Risk Management and Regulation in Banking: Proceedings of the International Conference on Risk Management and Regulation in Banking (1997) - Brossura

 
9781461372929: Risk Management and Regulation in Banking: Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)
Brossura
ISBN 10: 1461372925 ISBN 13: 9781461372929
Casa editrice: Springer, 2012

Sinossi

Over the last fifty years, increasingly sophisticated risk measurement and management techniques have revolutionized the field of finance. More recently, the globalization of financial markets and policy changes in the regulation of financial institutions have impacted upon how commercial banks manage risk. The widespread implications of these fundamental changes prompted an international conference held in May, 1997, devoted to the topic of risk management and regulation in banking. This book contains the formal papers and the panel discussions that comprise the conference proceedings, and thus collects some of the latest research on managing financial market risk by top scholars, policymakers, and high-ranking banking officials from around the world.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

Contributors to the Conference. Part I: Introduction by Marshall Sarnat. Part II: Risk Management in Banking: An Overview. 1. Bank Risk Management: Theory; D.H. Pyle. 2. Risk Management in Banking: Practice Reviewed and Questioned; A.M. Santomero. Part III: Managing Market and Credit Risks. 3. Introduction to VAR (Value-at-Risk); Z. Wiener. 4. A Comparison between the BIS `Standardized Approach' and the `Internal Models Approach'; M. Crouhy, et al. 5. Evaluating Credit Risk: An Option Pricing Approach; M. Crouhy, et al. 6. Non-Linear Value-at-Risk; M. Britten Jones, S.M. Schaefer. Part IV: Market Risks: The 1996 Basle Accord. 7. A Critique of the Basle Regulation, or How to Enhance (Im) Moral Hazards; G. Szego. 8. The Implementation in the UK of the Basle Accord Regarding Market Risk; C. Smout. Part V: Problems in Financial Regulation. 9. Recent US Experience in Regulating Financial Risk; J. Heimann. 10. A Recent Case History of International Bank Fraud; B. Smouha. Part VI: Managing Market Risks: The Case of Israel. 11. Market Risks - The Amendment to the Basle Capital Accord and Internal Model Approach: The Israeli Case; Y. Landskroner, et al. 12. Risk Management with Derivatives Traded at the Tel Aviv Stock Exchange; Y. Orgler.

Product Description

Book by None

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2012
Lingua
Inglese
ISBN 10 
1461372925
ISBN 13 
9781461372929
Rilegatura
Copertina flessibile
Numero di pagine
228
Redattore
Galai Dan, Ruthenberg David, Sarnat Marshall, Schreiber Ben Z.
Contatto del produttore
non disponibile
Persona responsabile
ProductSafety@springernature.com
ProductSafety@springernature.com

Tiergartenstr. 17
Heidelberg
69121
Germania

Altre edizioni note dello stesso titolo

9780792384830: Risk Management and Regulation in Banking: Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)

Edizione in evidenza

ISBN 10:  0792384830 ISBN 13:  9780792384830
Casa editrice: Springer-Verlag GmbH, 1999
Rilegato