Analyzing 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-Calari |
Autore | Greuning Hennie van |
Edizione | [3rd ed.] |
Pubbl/distr/stampa | Washington, D.C., : World Bank, c2009 |
Descrizione fisica | xiv, 422 pages : illustrations ; ; 23 cm |
Disciplina | 332.1/068/1 |
Altri autori (Persone) |
GreuningHennie van
Brajovic BratanovicSonja <1946-> |
Soggetto topico |
Bank management
Risk management Corporate governance |
ISBN | 0-8213-7898-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Foreword to the Third Edition; Acknowledgments; 1 Overview of Banking Risks; Tables; 2 A Framework for Risk Analysis; Figures; 3 Corporate Governance; Boxes; Annex 3A: National Initiatives to Improve Corporate Governance; 4 Balance Sheet Structure; 5 Income Statement Structure; 6 Capital Adequacy; Annex 6A: Credit Risk-Related Weight Assignments Under the Basel I Accord, Covered by Tier 1 and Tier 2 Capital; Annex 6b: Calculation of the Capital Adequacy Ratio to Include Market Risk (Tier 3 Capital); 7 Credit Risk Management; 8 Liquidity Risk Management
9 Managing Liquidity and Other Investment Portfolios 10 Market Risk Management; 11 Currency Risk Management; 12 Asset-Liability Management; 13 Operational Risk Management in a Treasury Environment; Annex 13A. Overview of Functions and Activities in a Treasury Environment; 14 Transparency and Data Quality; 15 A Risk-Based Approach to Bank Supervision; Appendixes |
Record Nr. | UNINA-9910811963603321 |
Greuning Hennie van | ||
Washington, D.C., : World Bank, c2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analyzing and managing banking risk [[electronic resource] ] : a framework for assessing corporate governance and financial risk / / Hennie van Greuning, Sonja Brajovic Bratanovic, with technical advice on treasury management by Jennifer Johnson-Calari |
Autore | Greuning Hennie van |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Washington, DC, : World Bank, 2003 |
Descrizione fisica | 1 online resource (383 p.) |
Disciplina | 332.1/068/1 |
Altri autori (Persone) |
GreuningHennie van
Brajovic BratanovicSonja <1946-> |
Soggetto topico |
Bank management
Risk management Corporate governance |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-08409-X
9786610084098 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910455690203321 |
Greuning Hennie van | ||
Washington, DC, : World Bank, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analyzing and managing banking risk : a framework for assessing corporate governance and financial risk / / Hennie van Greuning, Sonja Brajovic Bratanovic |
Autore | Greuning Hennie van |
Edizione | [Second edition.] |
Pubbl/distr/stampa | Washington, DC : , : World Bank, , 2003 |
Descrizione fisica | xvi, 367 pages : illustrations ; ; 23 cm |
Disciplina | 332.1/068/1 |
Altri autori (Persone) | Brajovic BratanovicSonja <1946-> |
Soggetto topico |
Bank management
Risk management Corporate governance |
ISBN |
1-280-08409-X
9786610084098 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910780588703321 |
Greuning Hennie van | ||
Washington, DC : , : World Bank, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analyzing 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-Calari |
Autore | Greuning Hennie van |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Washington, DC, : World Bank, 2003 |
Descrizione fisica | xvi, 367 pages : illustrations ; ; 23 cm |
Disciplina | 332.1/068/1 |
Altri autori (Persone) |
GreuningHennie van
Brajovic BratanovicSonja <1946-> |
Soggetto topico |
Bank management
Risk management Corporate governance |
ISBN |
1-280-08409-X
9786610084098 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. |
Record Nr. | UNINA-9910820515903321 |
Greuning Hennie van | ||
Washington, DC, : World Bank, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analyzing banking risk : : a framework for assessing corporate governance and risk management / / Hennie van Greuning, Sonja Brajovic Bratanovic |
Autore | Greuning Hennie van |
Edizione | [3rd ed.] |
Pubbl/distr/stampa | Washington, DC : , : World Bank, , [2009] |
Descrizione fisica | xiv, 422 pages : illustrations ; ; 23 cm |
Disciplina | 332.1/068/1 |
Altri autori (Persone) |
GreuningHennie van
Brajovic BratanovicSonja <1946-> |
Soggetto topico |
Bank management
Risk management Corporate governance |
ISBN | 0-8213-7898-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Foreword to the Third Edition; Acknowledgments; 1 Overview of Banking Risks; Tables; 2 A Framework for Risk Analysis; Figures; 3 Corporate Governance; Boxes; Annex 3A: National Initiatives to Improve Corporate Governance; 4 Balance Sheet Structure; 5 Income Statement Structure; 6 Capital Adequacy; Annex 6A: Credit Risk-Related Weight Assignments Under the Basel I Accord, Covered by Tier 1 and Tier 2 Capital; Annex 6b: Calculation of the Capital Adequacy Ratio to Include Market Risk (Tier 3 Capital); 7 Credit Risk Management; 8 Liquidity Risk Management
9 Managing Liquidity and Other Investment Portfolios 10 Market Risk Management; 11 Currency Risk Management; 12 Asset-Liability Management; 13 Operational Risk Management in a Treasury Environment; Annex 13A. Overview of Functions and Activities in a Treasury Environment; 14 Transparency and Data Quality; 15 A Risk-Based Approach to Bank Supervision; Appendixes |
Record Nr. | UNINA-9910777974203321 |
Greuning Hennie van | ||
Washington, DC : , : World Bank, , [2009] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Capital adequacy beyond Basel [[electronic resource] ] : banking, securities, and insurance / / edited by Hal S. Scott |
Autore | Scott |
Pubbl/distr/stampa | New York, N.Y., : Oxford University Press, 2005 |
Descrizione fisica | xiii, 340 p |
Disciplina | 332.1/068/1 |
Altri autori (Persone) | ScottHal S |
Soggetto topico |
Bank reserves - Government policy
Insurance - Reserves - Government policy Banks and banking - State supervision Financial institutions - State supervision Bank loans |
ISBN |
9780198037941
0198037945 1-4237-2217-5 0-19-988352-1 1-280-56039-8 9786610560394 0-19-803794-5 0-19-978371-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Capital regulation for position risk in banks, securities firms, and insurance companies -- Capital adequacy in insurance and reinsurance -- Consolidated capital regulation for financial conglomerates -- Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks -- No pain, no gain? effecting market discipline via "reverse convertible debentures" -- The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk -- Sizing operational risk and the effect of insurance -- Enforcement of risk-based capital rules. |
Record Nr. | UNINA-9910795736603321 |
Scott | ||
New York, N.Y., : Oxford University Press, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Capital adequacy beyond Basel [[electronic resource] ] : banking, securities, and insurance / / edited by Hal S. Scott |
Autore | Scott |
Pubbl/distr/stampa | New York, N.Y., : Oxford University Press, 2005 |
Descrizione fisica | xiii, 340 p |
Disciplina | 332.1/068/1 |
Altri autori (Persone) | ScottHal S |
Soggetto topico |
Bank reserves - Government policy
Insurance - Reserves - Government policy Banks and banking - State supervision Financial institutions - State supervision Bank loans |
ISBN |
9780198037941
0198037945 1-4237-2217-5 0-19-988352-1 1-280-56039-8 9786610560394 0-19-803794-5 0-19-978371-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Capital regulation for position risk in banks, securities firms, and insurance companies -- Capital adequacy in insurance and reinsurance -- Consolidated capital regulation for financial conglomerates -- Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks -- No pain, no gain? effecting market discipline via "reverse convertible debentures" -- The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk -- Sizing operational risk and the effect of insurance -- Enforcement of risk-based capital rules. |
Record Nr. | UNINA-9910818259003321 |
Scott | ||
New York, N.Y., : Oxford University Press, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Capital adequacy beyond Basel [[electronic resource] ] : banking, securities, and insurance / / edited by Hal S. Scott |
Pubbl/distr/stampa | New York, N.Y., : Oxford University Press, 2005 |
Descrizione fisica | 1 online resource (355 p.) |
Disciplina | 332.1/068/1 |
Altri autori (Persone) | ScottHal S |
Soggetto topico |
Bank reserves - Government policy
Insurance - Reserves - Government policy Banks and banking - State supervision Financial institutions - State supervision Bank loans |
Soggetto genere / forma | Electronic books. |
ISBN |
0-19-988352-1
1-4237-2217-5 0-19-803794-5 9786610560394 1-280-56039-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Capital regulation for position risk in banks, securities firms, and insurance companies -- Capital adequacy in insurance and reinsurance -- Consolidated capital regulation for financial conglomerates -- Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks -- No pain, no gain? effecting market discipline via "reverse convertible debentures" -- The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk -- Sizing operational risk and the effect of insurance -- Enforcement of risk-based capital rules. |
Record Nr. | UNINA-9910465486603321 |
New York, N.Y., : Oxford University Press, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Liquidity risk management |
Autore | Matz Leonard M |
Pubbl/distr/stampa | [Place of publication not identified], : Thomson/Sheshunoff, 2002 |
Disciplina | 332.1/068/1 |
Soggetto topico |
Bank liquidity
Bank management Risk management Asset-liability management Finance Business & Economics Banking |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996262757303316 |
Matz Leonard M | ||
[Place of publication not identified], : Thomson/Sheshunoff, 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Liquidity risk management |
Autore | Matz Leonard M |
Pubbl/distr/stampa | [Place of publication not identified], : Thomson/Sheshunoff, 2002 |
Disciplina | 332.1/068/1 |
Soggetto topico |
Bank liquidity
Bank management Risk management Asset-liability management Finance Business & Economics Banking |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910679333803321 |
Matz Leonard M | ||
[Place of publication not identified], : Thomson/Sheshunoff, 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|