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001 9910298536703321
005 20200919062036.0
010   $a3-642-40374-3
024 7 $a10.1007/978-3-642-40374-3
035   $a(CKB)3710000000058049
035   $a(EBL)1592656
035   $a(SSID)ssj0001066581
035   $a(PQKBManifestationID)11579996
035   $a(PQKBTitleCode)TC0001066581
035   $a(PQKBWorkID)11068371
035   $a(PQKB)10269110
035   $a(MiAaPQ)EBC1592656
035   $a(DE-He213)978-3-642-40374-3
035   $a(PPN)176114572
035   $a(EXLCZ)993710000000058049
100   $a20131106d2014      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aBank Management and Control $eStrategy, Capital and Risk Management /$fby Johannes Wernz
205   $a1st ed. 2014.
210  1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2014.
215   $a1 online resource (131 p.)
225 1 $aManagement for Professionals,$x2192-8096
300   $aDescription based upon print version of record.
311   $a3-642-40373-5 
320   $aIncludes bibliographical references.
327   $a1 Outline -- 2 Bank Management and Steering -- 3 Banks in their Regulatory and Economic Environment -- 4 Risk Modeling and Capital - Credit Risk (Loans) -- 5 Risk Modeling and Capital - Counterparty Credit Risk (EPE) -- 6 Risk Modeling and Capital - Credit Risk (Securitizations) -- 7 Risk Modeling and Capital - Market Risk -- 8 Risk Modeling and Capital - Operational Risk -- 9 Risk Modeling - Asset Liability Management (ALM) -- 10 Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets -- 11 Appendix: Credit Portfolio Modeling -- 12 Appendix: Country Risk/Issuer Risk -- 13 Appendix: Settlement Risk ans Systemic Risk -- 14 Appendix: Historical Data.
330   $aStrategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and advanced concepts for credit risk are presented in straightforward language. The book analyzes the effects of macroeconomic and regulatory developments such as the set of Basel III rules on planning, and it also presents and discusses the consequences for actively meeting these challenges, especially in terms of capital. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk/return management, controlling and accounting.
410  0$aManagement for Professionals,$x2192-8096
606   $aFinance
606   $aEconomics, Mathematical 
606   $aStatistics 
606   $aMacroeconomics
606   $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010
606   $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000
615  0$aFinance.
615  0$aEconomics, Mathematical .
615  0$aStatistics .
615  0$aMacroeconomics.
615 14$aFinance, general.
615 24$aQuantitative Finance.
615 24$aStatistics for Business, Management, Economics, Finance, Insurance.
615 24$aMacroeconomics/Monetary Economics//Financial Economics.
676   $a332.1
676   $a332.1068
700   $aWernz$b Johannes$4aut$4http://id.loc.gov/vocabulary/relators/aut$0857582
906   $aBOOK
912   $a9910298536703321
996   $aBank Management and Control$91914882
997   $aUNINA