Bank Management and Control: Strategy, Capital and Risk Management - Couverture souple

Wernz, Johannes

Couverture souple

ISBN 10 : 3642403751 ISBN 13 : 9783642403750

Editeur : Springer, 2013

Synopsis

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 3642403751
• ISBN 13: 9783642403750
• Reliure: Taschenbuch
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne