| 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.
|
|
Risk management.
|
|
Asset-liability management.
|
| Added Author |
ProQuest (Firm)
|
| ISBN |
9780470019122 (hbk.) |
|
9780470019139 (pbk.) |
|
9780470689875 (e-book) |
| OCLC # |
EBC698174 |
|
