ISBN 9788126551835,Risk Management in Banking

Risk Management in Banking


Joel Bessis



Wiley India Pvt Ltd

Publication Year 2014

ISBN 9788126551835

ISBN-10 8126551836

Paper Back

Edition 3rd
Number of Pages 840 Pages
Language (English)


Never before has risk management been so important. Now in its third edition, this seminal work by Joel Bessis has been comprehensively revised and updated to take in to 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, usage of copulas, implementing risk systems and intensity models of default, it also includes a section on Sub-prime.

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 modelling
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