ENGLISH

Risk Management and Capital Adequacy

By Reto Gallati

Book information

Publisher
McGraw-Hill
Year
2003
ISBN
9780071407632, 0071407634
DOI
10.1036/0071425586
LCC
HD61 .G35 2003
Open Library ID
OL3707852M
Language
english
Format
PDF
Filesize
3 MB (3220139 bytes)
Edition
1
Pages
576\576
Topic
Business Management
Time added
2010-05-31 00:48:14

Description

This book offers comprehensive coverage of market, credit and operational risks in all aspects. It covers the technical modeling and its interplay with the external regulations by which an integrated risk approach is governed. It includes a critical review of the current regulatory environment and analyses the different proposals for the next Bank of International Settlements (BIS) accord, now scheduled for 2005. Attention is given to different measurement approaches of market, credit and operational risks as well as the key assumptions and conditions for an integrated approach as required in the coming Basel Accord. More specifically, it provides a framework for the design, operation, viewing the policies, methodologies, data collection and infrastructure use to support risk management. I very much enjoyed reading this book. It covers with great competence all the aspects of risk management. The emphasis placed on risk control and the building blocks for a successful integration of all three risk types is highlighted in the light of recent events. I recommend this book to all academics and professionals and also encourage its use in graduate course in risk management bank management.

Similar books

Session C11: Ancient Cultural Landscapes in South Europe – their Ecological Setting and Evolution, Session C22: Gardeners from South America, Session S04: Agro-Pastoralism and Early Metallurgy Sessions, Session WS29: The Idea of Enclosure in Recent Iberian Prehistory, Session C88: Rhytmes et causalites des dynamiques de l'anthropisation en Europe entre 6500 ET 500 BC: Hypotheses socio-culturelles et/ou climatiques: Proceedings of the XV UISPP World Congress (Lisbon 4-9 September 2006) / Actes du XV Congrès Mondial (Lisbonne 4-9 Septembre 2006) Vol.36

2010 · PDF