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Financial Risk Management - Applications in Market, Credit, Asset and Liability Management and Firmwide Risk (Hardcover)
Loot Price: R2,487
Discovery Miles 24 870
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Financial Risk Management - Applications in Market, Credit, Asset and Liability Management and Firmwide Risk (Hardcover)
Expected to ship within 10 - 15 working days
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A global banking risk management guide geared toward the
practitioner Financial Risk Management presents an in-depth look at
banking risk on a global scale, including comprehensive examination
of the U.S. Comprehensive Capital Analysis and Review, and the
European Banking Authority stress tests. Written by the leaders of
global banking risk products and management at SAS, this book
provides the most up-to-date information and expert insight into
real risk management. The discussion begins with an overview of
methods for computing and managing a variety of risk, then moves
into a review of the economic foundation of modern risk management
and the growing importance of model risk management. Market risk,
portfolio credit risk, counterparty credit risk, liquidity risk,
profitability analysis, stress testing, and others are dissected
and examined, arming you with the strategies you need to construct
a robust risk management system. The book takes readers through a
journey from basic market risk analysis to major recent advances in
all financial risk disciplines seen in the banking industry. The
quantitative methodologies are developed with ample business case
discussions and examples illustrating how they are used in
practice. Chapters devoted to firmwide risk and stress testing
cross reference the different methodologies developed for the
specific risk areas and explain how they work together at firmwide
level. Since risk regulations have driven a lot of the recent
practices, the book also relates to the current global regulations
in the financial risk areas. Risk management is one of the fastest
growing segments of the banking industry, fueled by banks'
fundamental intermediary role in the global economy and the
industry's profit-driven increase in risk-seeking behavior. This
book is the product of the authors' experience in developing and
implementing risk analytics in banks around the globe, giving you a
comprehensive, quantitative-oriented risk management guide
specifically for the practitioner. * Compute and manage market,
credit, asset, and liability risk * Perform macroeconomic stress
testing and act on the results * Get up to date on regulatory
practices and model risk management * Examine the structure and
construction of financial risk systems * Delve into funds transfer
pricing, profitability analysis, and more Quantitative capability
is increasing with lightning speed, both methodologically and
technologically. Risk professionals must keep pace with the
changes, and exploit every tool at their disposal. Financial Risk
Management is the practitioner's guide to anticipating, mitigating,
and preventing risk in the modern banking industry.
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