Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)
Buch, Englisch, 214 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1100 g
ISBN: 978-0-7923-8483-0
Verlag: Springer US
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationaler Handel
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Entwicklungsökonomie & Emerging Markets
- Wirtschaftswissenschaften Volkswirtschaftslehre Öffentliche Finanzwirtschaft, Besteuerung
Weitere Infos & Material
I. Introduction by Marshall Sarnat.- II. Risk Management in Banking: An Overview.- 1. Bank Risk Mangement: Theory.- 2. Risk Management in Banking: Practice Reviewed and Questioned.- III. Managing Market and Credit Risks.- 3. Introduction to VaR (Value-at-Risk).- 4. A Comparison between the BIS Standardized Approach and the Internal Models Approach.- 5. Evaluating Credit Risk: An Option Pricing Approach.- 6. Non-Linear Value-at-Risk.- IV. Market Risks: The 1996 Basel Accord.- 7. A Critique of the Basel Regulations, or How to Enhance (Im) Moral Hazards.- 8. The Implementation in the UK of the Basel Accord Regarding Market Risk.- V. Problems in Financial Regulation.- 9. Recent US Experience in Regulating Financial Risk.- 10. A Recent Case History of International Bank Fraud.- VI. Managing Market Risks: The Case of Israel.- 11. Market Risks—The Amendment to the Basle Capital Accord and Internal Model Approach: The Israeli Case.- 12. Risk Management with Derivatives Traded at the Tel Aviv Stock Exchange.
