Description |
xvii, 821 p. : ill. |
Bibliography |
Includes bibliographical references (p. [799]-801) and index. |
Contents |
section 1. The financial crisis -- section 2. Business lines, risks, and risk management -- section 3. Financial products -- section 4. Valuation -- section 5. Risk modeling -- section 6. Regulations -- section 7. Asset liability management (ALM) -- section 8. Funds transfer pricing systems -- section 9. Dependencies and portfolio risk -- section 10. Market risk -- section 11. Credit risk : standalone -- section 12. Credit portfolio risk -- section 13. Capital allocation -- section 14. Risk-adjusted performance -- section 15. Credit portfolio management -- section 16. Conclusion and financial reforms. |
Reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
Subject |
Bank management.
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Risk management.
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Asset-liability management.
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Added Author |
ProQuest (Firm)
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ISBN |
9780470019122 (hbk.) |
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9780470019139 (pbk.) |
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9780470689875 (e-book) |
OCLC # |
EBC698174 |
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