Risk Management in Banking

THE SEMINAL GUIDE TO RISK MANAGEMENT REVISED AND UPDATED Now in its fourth edition, Risk Management in Banking is the industry?s seminal reference that offers a comprehensive review of all aspects in the field. The text covers a complete range of risk topics in banking including asset liability management, risk–based capital, value at risk, loan portfolio management, capital allocation, and other fundamental risk factors. All these topics are examined within the new mindset inspired by the financial crisis. This practical guide contains the latest information on topics such as: ALM, Basel 3, liquidity analysis, market risk, credit risk, derivatives, structured products, securitizations, and more. NEW WORKBOOK Risk Management in Banking—Workbook (ISBN 9781118925652) reinforces the material from a practical perspective, featuring chapter–by–chapter sample questions and makes the material more accessible to both students and practitioners. NEW COMPANION WEBSITE Visit www.wiley.com/go/Bessis for per–chapter slides and illustrative examples utilizing an easy–to–follow and modular approach for students, as well as Excel–based solutions from the Workbook?s questions. In Risk Management in Banking, Fourth Edition professionals will discover an easily navigable resource that is filled with the research and practices that reflect the most recent changes in the field.