LEADER 03752nam 22006615 450 001 9910409668203321 005 20230810170547.0 010 $a3-030-42866-4 024 7 $a10.1007/978-3-030-42866-2 035 $a(CKB)4100000011263823 035 $a(MiAaPQ)EBC6207843 035 $a(DE-He213)978-3-030-42866-2 035 $a(EXLCZ)994100000011263823 100 $a20200521d2020 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aBank Management and Control $eStrategy, Pricing, Capital and Risk Management /$fby Johannes Wernz 205 $a2nd ed. 2020. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2020. 215 $a1 online resource (141 pages) 225 1 $aManagement for Professionals,$x2192-810X 311 $a3-030-42865-6 320 $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). 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,$x2192-810X 606 $aFinance 606 $aFinancial services industry 606 $aSocial sciences$xMathematics 606 $aStatistics 606 $aMacroeconomics 606 $aFinancial Economics 606 $aFinancial Services 606 $aMathematics in Business, Economics and Finance 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aMacroeconomics and Monetary Economics 615 0$aFinance. 615 0$aFinancial services industry. 615 0$aSocial sciences$xMathematics. 615 0$aStatistics. 615 0$aMacroeconomics. 615 14$aFinancial Economics. 615 24$aFinancial Services. 615 24$aMathematics in Business, Economics and Finance. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aMacroeconomics and Monetary Economics. 676 $a332.1068 700 $aWernz$b Johannes$4aut$4http://id.loc.gov/vocabulary/relators/aut$0857582 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910409668203321 996 $aBank Management and Control$91914882 997 $aUNINA