Risk Management in Banking - Couverture rigide

Bessis, Joel

9780471499770: Risk Management in Banking

Couverture rigide

ISBN 10 : 0471499773 ISBN 13 : 9780471499770

Editeur : John Wiley & Sons Ltd, 2002

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Fully revised and updated from the highly successful previous edition, Risk Managment in Banking 2nd Edition covers all aspects of risk management, shedding light on the extensive new developments in the field. There is a new emphasis on current practice, as well as in-depth analysis of the latest in research and techniques. This edition has been expanded to include an in-depth discussion of credit risk models, asset and liability management, credit valuation, risk-based capital, VAR, loan portfolio management, fund transer pricing and capital allocation. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services.

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

� propos de l?auteur

JOEL BESSIS is in charge of risk analytics at the risk department of CDC IXIS, in Paris, France and was previously Director of Research at Fitch. He is Professor of Finance at HEC School of Management, Paris, France, and a frequent speaker at professional conferences. He has been a consultant to risk departments of several banking institutions in Europe, and held a permanent consultancy position for seven years at Banque Paribas in the Risk Department.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.