+612 9045 4394
 
CHECKOUT
Risk Management and Regulation in Banking : Proceedings of the International Conference on Risk Management and Regulation in Banking (1997) - Dan Galai

Risk Management and Regulation in Banking

Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)

By: Dan Galai (Editor), David Ruthenberg (Editor), Marshall Sarnat (Editor), Ben Z. Schreiber (Editor)

Hardcover Published: 31st August 1999
ISBN: 9780792384830
Number Of Pages: 214

Share This Book:

Hardcover

RRP $476.99
$330.25
31%
OFF
or 4 easy payments of $82.56 with Learn more
Ships in 10 to 15 business days

Other Available Editions (Hide)

  • Paperback View Product Published: 6th October 2012
    $188.18

Over the last fifty years, increasingly sophisticated risk measurement and management techniques have revolutionized the field of finance. More recently, the globalization of financial markets and policy changes in the regulation of financial institutions have impacted upon how commercial banks manage risk. The widespread implications of these fundamental changes prompted an international conference held in May, 1997, devoted to the topic of risk management and regulation in banking. This book contains the formal papers and the panel discussions that comprise the conference proceedings, and thus collects some of the latest research on managing financial market risk by top scholars, policymakers, and high-ranking banking officials from around the world.

Contributors to the Conference
Introduction
Bank Risk Mangement: Theoryp. 5
Risk Management in Banking: Practice Reviewed and Questionedp. 15
Introduction to VaR (Value-at-Risk)p. 47
A Comparison between the BIS Standardized Approach and the Internal Models Approachp. 65
Evaluating Credit Risk: An Option Pricing Approachp. 99
Non-Linear Value-at-Riskp. 115
A Critique of the Basel Regulations, or How to Enhance (Im) Moral Hazardsp. 147
The Implementation in the UK of the Basel Accord Regarding Market Riskp. 159
Recent US Experience in Regulating Financial Riskp. 169
A Recent Case History of International Bank Fraudp. 175
Market Risks - The Amendment to the Basle Capital Accord and Internal Model Approach: The Israli Casep. 187
Risk Management with Derivatives Traded at the Tel Aviv Stock Exchangep. 203
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792384830
ISBN-10: 0792384830
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 214
Published: 31st August 1999
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 24.77 x 16.51  x 1.91
Weight (kg): 0.52