Never before has risk management been so important.
Now in its third edition, this seminal work by Jo?l Bessis has
been comprehensively revised and updated to take into account the
changing face of risk management.
Fully restructured, featuring new material and discussions on new
financial products, derivatives, Basel II, credit models based on
time intensity models, implementing risk systems and intensity
models of default, it also includes a section on Subprime that
discusses the crisis mechanisms and makes numerous references
throughout to the recent stressed financial conditions. The book
postulates that risk management practices and techniques remain of
major importance, if implemented in a sound economic way with
proper governance.
Risk Management in Banking, Third Edition considers all aspects
of risk management emphasizing the need to understand conceptual
and implementation issues of risk management and examining the
latest techniques and practical issues, including:
Asset-Liability Management
Risk regulations and accounting standards
Market risk models
Credit risk models
Dependencies modeling
Credit portfolio models
Capital Allocation
Risk-adjusted performance
Credit portfolio management
Building on the considerable success of this classic work, the
third edition is an indispensable text for MBA students,
practitioners in banking and financial services, bank regulators
and auditors alike.
關於作者：
Joel
BessisParis,FrancegraduatedasanEngineerfromEcoleCentraleinParis,earnedaMasterinBusinessAdministrationatColumbiaUniversityinNewYork,andreceivedaPh.D.inFinanceattheUniversityofParisDauphine.Since1980,hehasbeenworkingasaProfessorofFinanceatGroupHEC,theleadingFrenchbusinessschool.Asanacademic,JoelBessispublishedvariouspapersandbooksinthefieldsofcorporatefinance,industrialeconomics,andfinancialmarkets.Heisafrequentspeakeratprofessionalconferences.JoelBessisdevelopedadualexpertise,asanacademicandasapractitioner,holdingpermanentconsultingassignmentsincorporationsand,later,inbanks.JoelBessisworkedover15yearsinthisareaforfinancialinstitutions.JoelBessishasacquiredexperienceinbankwideriskmanagementinmanywell-knownfinancialinstitutions.HehasbeenaconsultanttoriskdepartmentsofseveralbankinginstitutionsinEurope.Heheldapermanentconsultancypositionfor7yearsatBanqueParibasintheRiskDepartmentandfortwoyearsattheEuropeanBankforDevelopmentEIB.OnleaveofabsencefromHECParisfrom2000,hewasDirectorofResearchatFitchRatingsin2000–2001,HeadofValidationattheRiskDepartmentofIxis,aParis-basedInvestmentBank,andheldthesamepositionat"GroupeCaissed''Epargne",onethemajorFrenchbanks,until2006.HeisnowProfessoratHECParisandmaintainsconsultancyassignmentsinBanks.HeconductsexecutivetraininginriskmanagementinEasternEurope,USandAsia.
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