Risk management in banking / Jo�l Bessis.

By:

Bessis, Jo�l

Material type: Text

TextPublication details: United Kindom : Wiley, 2010.Edition: 3rd edDescription: xvii,821p. ; (R 3 SH 5 )ISBN:

0470019131 (paperback)
9780470019139 (paperback)

DDC classification:

Online resources:

Amazon.com

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Barcode
Book	Air University Multan Campus Library	NFIC	332 (Browse shelf(Opens below))	Available	P000827

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.

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Risk management in banking / Jo�l Bessis.