Foundations of banking risk : an overview of banking, banking risks, and risk-based banking regulation /

"GARP's Foundations of Banking Risk and Regulation introduces risk professionals to the advanced components and terminology in banking risk and regulation globally. It helps them develop an understanding of the methods for the measurement and management of credit risk and operational risk,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: Global Association of Risk Professionals
Otros Autores: Apostolik, Richard, Donohue, Christopher, Went, Peter
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley, ©2009.
Colección:Wiley finance series.
Temas:
Banks and banking, International > Management.
Risk management.
Banks and banking, International > Law and legislation.
Risk Management
Banques internationales > Gestion.
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Finance.
Banks and banking, International > Law and legislation
Banks and banking, International > Management
Risk management
Bankrisiko.
Risikomanagement.
Bankenpolitik.
Bankenaufsicht.
Basel II.
Eigenkapitalvorschriften.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Foundations of Banking Risk
  • Contents
  • Introduction
  • Acknowledgments
  • CHAPTER 1 Functions and Forms of Banking
  • 1.1 Banks and Banking
  • 1.1.1 Core Bank Services
  • 1.1.2 Banks in the Economy
  • 1.1.3 Money Creation
  • 1.1.4 Payment Services
  • 1.1.5 Other Banking Services
  • 1.2 Different Bank Types
  • 1.2.1 Retail Banks
  • 1.2.2 Wholesale Banks
  • 1.2.3 Central Banks
  • 1.3 Banking Risks
  • 1.3.1 Credit Risk
  • 1.3.2 Market Risk
  • 1.3.3 Operational Risk
  • 1.3.4 Other Risk Types
  • 1.4 Forces Shaping the Banking Industry
  • CHAPTER 2 Managing Banks2.1 Bank Corporate Governance
  • 2.1.1 Board of Directors
  • 2.1.2 Senior Management
  • 2.1.3 Internal and External Auditors
  • 2.1.4 Transparency
  • 2.2 Balance Sheet and Income Statement
  • 2.2.1 Bank Assets
  • 2.2.2 Bank Liabilities
  • 2.2.3 Equity
  • 2.2.4 Income Statement
  • 2.2.5 The Role of Bankâ€?s Equity
  • 2.3 Asset and Liability Management
  • 2.3.1 Interest Rate Risk
  • 2.3.2 Liquidity Risk
  • 2.4 Loan Losses
  • 2.4.1 Valuing Assets in the Trading Book
  • 2.4.2 Value of Assets in the Banking Book, Performing Loans
  • 2.4.3 Value of Assets in the Banking Book, Nonperforming Loans2.4.4 Provision For Loan Losses and Loan Loss Reserves
  • 2.4.5 Loan Loss Reserves and Loan Losses
  • CHAPTER 3 Banking Regulation
  • 3.1 From Liquidity Crisis to Bank Panics
  • 3.1.1 Liquidity Crisis and Bank Runs
  • 3.1.2 Bank Panics
  • 3.2 Foundations of Bank Regulation
  • 3.2.1 Regulatory Objectives
  • 3.2.2 The Regulatory Process
  • 3.2.3 Stabilization: The Lender of Last Resort
  • 3.3 International Regulation of Bank Risks
  • 3.3.1 Bank for International Settlements
  • 3.3.2 The Basel Committee
  • 3.3.3 The Basel I Accord3.3.4 The Market Risk Amendment
  • 3.3.5 Weaknesses of Bank Capital Requirements in Basel I Accord
  • 3.3.6 The Basel II Accord
  • 3.3.7 Adopting Basel II
  • 3.4 Deposit Insurance
  • 3.4.1 Deposit Insurance Coverage
  • 3.4.2 Deposit Insurance Around the World
  • 3.5 The Road Ahead
  • CHAPTER 4 Credit Risk
  • 4.1 Introduction to Credit Risk
  • 4.2 Lenders
  • 4.2.1 Investment Banks
  • 4.2.2 Credit Rating Agencies
  • 4.3 Borrowers
  • 4.3.1 Retail Borrowers
  • 4.3.2 Corporate Borrowers
  • 4.3.3 Sovereign Borrowers
  • 4.3.4 Public Borrowers4.4 Characteristics of Credit Products
  • 4.4.1 Maturity
  • 4.4.2 Commitment Specification
  • 4.4.3 Loan Purpose
  • 4.4.4 Repayment Source
  • 4.4.5 Collateral Requirements
  • 4.4.6 Covenant Requirements
  • 4.4.7 Loan Repayment
  • 4.5 Types of Credit Products
  • 4.5.1 Agricultural Loans
  • 4.5.2 Asset-Based or Secured Lending
  • 4.5.3 Automobile Loans
  • 4.5.4 Commercial Paper
  • 4.5.5 Factoring
  • 4.5.6 Home Equity Credit Lines and Home Equity Loans
  • 4.5.7 Leasing
  • 4.5.8 Mortgages
  • 4.5.9 Overdraft Facilities

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