Bank management and control: strategy, capital and risk management/
Wernt,Johannes
Bank management and control: strategy, capital and risk management/ - London: Springer, 2014. - 120p. : ill; 25cm.
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.
9783642403736
Bank management
Business planning
332.1 / WER/B
Bank management and control: strategy, capital and risk management/ - London: Springer, 2014. - 120p. : ill; 25cm.
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.
9783642403736
Bank management
Business planning
332.1 / WER/B