Detailansicht
Risk Management and Regulation in Banking
Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)
ISBN/EAN: 9780792384830
Umbreit-Nr.: 1563412
Sprache:
Englisch
Umfang: xii, 214 S.
Format in cm:
Einband:
gebundenes Buch
Erschienen am 31.08.1999
- Zusatztext
- InhaltsangabeContributors to the Conference. Part I: Introduction by Marshall Sarnat. Part II: Risk Management in Banking: An Overview. 1. Bank Risk Management: Theory; D.H. Pyle. 2. Risk Management in Banking: Practice Reviewed and Questioned; A.M. Santomero. Part III: Managing Market and Credit Risks. 3. Introduction to VAR (Value-at-Risk); Z. Wiener. 4. A Comparison between the BIS `Standardized Approach' and the `Internal Models Approach'; M. Crouhy, et al. 5. Evaluating Credit Risk: An Option Pricing Approach; M. Crouhy, et al. 6. Non-Linear Value-at-Risk; M. Britten Jones, S.M. Schaefer. Part IV: Market Risks: The 1996 Basle Accord. 7. A Critique of the Basle Regulation, or How to Enhance (Im) Moral Hazards; G. Szego. 8. The Implementation in the UK of the Basle Accord Regarding Market Risk; C. Smout. Part V: Problems in Financial Regulation. 9. Recent US Experience in Regulating Financial Risk; J. Heimann. 10. A Recent Case History of International Bank Fraud; B. Smouha. Part VI: Managing Market Risks: The Case of Israel. 11. Market Risks - The Amendment to the Basle Capital Accord and Internal Model Approach: The Israeli Case; Y. Landskroner, et al. 12. Risk Management with Derivatives Traded at the Tel Aviv Stock Exchange; Y. Orgler.
- Kurztext
- Globalization of financial markets and policy changes in the regulation of financial institutions have impacted upon how commercial banks manage risk. These changes prompted an international conference in 1997, on risk management and regulation in banking. This book contains the formal papers.