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Bank Management and Control: Strategy, Pricing, Capital and Risk Management: Management for Professionals

Autor Johannes Wernz
en Limba Engleză Paperback – 22 mai 2021
This book discusses risk management, product pricing, capital management and Return on Equity comprehensively and seamlessly. Strategic planning, including the required quantitative methods, is an essential part of bank management and control. A thorough introduction to the advanced methods of risk management for Credit Risk, Counterparty Credit Risk, Market Risk, Operational Risk and Risk Aggregation is provided. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for Operational Risk and advanced concepts for Credit Risk are presented in straightforward language. The book highlights the implications and chances of the Basel III and Basel IV implementations (2022 onwards), especially in terms of capital management and Return on Equity. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk management, capital management, controlling and accounting.
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Specificații

ISBN-13: 9783030428686
ISBN-10: 3030428680
Pagini: 133
Ilustrații: XV, 133 p. 40 illus., 39 illus. in color.
Dimensiuni: 155 x 235 x 10 mm
Greutate: 0.22 kg
Ediția:2nd ed. 2020
Editura: Springer International Publishing
Colecția Springer
Seria Management for Professionals

Locul publicării:Cham, Switzerland

Cuprins

1 Outline.- 2 Bank Management and Steering.- 3 Banks in their Regulatory and Economic Environment.- 4 Risk Modeling and Capital - Credit Risk (Loans).- 5 Risk Modeling and Capital - Counterparty Credit Risk (EPE).- 6 Risk Modeling and Capital - Credit Risk (Securitizations).- 7 Risk Modeling and Capital - Market Risk.- 8 Risk Modeling and Capital - Operational Risk.- 9 Risk Modeling - Asset Liability Management (ALM).

Notă biografică

Johannes Wernz has many years of experience in the banking and insurance industries, as model manager, and in advisory and audit roles. He has been an advisor and consultant for several well-known international banks in London, Zurich, Frankfurt and other locations.

Textul de pe ultima copertă

Strategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and advanced concepts for credit risk are presented in straightforward language. The book analyzes the effects of macroeconomic and regulatory developments such as the set of Basel III rules on planning, and it also presents and discusses the consequences for actively meeting these challenges, especially in terms of capital. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk/return management, controlling and accounting.

Caracteristici

Provides a comprehensive view on risk management, product pricing and capital management Explains in detail advanced methods in Credit Risk, Counterparty Credit Risk, Market Risk, Operational Risk and Risk Aggregation Shows the huge implications and chances of the Basel III and Basel IV implementations (2022 onwards) Provides macroeconomic scenarios for implementation (stress and scenario testing)