Foundations of financial risk an overview of financial risk and risk-based regulation
"GARP's Foundations of Financial Risk creates a comprehensive understanding of financial risk and the regulatory environment under which institutions operate. It focuses on core financial risks: market, credit, and operational--and how international regulation, including the Basel Accords,...
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| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Inc
[2015]
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| Edición: | 2nd ed |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849072106719 |
Tabla de Contenidos:
- Cover; Title page; Copyright; Dedication; Preface; Acknowledgments; Introduction; CHAPTER 1 Functions and Forms of Banking; 1.1 Banks and Banking; 1.2 Different Bank Types; 1.3 Banking Risks; 1.4 Forces Shaping the Banking Industry; CHAPTER 2 Managing Banks; 2.1 Balance Sheet and Income Statement; 2.2 Loan Losses; 2.3 Asset and Liability Management; 2.4 Corporate Governance; Notes; CHAPTER 3 Banking Regulation; 3.1 The Evolution of Risk Regulation in Banking; 3.2 Foundations of Bank Regulation; 3.3 International Regulation of Bank Risks; 3.4 Deposit Insurance; Notes; CHAPTER 4 Credit Risk
- 4.1 Introduction to Credit Risk4.2 Lenders; 4.3 Borrowers; 4.4 Characteristics of Credit Products; 4.5 Types of Credit Products; 4.6 The Credit Process; 4.7 The Credit Analysis Process; 4.8 Information Sources; Notes; CHAPTER 5 Credit Risk Management; 5.1 Portfolio Management; 5.2 Techniques to Reduce Portfolio Risk; 5.3 Portfolio Credit Risk Models; 5.4 Credit Monitoring; 5.5 Credit Rating Agencies; 5.6 Alternative Credit Risk Assessment Tools; 5.7 Early Warning Signals; 5.8 Remedial Management; 5.9 Managing Default; 5.10 Practical Implications of the Default Process
- 5.11 Credit Risk and the Basel AccordsCHAPTER 6 Market Risk; 6.1 Introduction to Market Risk; 6.2 Basics of Financial Instruments; 6.3 Trading; 6.4 Market Risk Measurement and Management; 6.5 Market Risk Regulation; Notes; CHAPTER 7 Operational Risk; 7.1 What Is Operational Risk?; 7.2 Operational Risk Events; 7.3 Operational Loss Events; 7.4 Operational Risk Management; 7.5 Basel II and Operational Risk; Notes; CHAPTER 8 Regulatory Capital and Supervision; 8.1 Pillar 1-Bank Regulatory Capital; 8.2 Types of Bank Regulatory Capital under Basel II; 8.3 Bank Capital under Basel III
- 8.4 Pillar 2-Supervisory Review8.5 Pillar 3-Market Discipline; 8.6 International Cooperation; 8.7 Beyond Regulatory Capital; CHAPTER 9 Insurance Risk; 9.1 Introduction to the Insurance Industry; 9.2 Property and Casualty Insurance; 9.3 Life Insurance; 9.4 Reinsurance; 9.5 Other Types of Risk; 9.6 Regulation and Supervision-Solvency 2 in the European Union; 9.7 The Role of Lloyd's of London; 9.8 Summary; Glossary; Index; EULA
