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Risk Management in Banking
 
 
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Risk Management in Banking [Paperback]

Joël Bessis
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Customers buy this book with The Essentials of Risk Management: The Definitive Guide for the Non-risk Professional £15.74

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Product details

  • Paperback: 840 pages
  • Publisher: John Wiley & Sons; 3rd Edition edition (11 Dec 2009)
  • Language English
  • ISBN-10: 0470019131
  • ISBN-13: 978-0470019139
  • Product Dimensions: 24.1 x 16.8 x 4.6 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: 96,631 in Books (See Top 100 in Books)
  • See Complete Table of Contents

More About the Author

Joël Bessis
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Product Description

Product Description

This new edition of Joel Bessis′ highly successful Risk Management in Banking has been fully revised and updated to reflect new developments, the latest research, and changes in current practice. It considers all aspects of risk management, including: asset liability management, risk–based capital, value at risk, loan portfolio management, credit risk, market risk, interest rate risk, liquidity risk, fund transfer pricing, and capital allocation. Completely revised and updated, the text includes new chapters on credit models based on time intensity models, usage of copulas, and implementing risk systems.

From the Inside Flap

“Highly recommended to professionals, risk managers and students in risk management who look for a relevant comprehensive view of how risk management expands and evolves towards greater sophistication.”

Alain Canac, former Senior Credit Officer at Banque Paribas and IXIS Corporate & Investment Bank

The recent global financial crisis has highlighted the need for all participants in the banking system to understand and intelligently utilize risk management. Updated and expanded, the new edition of Bessis’s Risk Management in Banking is the best overall guide to the concepts and tools needed to avoid the next banking crisis. Bessis reveals his roots as both academic and practitioner by his combination of intellectual rigor and pragmatic application. Concisely integrating a wide body of work within a comprehensive analytic framework, the careful exposition as well as practical illustrations will be appreciated by students and bankers alike. Highly recommended!

Stephen Kealhofer, Managing Principal, Research at Diversified Credit Investments

“Risk Management in Banking has been a constant companion in my work. Over my career I have developed three different corporate risk management programs and have found Dr. Bessis’ writing to be highly valuable and especially practical. This updated edition expands greatly on previous volumes and benefits from recent international experiences which have greatly challenged some approaches to the understanding of risk. It is essential reading for those managing risks in today’s complex banking environment.

David R. Koenig, Chief Executive Officer, The Governance Fund, LLC and Past Chair, Board of Directors, Professional Risk Managers’ International Association (PRMIA)


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Most Helpful Customer Reviews
1 of 1 people found the following review helpful
Format:Paperback
a very good introduction to risk management in banking covering other aspects of derivatives & their pricing as well as theory of distributions which is required to understand other chapters.
Some more details in PV01 could be useful, at least for the department I'm working on.

Highly recommended.
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Amazon.com:  1 review
book with good math 30 April 2012
By Samir Mastaliyev - Published on Amazon.com
Format:Paperback|Amazon Verified Purchase
in much risk books i used to see a very weak section regarding probability, distributions and math models . In this book this areas covered quite good. i've not finished it yet, but so far i liked.
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