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Tables of Contents for Risk Management in Banking
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Partial table of contents:
RISK MANAGEMENT.
Risks.
Banking Regulations.
MEASURING RISKS.
Risk Measurement.
VAR.
CREDIT RISK.
Credit Risk for Banking Transactions.
Credit Risk for Market.Instruments.
LIQUIDITY AND INTEREST RATE RISKS.
The Liquidity Gap.
The Term Structure of Interest Rates.
MARK-TO-MARKET VALUE MANAGEMENT.
Market Values.
QUANTITATIVE CAPITAL MANAGEMENT.
Capital Requirements.
RISK-BASED CAPITAL.
Measuring CAR.
Risk-adjusted Performance.
PORTFOLIO CREDIT AND MARKET RISKS.
The Risk of Portfolios.
Correlations and Portfolio Risk.
FUNDS TRANSFER PRICING AND CAPITAL ALLOCATION.
Funds Transfer Pricing Systems.
Economic Transfer Prices.
PORTFOLIO MANAGEMENT.
The Management of Banking Portfolios.
IMPLICIT OPTIONS IN BANKING PRODUCTS.
Embedded Options.
Convexity Risks.
Bibliography.
Index.