Risk Management in Banking
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Книга Risk Management in Banking Risk Management in BankingКниги Экономика Автор: Joël Bessis Год издания: 2002 Формат: pdf Издат.:Wiley Страниц: 812 Размер: 3,5 ISBN: 0471893366 Язык: Английский0 (голосов: 0) Оценка:Fully revised and updated from the highly successful previous edition, Risk Managment in Banking 2nd Edition covers all aspects of risk management, shedding light on the extensive new developments in the field. There is a new emphasis on current practice, as well as in-depth analysis of the latest in research and techniques. This edition has been expanded to include an in-depth discussion of credit risk models, asset and liability management, credit valuation, risk-based capital, VAR, loan portfolio management, fund transer pricing and capital allocation. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services.
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