عنوان

Bank management and control :

(Number (ISBN

3642403743

(Number (ISBN

9783642403743

Erroneous ISBN

3642403735

Erroneous ISBN

9783642403736

Number

b435123

Title Proper

Bank management and control :

General Material Designation

[Book]

Other Title Information

strategy, capital and risk management /

First Statement of Responsibility

Johannes Wernz

Specific Material Designation and Extent of Item

1 online resource (xiii, 120 pages) :

Other Physical Details

illustrations

Series Title

Management for professionals,

ISSN of Series

2192-8096

Text of Note

Electronic resource

Text of Note

Includes bibliographical references and glossary

Text of Note

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

0

Text of Note

Strategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and advanced concepts for credit risk are presented in straightforward language. The book analyzes the effects of macroeconomic and regulatory developments such as the set of Basel III rules on planning, and it also presents and discusses the consequences for actively meeting these challenges, especially in terms of capital. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk/return management, controlling and accounting

Title

Bank management and control.

International Standard Book Number

9783642403736

Bank management

Banks and banking-- Risk management

Business planning

BUS-- 027000

Number

Edition

Class number

Book number

Wernz, Johannes

Ohio Library and Information Network

Date of Transaction

20150310173210.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y