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Beschreibung
¿Provides a comprehensive view on Basel III, risk management and capital optimization
Explains in detail advanced methods within risk management
Describes macroeconomic scenarios for implementation
¿Provides a comprehensive view on Basel III, risk management and capital optimization
Explains in detail advanced methods within risk management
Describes macroeconomic scenarios for implementation
Über den Autor
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.
Zusammenfassung

¿Provides a comprehensive view on Basel III, risk management and capital optimization

Explains in detail advanced methods within risk management

Describes macroeconomic scenarios for implementation

Inhaltsverzeichnis
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).
Details
Erscheinungsjahr: 2021
Fachbereich: Volkswirtschaft
Genre: Recht, Sozialwissenschaften, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: Management for Professionals
Inhalt: xv
133 S.
1 s/w Illustr.
39 farbige Illustr.
133 p. 40 illus.
39 illus. in color.
ISBN-13: 9783030428686
ISBN-10: 3030428680
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Wernz, Johannes
Auflage: Second Edition 2020
Hersteller: Springer
Springer International Publishing AG
Management for Professionals
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 9 mm
Von/Mit: Johannes Wernz
Erscheinungsdatum: 22.05.2021
Gewicht: 0,242 kg
Artikel-ID: 119926803

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