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Risk Management and Capital Adequacy

Обложка книги Risk Management and Capital Adequacy

Risk Management and Capital Adequacy

This book offers comprehensive coverage of market, credit and operational risks in all aspects. It covers the technical modeling and its interplay with the external regulations by which an integrated risk approach is governed. It includes a critical review of the current regulatory environment and analyses the different proposals for the next Bank of International Settlements (BIS) accord, now scheduled for 2005.

Attention is given to different measurement approaches of market, credit and operational risks as well as the key assumptions and conditions for an integrated approach as required in the coming Basel Accord. More specifically, it provides a framework for the design, operation, viewing the policies, methodologies, data collection and infrastructure use to support risk management.

I very much enjoyed reading this book. It covers with great competence all the aspects of risk management. The emphasis placed on risk control and the building blocks for a successful integration of all three risk types is highlighted in the light of recent events.

I recommend this book to all academics and professionals and also encourage its use in graduate course in risk management bank management.

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