عنوان

Risk management and capital adequacy /

شابک

0071407634

شابک

0071425586

شابک

128022925X

شابک

6610229252

شابک

9780071407632

شابک

9780071425582

شابک

9781280229251

شابک

9786610229253

شابک اشتباه

0071407634

عنوان اصلي

Risk management and capital adequacy /

نام عام مواد

[Book]

نام نخستين پديدآور

Reto R. Gallati.

محل نشرو پخش و غیره

London :

نام ناشر، پخش کننده و غيره

McGraw-Hill,

تاریخ نشرو بخش و غیره

2003.

نام خاص و کميت اثر

1 online resource (xix, 550 pages) :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references (pages 519-538) and index.

متن يادداشت

Copyright; CONTENTS; ACKNOWLEDGMENTS; INTRODUCTION; CHAPTER 1 Risk Management: A Maturing Discipline; 1.1 BACKGROUND; 1.2 RISKS: A VIEW OF THE PAST DECADES; 1.3 DEFINITION OF RISK; 1.4 RELATED TERMS AND DIFFERENTIATION; 1.5 DEGREE OF RISK; 1.6 RISK MANAGEMENT: A MULTILAYERED TERM; 1.6.1 Background; 1.6.2 History of Modern Risk Management; 1.6.3 Related Approaches; 1.6.4 Approach and Risk Maps; 1.7 SYSTEMIC RISK; 1.7.1 Definition; 1.7.2 Causes of Systemic Risk; 1.7.3 Factors That Support Systemic Risk; 1.7.4 Regulatory Mechanisms for Risk Management; 1.8 SUMMARY; 1.9 NOTES.

متن يادداشت

2.12 REGULATION OF NONBANKS2.12.1 Pension Funds; 2.12.2 Insurance Companies; 2.12.3 Securities Firms; 2.12.4 The Trend Toward Risk-Based Disclosures; 2.12.5 Disclosure Requirements; 2.12.6 Encouraged Disclosures; 2.13 MARKET INSTRUMENTS AND CREDIT RISKS; 2.14 SUMMARY; 2.15 NOTES; CHAPTER 3 Credit Risk; 3.1 BACKGROUND; 3.2 DEFINITION; 3.3 CURRENT CREDIT RISK REGULATIONS; 3.4 DEFICIENCIES OF THE CURRENT REGULATIONS; 3.5 DEFICIENCIES OF CURRENT CONCEPTUAL APPROACHES FOR MODELING CREDIT RISK; 3.6 CONCEPTUAL APPROACHES FOR MODELING CREDIT RISK; 3.6.1 Transaction and Portfolio Management.

متن يادداشت

2.5.4 Evolution of the 1996 Amendment on Market Risks2.6 AMENDMENT TO THE CAPITAL ACCORD TO INCORPORATE MARKET RISKS; 2.6.1 Scope and Coverage of Capital Charges; 2.6.2 Countable Capital Components; 2.6.3 The de Minimis Rule; 2.7 THE STANDARDIZED MEASUREMENT METHOD; 2.7.1 General and Specific Risks for Equity- and Interest-Rate-Sensitive Instruments; 2.7.2 Interest-Rate Risks; 2.7.3 Equity Position Risk; 2.7.4 Foreign-Exchange Risk; 2.7.5 Commodities Risk; 2.7.6 Treatment of Options; 2.7.7 Criticisms of the Standard Approach; 2.8 THE INTERNAL MODEL APPROACH.

متن يادداشت

2.8.1 Conditions for and Process of Granting Approval2.8.2 VaR-Based Components and Multiplication Factor; 2.8.3 Requirement for Specific Risks; 2.8.4 Combination of Model-Based and Standard Approaches; 2.8.5 Specification of Market Risk Factors to Be Captured; 2.8.6 Minimum Quantitative Requirements; 2.8.7 Minimum Qualitative Requirements; 2.9 THE PRECOMMITMENT MODEL; 2.10 COMPARISON OF APPROACHES; 2.11 REVISION AND MODIFICATION OF THE BASEL ACCORD ON MARKET RISKS; 2.11.1 The E.U. Capital Adequacy Directive; 2.11.2 New Capital Adequacy Framework to Replace the 1988 Accord.

متن يادداشت

CHAPTER 2 Market Risk2.1 BACKGROUND; 2.2 DEFINITION OF MARKET RISK; 2.3 CONCEPTUAL APPROACHES FOR MODELING MARKET RISK; 2.4 MODERN PORTFOLIO THEORY; 2.4.1 The Capital Asset Pricing Model; 2.4.2 The Security Market Line; 2.4.3 Modified Form of CAPM by Black, Jensen, and Scholes; 2.4.4 Arbitrage Pricing Theory; 2.4.5 Approaches to Option Pricing; 2.5 REGULATORY INITIATIVES FOR MARKET RISKS AND VALUE AT RISK; 2.5.1 Development of an International Framework for Risk Regulation; 2.5.2 Framework of the 1988 BIS Capital Adequacy Calculation; 2.5.3 Criticisms of the 1988 Approach.

بدون عنوان

0

بدون عنوان

8

بدون عنوان

8

بدون عنوان

8

بدون عنوان

8

متن يادداشت

All financial institutions subject to banking laws are required to support risk exposures with capital. This means that every transaction the bank executes on behalf of its clients must be supported by capital. The same happens for a mortgage granted to the clients. Some well-defined regulatory rules decide how much capital has to be put aside in order to support the credit risk exposure of the bank. The purpose is to build up reserves for the banks in order to protect the clients and the counterparties of the banks. Obviously, every bank has a natural interest to keep the risk capital low, as this capital is "fixed" and cannot be used for other purposes than as a reserve for granting security to the clients. The banks could invest this capital in other business projects and generate profits, thus they have an interest to understand how to keep the risk capital low. There are many types of risks associated with financial transactions. Market risk regulation is the most sophisticated; credit risk is the oldest form of banking risk management. And operational risk is not (yet) supported by capital. But in 2005 this will change with the coming Basle guidelines.; In 2000, The global supervisory committee, the Basle Committee from the Bank of International Settlement sent out the latest draft for review by the different national authorities. By 2005, the new regulations are planned to be integrated and enforced by the national authorities (in US it is the Federal Reserve Board). And all banking organizations will have to calculate capital requirements according to the new Basle guidelines. These regulatory modifications will be immense, as they completely change the way banks have to calculate the credit and operational risk exposures. And the entire risk exposure (covering Risk Management and Capital Adequacy of each transaction must be supported. Risk Management and Capital Adequacy highlights the key risk approaches for all the risk categories and analyzes if and how the different risk categories can be combined (integrated), and to which extent this is possible at all. The different business areas, such as the credit business or the market risk business have completely different backgrounds, developed from different historical roots and are embedded in different business lines with unique IT-infrastructure, people and human competence.; This will be the first book on the market that truly integrates all the risks.

منبع سفارش / آدرس اشتراک

OverDrive, Inc.

منبع سفارش / آدرس اشتراک

OverDrive, Inc.

شماره انبار

416F72AA-03FA-4FCA-A706-AFA23628E0E2

عنوان

Risk management and capital adequacy.

شماره استاندارد بين المللي کتاب و موسيقي

0071407634

موضوع مستند نشده

Bank capital.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

Bank capital.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Insurance-- Risk Assessment & Management.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

BUS-- 033070

موضوع مستند نشده

KM

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Gallati, Reto R.

تاريخ عمليات

20200822083858.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y