Coverart for item
The Resource Bank management and control : strategy, capital and risk management, Johannes Wernz

Bank management and control : strategy, capital and risk management, Johannes Wernz

Label
Bank management and control : strategy, capital and risk management
Title
Bank management and control
Title remainder
strategy, capital and risk management
Statement of responsibility
Johannes Wernz
Creator
Subject
Language
eng
Summary
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 discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and advanced concepts for credit risk are presented in straightforward language. The book analyzes the effects of macroeconomic and regulatory developments such as the set of Basel III rules on planning, and it also presents and discusses the consequences for actively meeting these challenges, especially in terms of capital. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk/return management, controlling and accounting --
Member of
Assigning source
Provided by Publisher
Cataloging source
OHX
http://library.link/vocab/creatorName
Wernz, Johannes
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Series statement
Management for professionals.
http://library.link/vocab/subjectName
  • Bank management
  • Banks and banking
  • Business planning
Label
Bank management and control : strategy, capital and risk management, Johannes Wernz
Instantiates
Publication
Bibliography note
Includes bibliographical references and glossary
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
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
Control code
FIEb17452843
Dimensions
25 cm.
Extent
xiii, 120 pages
Isbn
9783642403736
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)864434766
Label
Bank management and control : strategy, capital and risk management, Johannes Wernz
Publication
Bibliography note
Includes bibliographical references and glossary
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
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
Control code
FIEb17452843
Dimensions
25 cm.
Extent
xiii, 120 pages
Isbn
9783642403736
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)864434766

Library Locations

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      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
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