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Managing banking risks /
This book fills a gap in banking literature by providing a professional and sophisticated 'risk' primer for bank directors, executives and staff at every level as well as students, analysts and commentators on the banking scene. The breadth of focus is exceptional in covering the full rang...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, England :
Gresham Books, in association with the Chartered Institute of Bankers,
1997.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | SCIDIR_ocn869282056 | ||
| 003 | OCoLC | ||
| 005 | 20231117044951.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 140128s1997 enka ob 001 0 eng d | ||
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| 019 | |a 871225226 | ||
| 020 | |a 9781845699062 |q (electronic bk.) | ||
| 020 | |a 1845699068 |q (electronic bk.) | ||
| 020 | |z 1855732068 | ||
| 020 | |z 9781855732063 | ||
| 035 | |a (OCoLC)869282056 |z (OCoLC)871225226 | ||
| 050 | 4 | |a HG1615 |b .C34 1997eb | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
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| 084 | |a 83.50 |2 bcl | ||
| 084 | |a 83.70 |2 bcl | ||
| 100 | 1 | |a Cade, Eddie. | |
| 245 | 1 | 0 | |a Managing banking risks / |c Eddie Cade. |
| 264 | 1 | |a Cambridge, England : |b Gresham Books, in association with the Chartered Institute of Bankers, |c 1997. | |
| 300 | |a 1 online resource (xvi, 237 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references (pages 227-228) and index. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a This book fills a gap in banking literature by providing a professional and sophisticated 'risk' primer for bank directors, executives and staff at every level as well as students, analysts and commentators on the banking scene. The breadth of focus is exceptional in covering the full range of banking risks, rather than the customary specialist segment. The book begins by defining risk itself and discussing how it can be approached in a banking context. It goes on to examine the concepts of volatility, expected and unexpected loss, the role of risk capital, rate of return and the required reward for risk (the 'cost of capital'). The author identifies five generic types of primary banking risk and one universal secondary type. Each of these is explored in turn from solvency and liquidity risks to credit risk, interest rate risk, price risks and operating risks. This treatment gives the reader an insight into modern risk management and hedging techniques, and many other relevant topics. Legal and regulatory issues and constraints are considered within an international frame of reference. The book offers practical guidance on the role of a bank's board and executive management, organisation and co-ordination of risk management. | ||
| 505 | 0 | |a Front Cover; Managing Banking Risks; Copyright Page; Table of Contents; Foreword; Preface; Acknowledgements; Chapter 1. Risk and rewardI; 1.1 A definition of risk; 1.2 A statistical definition of risk?; 1.3 It is not always risk of loss; 1.4 What to do about risk; 1.5 Reward for risk; 1.6 The return; 1.7 Expected loss; 1.8 Equity capital allocated to the risk; 1.9 Reward for risk: the synthesis; 1.10 Required rate of return: cost of equity; 1.11 Warning on required rate of return; 1.12 Summary; Appendix: Volatility and the standard deviation; Chapter 2. What are the banking risks? | |
| 505 | 8 | |a 2.1 Proposed framework2.2 But what aboutall the others?; 2.3 'Pure' and 'speculative' risk; 2.4 Which of these categories is most threatening to a bank?; 2.5 Conclusion; Chapter 3. Solvency risk; 3.1 Economic equity capital: a historical perspective; 3.2 Does overcapitalisation matter?; 3.3 Capital adequacy regulation: the Basle approach; 3.4 Further evolution: the European capital adequacy directive; 3.5 Regulation versus self-assessment; 3.6 Moral hazard; 3.7 Capital allocation within a bank; 3.8 Capital adequacy and sustainable growth. | |
| 505 | 8 | |a 3.9 When capital overshoots regulatory/prudential requirements3.10 Capital adequacy and monetary inflation; 3.11 Cross-currency effects; 3.12 Book capital versus market capitalisation; 3.13 Summary; Appendix: Main elements in Basle/Bank of England capital adequacy formula, first phase; Chapter 4. Liquidity risk; 4.1 Liquidity management; 4.2 Expected cash flow; 4.3 Capacity to borrow in the market; 4.4 Stock of readily available high quality liquid assets; 4.5 Cross-currency, cross-border; 4.6 Regulatory approaches; 4.7 Systemic risk; 4.8 Derivative instruments and systemic risk. | |
| 505 | 8 | |a 4.9 'Derivatives angst'4.10 But do derivatives increase systemic risk?; 4.11 Asset and liability management (ALM); 4.12 Summary; Chapter 5. Credit risk: policy overview; 5.1 Credit culture; 5.2 Authority, sanctioning and decision-making; 5.3 The risk epitome; 5.4 Types of exposure and their quantification; 5.5 Conventional exposures; 5.6 Credit equivalent exposures; 5.7 Daylight/settlement exposures; 5.8 Netting; 5.9 Lenders and environmental liability; 5.10 Confidentiality and conflicts of interest; 5.11 Summary; Chapter 6. Credit risk: analysing the portfolio; 6.1 Diversification of risk. | |
| 505 | 8 | |a 6.2 Industry sector analysis6.3 Exposure ceilings on individual names; 6.4 Credit grading: evolution; 6.5 Credit grading: today's model; 6.6 Uses of credit grading; 6.7 Country grading -- transfer risk; 6.8 Expert systems; 6.9 Credit scoring; 6.10 Artificial intelligence models presaging corporate failure; 6.11 Summary; Chapter 7. Credit risk: changing the portfolio; 7.1 The traditional methods; 7.2 Asset trading; 7.3 Asset securitisation; 7.4 Securitisation: customer as seller; 7.5 Securitisation: bank as originator, seller and servicer; 7.6 Capital markets alternatives. | |
| 650 | 0 | |a Bank management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 2 | |a Risk Management |0 (DNLM)D012308 | |
| 650 | 6 | |a Banques |x Gestion. |0 (CaQQLa)201-0004445 | |
| 650 | 6 | |a Gestion du risque. |0 (CaQQLa)201-0055861 | |
| 650 | 7 | |a risk management. |2 aat |0 (CStmoGRI)aat300179502 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Bank management |2 fast |0 (OCoLC)fst00826723 | |
| 650 | 7 | |a Risk management |2 fast |0 (OCoLC)fst01098164 | |
| 650 | 1 | 7 | |a Bankwezen. |2 gtt |
| 650 | 1 | 7 | |a Risicoanalyse. |2 gtt |
| 650 | 1 | 7 | |a Risk management. |2 gtt |
| 650 | 7 | |a BANKING. |2 unbist | |
| 650 | 7 | |a RISK ASSESSMENT. |2 unbist | |
| 650 | 7 | |a RISK MANAGEMENT. |2 unbist | |
| 776 | 0 | 8 | |i Print version: |a Cade, Eddie. |t Managing banking risks |z 1855732068 |w (OCoLC)37626075 |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9781855732063 |z Texto completo |