Bank Management and Control

Strategy, Pricing, Capital and Risk Management
2. Auflage 2020
ISBN: 978-3-030-42868-6
Verlag: Springer International Publishing

Buch, Englisch, 133 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 242 g

Reihe: Management for Professionals

Provides a comprehensive view on Basel III, risk management and capital optimization

Explains in detail advanced methods within risk management

Describes macroeconomic scenarios for implementation

Zielgruppe

Professional/practitioner

Autoren/Hrsg.

Wernz, Johannes

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
• Wirtschaftswissenschaften Betriebswirtschaft Management Risikomanagement

Inhaltsverzeichnis

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).

Über Autor(innen)

Johannes Wernz has many years of experience in the banking and insurance industries, as model manager, and in advisory and audit roles. He has been an advisor and consultant for several well-known international banks in London, Zurich, Frankfurt and other locations.