عنوان

Bank management and control :

شابک

3642403735

شابک

9783642403736

شابک اشتباه

9783642403743

شماره

b435124

عنوان اصلي

Bank management and control :

نام عام مواد

[Book]

ساير اطلاعات عنواني

strategy, capital and risk management /

نام نخستين پديدآور

Johannes Wernz.

نام خاص و کميت اثر

xiii, 120 pages :

ساير جزييات

illustrations ;

ابعاد

25 cm.

عنوان فروست

Management for professionals,

شاپا ي ISSN فروست

2192-8096

متن يادداشت

Includes bibliographical references (pages 119-120).

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

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 --

شماره استاندارد بين المللي کتاب و موسيقي

9783642403743

موضوع مستند نشده

Bank management.

موضوع مستند نشده

Banks and banking-- Risk management.

موضوع مستند نشده

Business planning.

موضوع مستند نشده

HG

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Wernz, Johannes

تاريخ عمليات

20180529064211.6

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y