04206nam 2200685Ia 450 991097482010332120251117115720.01-280-08409-X978661008409810.1596/0-8213-5418-3(CKB)111098478192298(OCoLC)53369943(CaPaEBR)ebrary10038990(SSID)ssj0000085335(PQKBManifestationID)11119561(PQKBTitleCode)TC0000085335(PQKBWorkID)10009474(PQKB)11325281(MiAaPQ)EBC3050566(Au-PeEL)EBL3050566(CaPaEBR)ebr10038990(CaONFJC)MIL8409(The World Bank)2003045004(US-djbf)13106261(BIP)46125506(BIP)8321882(EXLCZ)9911109847819229820030227d2003 uy 0engurcn|||||||||txtrdacontentcrdamediacrrdacarrierAnalyzing and managing banking risk a framework for assessing corporate governance and financial risk /Hennie van Greuning, Sonja Brajovic Bratanovic, with technical advice on treasury management by Jennifer Johnson-Calari2nd ed.Washington, DC World Bank2003xvi, 367 pages illustrations ;23 cmOriginally published under title: Analyzing bank risk.0-8213-5418-3 Includes bibliographical references and index.Intro -- Contents -- Title -- Foreword to the Second Edition xiii -- Acknowledgments xv -- 1 Analyzing and Managing Banking Risk 1 -- 2 A Context for the Risk-Based Review of Banks 15 -- 3 Key Players in the Corporate Governance and Risk Management Process 31 -- 4 Balance Sheet Structure and Management 59 -- 5 Profitability 81 -- 6 Capital Adequacy 101 -- 7 Credit Risk Management 135 -- 8 Liquidity Risk Management 167 -- 9 Treasury Organization and Risk Management 189 -- 10 Management of the Stable Liquidity Investment Portfolio 221 -- 11 Market Risk Management and Proprietary Trading 231 -- 12 Interest Rate Risk Management 249 -- 13 Currency Risk Management 261 -- 14 Transparency in the Financial Statements of Banks 281 -- 15 The Relationship between Risk Analysis and Bank Supervision 297 -- Appendixes -- Boxes -- Figures -- Tables.This text provides a comprehensive overview of topics dealing with the assessment, analysis and management of financial risks in banking. It emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk.; Chapters include: organization of the treasury function; investment/stable portfolio management; proprietary trading/market risk management; asset-liability management components; key players in the corporate governance and risk management process; and transparency in the financial statements of Banks.; Managing the risks associated with the banking industry has become increasingly difficult. The approach used in this publication provides a framework for identifying the key players in the risk-management process and discussing their accountability for the various dimensions of the financial and other risk management processes. In this revised edition, the authors have added a chapter on the organization of the Treasury Function. In this revised edition, the authors have added a chapter on the organization of the Treasury Function.World Bank e-Library.Bank managementRisk managementCorporate governanceBank management.Risk management.Corporate governance.332.1/068/1Greuning Hennie van318500Greuning Hennie van318500Brajovic Bratanovic Sonja1946-318501MiAaPQMiAaPQMiAaPQBOOK9910974820103321Analyzing and managing banking risk4478731UNINA