Understanding international bank risk [[electronic resource] /] / Andrew Fight

• Autore: Fight Andrew
• Pubblicazione: The Atrium, Southern Gate, Chichester, West Sussex, England ; ; Hoboken, N.J, : John Wiley & Sons, c2004
• Descrizione fisica: 1 online resource (249 p.)
• Disciplina: 332.1/068/1; 332.10681; 332.15
• Soggetto topico: Banks and banking, International - Management; Country risk
• Soggetto genere / forma: Electronic books.
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. [201]-202) and index.
• Nota di contenuto: Understanding International Bank Risk; Contents; Foreword; About the Author; 1 The Banking Background; 1.1 Different types of banks and their risk profile; 1.1.1 Bank failure and the financial services community; 1.1.2 What do banks do? How do they earn their money?; 1.1.3 Different types of banks and their revenue structures; 1.1.4 Commercial banks; 1.1.5 Investment banks; 1.1.6 Risk profile of investment banks; 1.1.7 Broking is a competitive business; 1.1.8 Derivatives trading and AAA subsidiaries; 1.1.9 The regulation of investment banks; 1.1.10 "Analyst of the year" awards ; 1.2 Primary causes of bank failure1.2.1 Types of failures; 1.2.2 Causes of losses; 1.2.3 Warning signals in predicting bank failure; 1.2.4 Rescuing the bank!; 1.2.5 Credit rating agencies; 1.3 Bank failures - the four aces; 1.3.1 Bank of Credit and Commerce International; 1.3.2 Continental Illinois; 1.3.3 Crédit Lyonnais; 1.3.4 Rumasa; 1.4 The macroeconomic environment; 1.4.1 Banking system and industry risks; 1.4.2 Economic environment; 1.4.3 Industry competition and its impact on banks; 1.4.4 Technology; 2 The Rating Framework; 2.1 What is a rating?; 2.2 The development of ratings ; 2.3 Background to rating agencies2.3.1 Inconsistent initial foundations; 2.3.2 Secretive deliberations; 2.3.3 Main source of revenues; 2.3.4 Generating value; 2.3.5 Growth and the future; 2.4 The rating analytical framework; 2.4.1 CAMEL, CAMEL B-COM, and CAMELOT; 2.4.2 Capital; 2.4.3 Asset quality; 2.4.4 Management; 2.4.5 Earnings; 2.4.6 Liquidity (liability management); 2.5 How the rating agencies analyse bank risk; 2.5.1 What is a rating?; 2.5.2 Rating scale comparisons; 2.5.3 Standard & Poor's ratings; 2.5.4 Moody's ratings; 2.5.5 Fitch performance and legal ratings ; 3 The Regulatory Framework3.1 Banking system: structure, governing law, and regulations; 3.1.1 Banking supervision; 3.2 Core principles for effective banking supervision; 3.2.1 Core principles for effective banking supervision; 3.2.2 Basel committee publications No. 30 (September 1997) on banking principles; 3.3 Risk management; 3.3.1 Generally accepted risk principles; 3.3.2 Derivatives and market risk; 3.3.3 Managing bank limits; 3.3.4 Generally accepted risk principles risk map; 3.4 Basle Capital Adequacy and international convergence; 3.4.1 Background to the Basle Capital Adequacy regime ; 3.4.2 Pressures for change3.4.3 The BIS paper: the response of the central banks; 3.4.4 Foreign exchange and interest rate related exposure; 3.4.5 Implementation; 3.4.6 Impact of the BIS proposals; 4 The Analytical Framework; 4.1 Introduction; 4.1.1 The specific nature of bank financial analysis; 4.1.2 Sources of information on banks; 4.1.3 Other sources of information; 4.2 Financial criteria - the key factors; 4.2.1 Financial statement analysis; 4.2.2 Spreadsheet analysis; 4.3 Understanding the bank's balance sheet; 4.3.1 Overview; 4.3.2 Balance sheet; 4.3.3 Assets; 4.3.4 Liabilities ; 4.3.5 Contingent liabilities
• Sommario/riassunto: In an era of globalisation, syndicated lending and consolidation within the banking industry, virtually all industries will have international dealings, whether directly or indirectly, and will therefore be exposed to consequential risks. An understanding of international risk, from that of bank of country failure to the idiosyncrasies of different regulatory frameworks, is essential for the modern banker. This book gives the reader a thorough understanding of how to calculate, analyse and manage such risks.
• Titolo autorizzato: Understanding international bank risk
• ISBN: 1-118-67329-8; 1-280-26938-3; 9786610269389; 0-470-09277-7
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910143743503321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.