interest to a wide body of users of bank financial data. The target audience includes persons responsible for the analysis of banks and for the senior management or organizations directing their efforts.

Commercial Banking Risk Management

Weidong Tian

Author : Weidong Tian
Publisher : Palgrave Macmillan
Page : 0 pages
File Size : 45,5 Mb
Release : 2016-12-09
Category : Business & Economics
ISBN : 1137594411

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Commercial Banking Risk Management by Weidong Tian Pdf

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.

Operational Risk Management in Banks

Giuliana Birindelli,Paola Ferretti

Author : Giuliana Birindelli,Paola Ferretti
Publisher : Springer
Page : 221 pages
File Size : 50,9 Mb
Release : 2017-07-26
Category : Business & Economics
ISBN : 9781137594525

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Operational Risk Management in Banks by Giuliana Birindelli,Paola Ferretti Pdf

This book focuses on several topical issues related to the operational risk management in bank: regulation, organisation and strategy. It analyses the connections between the different key-players involved in the operational risk process and the most relevant implications, both operational and strategic, arising from the implementation of the prudential framework.

Risk Management Competency Development in Banks

Eric H.Y. Koh

Author : Eric H.Y. Koh
Publisher : Springer
Page : 84 pages
File Size : 52,6 Mb
Release : 2019-06-04
Category : Business & Economics
ISBN : 9789811375996

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Risk Management Competency Development in Banks by Eric H.Y. Koh Pdf

This Pivot proposes an integrated approach to facilitate competency development in a more comprehensive way. It examines this approach in the important but seldom studied context of risk management in banks. Risk management weaknesses in banks have persisted in spite of regulatory changes. This Pivot takes inspiration from three unlikely sports heroes to create the proposed integrated approach to risk management competency development, bringing together three competency development concepts hitherto studied in isolation that are more comprehensive and more effective when combined. The author studies the integrated approach under three specific objectives. The concepts are first operationalized into 23 actionable indicators through literature reviews and experts’ reaffirmation. Then, the t-test and discriminant analysis are used to identify how banks across different demographic groups place different emphases on these indicators. Lastly, these indicators are summarized into key themes via factor analysis.

Financial Risk Management in Banking

Shahsuzan Zakaria,Sardar Islam

Author : Shahsuzan Zakaria,Sardar Islam
Publisher : Routledge
Page : 339 pages
File Size : 49,8 Mb
Release : 2019-08-08
Category : Business & Economics
ISBN : 9780429758645

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Financial Risk Management in Banking by Shahsuzan Zakaria,Sardar Islam Pdf

As risk-taking is an essential part of the banking industry, banks must practise efficient risk management to ensure survival in uncertain financial climates. Banking operations are specifically affected by fluctuations in interest rates which cause financial imbalance; thus banks are now required to put in place an effective management structure that incorporates risk management efficiency measures that help mitigate the wide range of risks they face. In this book, the authors have developed a new modelling approach to determine banks’ financial risk management by offering detailed insights into the integrated approach of dollar-offset ratio and Data Envelopment Analysis (DEA), based on derivatives usage. It further analyses the efficiency measurement under stochastic DEA approaches, namely (i) Bootstrap DEA (BDEA), (ii) Sensitivity Analysis and (iii) Chance-Constrained DEA (CCDEA). As demonstrated in the modelling exercise, this integrated approach can be applied to other cases that require risk management efficiency measurement strategies. Additionally, this is the first book to comprehensively review the derivative markets of both the developed and developing countries in the Asia-Pacific region, by examining the differences of risk management efficiency of the banking institutions in these countries. Based on this measurement approach, strategies are provided for banks to improve their strategic risk management practices, as well as to reduce the impacts from external risks, such as changes in interest rates and exchange rates. Furthermore, this book will help banks to keep abreast of recent developments in the field of efficiency studies in management accounting, specifically in relation to hedge accounting, used by banks in the Asia-Pacific region.

Operational Risk Management

Philippa X. Girling

Author : Philippa X. Girling
Publisher : John Wiley & Sons
Page : 393 pages
File Size : 42,6 Mb
Release : 2022-02-17
Category : Business & Economics
ISBN : 9781119836056

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Operational Risk Management by Philippa X. Girling Pdf

Identify, assess, and mitigate operational risk with this practical and authoritative guide In the newly revised second edition of Operational Risk Management: A Complete Guide for Banking and Fintech, accomplished risk executive and expert Philippa Girling delivers an insightful and practical exploration of operational risk in organizations of all sizes. She offers risk professionals and executives the tools, strategies, and best practices they need to mitigate and overcome ever-present operational risk challenges that impact business in all industries. This latest edition includes: Insight into how operational risk can be effectively managed and measured in today's digital banking age. Updates on the latest regulatory guidance on operational risk management requirements in all aspects of the operational risk framework. Updates on the new Basel II capital modeling methodology for operational risk. New explorations of operational risk events in recent years including the impact of the global Covid-19 pandemic. Updated case studies including large events at Wells Fargo, Credit Suisse and Archegos Capital Management. Ideal for executives, managers, and business leaders, Operational Risk Management is also the perfect resource for risk and compliance professionals who wish to refine their abilities to identify, assess, mitigate, and control operational risk.

Bank Regulation, Risk Management, and Compliance

Alexander Dill

Author : Alexander Dill
Publisher : Taylor & Francis
Page : 327 pages
File Size : 54,9 Mb
Release : 2019-10-01
Category : Law
ISBN : 9781000702736

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Bank Regulation, Risk Management, and Compliance by Alexander Dill Pdf

Bank Regulation, Risk Management, and Compliance is a concise yet comprehensive treatment of the primary areas of US banking regulation – micro-prudential, macroprudential, financial consumer protection, and AML/CFT regulation – and their associated risk management and compliance systems. The book’s focus is the US, but its prolific use of standards published by the Basel Committee on Banking Supervision and frequent comparisons with UK and EU versions of US regulation offer a broad perspective on global bank regulation and expectations for internal governance. The book establishes a conceptual framework that helps readers to understand bank regulators’ expectations for the risk management and compliance functions. Informed by the author’s experience at a major credit rating agency in helping to design and implement a ratings compliance system, it explains how the banking business model, through credit extension and credit intermediation, creates the principal risks that regulation is designed to mitigate: credit, interest rate, market, and operational risk, and, more broadly, systemic risk. The book covers, in a single volume, the four areas of bank regulation and supervision and the associated regulatory expectations and firms’ governance systems. Readers desiring to study the subject in a unified manner have needed to separately consult specialized treatments of their areas of interest, resulting in a fragmented grasp of the subject matter. Banking regulation has a cohesive unity due in large part to national authorities’ agreement to follow global standards and to the homogenizing effects of the integrated global financial markets. The book is designed for legal, risk, and compliance banking professionals; students in law, business, and other finance-related graduate programs; and finance professionals generally who want a reference book on bank regulation, risk management, and compliance. It can serve both as a primer for entry-level finance professionals and as a reference guide for seasoned risk and compliance officials, senior management, and regulators and other policymakers. Although the book’s focus is bank regulation, its coverage of corporate governance, risk management, compliance, and management of conflicts of interest in financial institutions has broad application in other financial services sectors. Chapter 6 of this book is freely available as a downloadable Open Access PDF at http://www.taylorfrancis.com under a Creative Commons Attribution-Non Commercial-No Derivatives (CC-BY-NC-ND) 4.0 license.

Managing Risks in Commercial and Retail Banking

Amalendu Ghosh

Author : Amalendu Ghosh
Publisher : John Wiley & Sons
Page : 397 pages
File Size : 41,9 Mb
Release : 2012-02-03
Category : Business & Economics
ISBN : 9781118103562

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Managing Risks in Commercial and Retail Banking by Amalendu Ghosh Pdf

A practical guide to the practices and procedures of effectively managing banking risks Managing Risks in Commercial and Retail Banking takes an in-depth, logical look at dealing with all aspects of risk management within the banking sector. It presents complex processes in a simplified way by providing real-life situations and examples. The book examines all dimensions of the risks that banks face—both the financial risks—credit, market, and operational—and the non-financial risks—money laundering, information technology, business strategy, legal, and reputational. Focusing on methods and models for identifying, measuring, monitoring, and controlling risks, it provides practical advice backed up by solid theories, without resorting to the use of complicated mathematical and statistical formulas. Author Amalendu Ghosh exposes topics that are usually absent in books on managing banking risk—such as design of control framework, risk management architecture, credit risk rating, risk-based loan pricing, portfolio analysis, business continuity planning, and corporate governance. Author has extensive experience with a variety of major banks and institutions worldwide and brings a fresh perspective in the wake of the global finance crisis Presents a novel approach using models of the credit risk rating of different types of borrowers, the methodology for assigning weights for deriving the rating, and the scoring process Covers the essentials of corporate governance and options for credit risk assessment in line with the recommendations made in the New Basel Capital Accord Explains the methodology of risk-based internal audit, including techniques to enable bank branches to switch over from the old transaction-based audit methods With its logical sequence of the aspects of risk management, the book's layout is ideal for presentations, making it a handy tool for risk management training

Financial Risk Management

Jimmy Skoglund,Wei Chen

Author : Jimmy Skoglund,Wei Chen
Publisher : John Wiley & Sons
Page : 580 pages
File Size : 51,8 Mb
Release : 2015-10-12
Category : Business & Economics
ISBN : 9781119135517

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Financial Risk Management by Jimmy Skoglund,Wei Chen Pdf

A global banking risk management guide geared toward the practitioner Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. Chapters devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas. Risk management is one of the fastest growing segments of the banking industry, fueled by banks' fundamental intermediary role in the global economy and the industry's profit-driven increase in risk-seeking behavior. This book is the product of the authors' experience in developing and implementing risk analytics in banks around the globe, giving you a comprehensive, quantitative-oriented risk management guide specifically for the practitioner. Compute and manage market, credit, asset, and liability risk Perform macroeconomic stress testing and act on the results Get up to date on regulatory practices and model risk management Examine the structure and construction of financial risk systems Delve into funds transfer pricing, profitability analysis, and more Quantitative capability is increasing with lightning speed, both methodologically and technologically. Risk professionals must keep pace with the changes, and exploit every tool at their disposal. Financial Risk Management is the practitioner's guide to anticipating, mitigating, and preventing risk in the modern banking industry.

Liquidity Risk Management in Banks

Roberto Ruozi,Pierpaolo Ferrari

Author : Roberto Ruozi,Pierpaolo Ferrari
Publisher : Springer Science & Business Media
Page : 59 pages
File Size : 44,5 Mb
Release : 2012-09-21
Category : Business & Economics
ISBN : 9783642295805

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Liquidity Risk Management in Banks by Roberto Ruozi,Pierpaolo Ferrari Pdf

The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and the economic scenario in which the risk becomes manifest. Basel III, among other things, has introduced harmonized international minimum requirements and has developed global liquidity standards and supervisory monitoring procedures. The short book analyses the economic impact of the new regulation on profitability, on assets composition and business mix, on liabilities structure and replacement effects on banking and financial products.

Risk Management In Banking

Risk Management in Banking by Joël Bessis Pdf

Bank Risk Management in Developing Economies by Leonard Onyiriuba Pdf

Measuring Market Risk by Kevin Dowd Pdf

Analyzing Banking Risk (Fourth Edition) by Hennie van Greuning,Sonja Brajovic Bratanovic Pdf

Financial Risk Management in Banking by Dennis Uyemura,Uyemura Dennis,Gelder Joni Van Pdf

Analyzing Banking Risk by Hennie van Greuning,Sonja Brajovic-Bratanovic Pdf

Commercial Banking Risk Management by Weidong Tian Pdf

Operational Risk Management in Banks by Giuliana Birindelli,Paola Ferretti Pdf

Risk Management Competency Development in Banks by Eric H.Y. Koh Pdf

Financial Risk Management in Banking by Shahsuzan Zakaria,Sardar Islam Pdf

Operational Risk Management by Philippa X. Girling Pdf

Bank Regulation, Risk Management, and Compliance by Alexander Dill Pdf

Managing Risks in Commercial and Retail Banking by Amalendu Ghosh Pdf

Financial Risk Management by Jimmy Skoglund,Wei Chen Pdf

Liquidity Risk Management in Banks by Roberto Ruozi,Pierpaolo Ferrari Pdf

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