Bank Management and Control Strategy, Capital and Risk Management /

• Main Author: Wernz, Johannes (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Series: Management for Professionals,
• Subjects: Finance.; Economics, Mathematical.; Statistics.; Macroeconomics.; Finance, general.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Macroeconomics/Monetary Economics//Financial Economics.

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...

Table of Contents:

• 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.