Buch, Englisch, 214 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 353 g
Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)
Buch, Englisch, 214 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 353 g
ISBN: 978-1-4613-7292-9
Verlag: Springer US
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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.