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Bank management and control: strategy, capital and risk management/

By: Wernt,JohannesMaterial type: Text

TextPublication details: London: Springer, 2014Description: 120p. : ill; 25cmISBN: 9783642403736Subject(s): Bank management | Business planning DDC classification: 332.1

Contents:

1 Outline. 2 Bank Management and Steering. 3 Banks in their Regulatory and Economic Environment. 4 Risk Modeling and Capital Credit Risk (Loans). 5 Risk Modeling and Capital Counterparty Credit Risk (EPE). 6 Risk Modeling and Capital Credit Risk (Securitizations). 7 Risk Modeling and Capital -- Market Risk.- 8 Risk Modeling and Capital -- Operational Risk.- 9 Risk Modeling -- Asset Liability Management (ALM). 10 Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets.- 11 Appendix: Credit Portfolio Modeling. 12 Appendix: Country Risk/Issuer Risk. 13 Appendix: Settlement Risk ans Systemic Risk. 14 Appendix: Historical Data.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	332.1 WER/B (Browse shelf(Opens below))	Available		P42057

Total holds: 0

1 Outline.

2 Bank Management and Steering.

3 Banks in their Regulatory and Economic Environment.

4 Risk Modeling and Capital Credit Risk (Loans).

5 Risk Modeling and Capital

Counterparty Credit Risk (EPE).

6 Risk Modeling and Capital
Credit Risk (Securitizations).

7 Risk Modeling and Capital --
Market Risk.-

8 Risk Modeling and Capital --
Operational Risk.-

9 Risk Modeling --
Asset Liability Management (ALM).

10 Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets.-

11 Appendix: Credit Portfolio Modeling.

12 Appendix: Country Risk/Issuer Risk.

13 Appendix: Settlement Risk ans Systemic Risk.

14 Appendix: Historical Data.

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