LEADER 04899nam 2200781 450 001 9910131589703321 005 20220429095257.0 010 $a1-119-15724-2 010 $a1-119-15750-1 010 $a1-119-15723-4 035 $a(CKB)3710000000473430 035 $a(EBL)4041088 035 $a(SSID)ssj0001545747 035 $a(PQKBManifestationID)16134237 035 $a(PQKBTitleCode)TC0001545747 035 $a(PQKBWorkID)12332660 035 $a(PQKB)11459350 035 $a(PQKBManifestationID)15773005 035 $a(PQKBWorkID)13978655 035 $a(PQKB)24155816 035 $a(DLC) 2015021954 035 $a(Au-PeEL)EBL4041088 035 $a(CaPaEBR)ebr11114061 035 $a(CaONFJC)MIL828507 035 $a(OCoLC)910664681 035 $a(CaSebORM)9781119135517 035 $a(MiAaPQ)EBC4041088 035 $a(EXLCZ)993710000000473430 100 $a20151105h20152015 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial risk management $eapplications in market, credit, asset and liability management and firmwide risk /$fJimmy Skoglund, Wei Chen 205 $a1st edition 210 1$aHoboken, New Jersey :$cWiley,$d2015. 210 4$d©2015 215 $a1 online resource (712 p.) 225 1 $aWiley Finance Series 300 $aDescription based upon print version of record. 311 $a1-119-13551-6 320 $aIncludes bibliographical references and index. 330 $aA 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... 410 0$aWiley finance series. 606 $aFinancial institutions$xRisk management 606 $aBanks and banking$xRisk management 606 $aFinancial risk management 606 $aEntitats financeres$2thub 606 $aBancs$2thub 606 $aGestió del risc$2thub 608 $aLlibres electrònics$2thub 615 0$aFinancial institutions$xRisk management. 615 0$aBanks and banking$xRisk management. 615 0$aFinancial risk management. 615 7$aEntitats financeres 615 7$aBancs 615 7$aGestió del risc 676 $a658.15/5 700 $aSkoglund$b Jimmy$f1971-$0860523 702 $aChen$b Wei$f1968 November 10- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910131589703321 996 $aFinancial risk management$91920058 997 $aUNINA