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    Risk management in banking / (Record no. 9324)

    000 -LEADER
    fixed length control field 07641cam a2200817 i 4500
    001 - CONTROL NUMBER
    control field u10850
    003 - CONTROL NUMBER IDENTIFIER
    control field SA-PMU
    005 - DATE AND TIME OF LATEST TRANSACTION
    control field 20210418124721.0
    006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
    fixed length control field m o d
    007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
    fixed length control field cr |||||||||||
    008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
    fixed length control field 150331s2015 enk ob 001 0 eng
    010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
    LC control number 2015012820
    040 ## - CATALOGING SOURCE
    Original cataloging agency DLC
    Language of cataloging eng
    Description conventions rda
    Transcribing agency DLC
    Modifying agency YDX
    -- N$T
    -- IDEBK
    -- E7B
    -- OCLCF
    -- EBLCP
    -- DEBSZ
    -- YDXCP
    -- CDX
    -- RECBK
    019 ## -
    -- 908670339
    -- 930036011
    020 ## - INTERNATIONAL STANDARD BOOK NUMBER
    Canceled/invalid ISBN 9781118660218 (paperback)
    028 01 - PUBLISHER OR DISTRIBUTOR NUMBER
    Publisher or distributor number EB00626678
    Source Recorded Books
    035 ## - SYSTEM CONTROL NUMBER
    System control number (OCoLC)906028005
    Canceled/invalid control number (OCoLC)908670339
    -- (OCoLC)930036011
    041 1# - LANGUAGE CODE
    Language code of text/sound track or separate title eng
    Language code of original fra
    042 ## - AUTHENTICATION CODE
    Authentication code pcc
    050 00 - LIBRARY OF CONGRESS CALL NUMBER
    Classification number HG1615
    072 #7 - SUBJECT CATEGORY CODE
    Subject category code BUS
    Subject category code subdivision 027000
    Source bisacsh
    082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
    Classification number 332.1068/1
    Edition number 23
    084 ## - OTHER CLASSIFICATION NUMBER
    Classification number BUS027000
    Number source bisacsh
    029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
    OCLC library identifier DEBSZ
    System control number 433541431
    029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
    OCLC library identifier CHVBK
    System control number 336875703
    029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
    OCLC library identifier CHBIS
    System control number 010451749
    029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
    OCLC library identifier DEBSZ
    System control number 453343406
    029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
    OCLC library identifier DEBBG
    System control number BV043615904
    100 1# - MAIN ENTRY--PERSONAL NAME
    Personal name Bessis, Joël.
    240 10 - UNIFORM TITLE
    Uniform title Gestion des risques et gestion actif-passif des banques.
    Language of a work English
    245 10 - TITLE STATEMENT
    Title Risk management in banking /
    Statement of responsibility, etc. Joël Bessis.
    250 ## - EDITION STATEMENT
    Edition statement Fourth edition.
    264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
    Place of production, publication, distribution, manufacture Chichester, West Sussex, UK :
    Name of producer, publisher, distributor, manufacturer Wiley,
    Date of production, publication, distribution, manufacture, or copyright notice 2015.
    300 ## - PHYSICAL DESCRIPTION
    Extent (xi, 364 Pages)
    336 ## - CONTENT TYPE
    Content type term text
    Source rdacontent
    337 ## - MEDIA TYPE
    Media type term computer
    Source rdamedia
    338 ## - CARRIER TYPE
    Carrier type term online resource
    Source rdacarrier
    520 ## - SUMMARY, ETC.
    Summary, etc. "The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured products, credit risk, securitizations, and more. The new companion website features slides, worked examples, a solutions manual, and the new streamlined, modular approach allows readers to easily find the information they need. Coverage includes asset liability management, risk-based capital, value at risk, loan portfolio management, capital allocation, and other vital topics, concluding with an examination of the financial crisis through the utilisation of new views such as behavioural finance and nonlinearity of risk. Considered a seminal industry reference since the first edition's release, Risk Management in Banking has been streamlined for easy navigation and updated to reflect the changes in the field, while remaining comprehensive and detailed in approach and coverage. Students and professionals alike will appreciate the extended scope and expert guidance as they: Find all "need-to-know" risk management topics in a single text Discover the latest research and the new practices Understand all aspects of risk management and banking management See the recent crises - and the lessons learned - from a new perspective Risk management is becoming increasingly vital to the banking industry even as it grows more complex. New developments and advancing technology continue to push the field forward, and professionals need to stay up-to-date with in-depth information on the latest practices. Risk Management in Banking provides a comprehensive reference to the most current state of the industry, with complete information and expert guidance"--
    Assigning source Provided by publisher.
    504 ## - BIBLIOGRAPHY, ETC. NOTE
    Bibliography, etc. note Includes bibliographical references and index.
    588 ## - SOURCE OF DESCRIPTION NOTE
    Source of description note Description based on print version record and CIP data provided by publisher.
    505 0# - FORMATTED CONTENTS NOTE
    Formatted contents note Risk Management in Banking; Contents; Foreword; Preface; About the Author; 1: Risks and Risk Management; 1.1 UNCERTAINTY, RISK AND EXPOSURE TO RISK; 1.2 BROAD CLASSES OF FINANCIAL RISK; 1.2.1 Credit Risk; 1.2.2 Market Risk; 1.2.3 Liquidity Risk; 1.2.4 Interest Rate Risk; 1.2.5 Foreign Exchange Risk; 1.2.6 Solvency Risk; 1.2.7 Operational Risk; 1.3 BUSINESS LINES IN BANKING; 1.4 BANKING REGULATIONS AND ACCOUNTING STANDARDS; 1.5 RISK MANAGEMENT; 1.5.1 Motivations; 1.5.2 The Risk Processes; 1.5.2.1 Credit Risk Limits and Delegations; 1.5.2.2 Market Risk and Trading Activities
    505 8# - FORMATTED CONTENTS NOTE
    Formatted contents note 1.5.3 Risk Management Organization and Roles1.5.3.1 The Risk Department and the ``Three Lines of Defense ́́Model; 1.5.3.2 The Asset and Liability Management Department; 1.5.3.3 Enterprise-wide Risk Management (ERM); 2: Banking Regulations Overview; 2.1 REGULATION PRINCIPLES; 2.2 CAPITAL ADEQUACY; 2.3 SOME LESSONS OF THE FINANCIAL CRISIS; 2.3.1 Liquidity; 2.3.2 Fair Value; 2.3.3 Solvency; 2.3.4 Pro-cyclicality; 2.3.5 Securitizations and Contagion of Credit Risk; 2.3.6 Rating Agencies and Credit Enhancers; 2.4 THE RESPONSES OF REGULATORS TO THE FINANCIAL CRISIS
    505 8# - FORMATTED CONTENTS NOTE
    Formatted contents note 3: Balance Sheet Management and Regulations3.1 THE NEW REGULATORY RATIOS; 3.1.1 Capital Adequacy; 3.1.2 The Liquidity Coverage Ratio (LCR); 3.1.3 The Net Stable Funding Ratio (NSFR); 3.1.4 The Leverage Ratio; 3.2 COMPLIANCE OF A COMMERCIAL BALANCE SHEET: EXAMPLE; 3.2.1 Capital Base; 3.2.2 Risk Weights, Asset Mix and Capital; 3.2.3 Compliance with NSFR; 3.2.4 LCR Compliance; 3.3 CREATION OF VALUE; 4: Liquidity Management and Liquidity Gaps; 4.1 LIQUIDITY AND LIQUIDITY RISK; 4.1.1 Liquidity and Financing; 4.1.2 Liquidity Risk in the Banking Book; 4.2 LIQUIDITY GAP TIME PROFILES
    505 8# - FORMATTED CONTENTS NOTE
    Formatted contents note 4.3 TYPES OF LIQUIDITY GAPS4.4 MANAGING INCREMENTAL GAPS; 4.5 DYNAMIC LIQUIDITY GAPS; 4.6 FUNDING LIQUIDITY MANAGEMENT; 4.7 LIQUIDITY CRISES AND STRESS SCENARIOS; 5: Interest Rate Gaps; 5.1 INTEREST RATE RISK; 5.1.1 Interest Rate Risk, the Term Structure and Mismatch Risk; 5.2 INTEREST RATE GAPS; 5.3 CALCULATIONS OF INTEREST RATE GAP; 5.3.1 Calculation of Interest Rate Gaps; 5.3.2 Mapping Interest Rates to Selected Risk Factors; 5.3.3 Sample Gap Reports; 5.4 THE GAP MODEL; 5.5 NET INTEREST INCOME AND INTEREST RATE GAPS; 5.6 GAP MANAGEMENT AND HEDGING; 5.7 LIMITATIONS OF INTEREST RATE GAPS
    505 8# - FORMATTED CONTENTS NOTE
    Formatted contents note 5.7.1 Customers' Rates5.7.2 Regulated Rates; 5.7.3 Embedded Options; 5.8 APPENDIX: GAPS AND INTEREST RATE SENSITIVITY; 6: Hedging and Gap Management; 6.1 THE TRADE-OFFS OF GAP MANAGEMENT; 6.2 MANAGING INTEREST RATE GAPS WITH INTEREST RATE DERIVATIVES; 6.3 MANAGING INTEREST RATE GAPS; 6.4 SETTING LIMITS TO GAPS; 6.5 HEDGING THE VARIATIONS OF THE TERM STRUCTURE OF INTEREST RATES (CASE STUDY); 6.6 HEDGING BUSINESS RISK AND INTEREST RATE RISK; 7: Economic Value of the Banking Book; 7.1 ECONOMIC VALUE AND ITS SENSITIVITY; 7.2 ECONOMIC VALUE AND NET INTEREST INCOME; 7.2.1 Sample Bank Balance Sheet
    546 ## - LANGUAGE NOTE
    Language note Translated from the French.
    596 ## -
    -- 1 2
    650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Bank management.
    650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Risk management.
    650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Asset-liability management.
    650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element BUSINESS & ECONOMICS / Finance.
    Source of heading or term bisacsh
    650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Asset-liability management.
    Source of heading or term fast
    Authority record control number or standard number (OCoLC)fst00819062
    650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Bank management.
    Source of heading or term fast
    Authority record control number or standard number (OCoLC)fst00826723
    650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Risk management.
    Source of heading or term fast
    Authority record control number or standard number (OCoLC)fst01098164
    650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Asset-liability management.
    650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Bank management.
    650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM
    Topical term or geographic name entry element Risk management.
    655 #0 - INDEX TERM--GENRE/FORM
    Genre/form data or focus term Electronic books.
    655 #4 - INDEX TERM--GENRE/FORM
    Genre/form data or focus term Electronic books.
    776 08 - ADDITIONAL PHYSICAL FORM ENTRY
    Relationship information Print version:
    Main entry heading Bessis, Joël.
    Title Risk management in banking
    Edition Fourth edition.
    Place, publisher, and date of publication New York : Wiley, 2015
    International Standard Book Number 9781118660218
    Record control number (DLC) 2015010257
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    -- COUT
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    938 ## -
    -- Recorded Books, LLC
    -- RECE
    -- rbeEB00626678
    942 ## - ADDED ENTRY ELEMENTS (KOHA)
    Koha item type Books
    994 ## -
    -- Z0
    -- SUPMU
    948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN)
    h (OCLC) NO HOLDINGS IN SUPMU - 331 OTHER HOLDINGS
    Holdings
    Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type Public note
              Female Library Female Library 04/18/2021   HG1615 .B45713 2015 51952000330325 04/15/2021 2 04/15/2021 Books STACKS
              Main Library Main Library 04/18/2021   HG1615 .B45713 2015 51952000330318 04/15/2021 1 04/15/2021 Books STACKS
              Main Library Main Library 04/18/2021   HG1615 .B45713 2015 51952000198567 04/15/2021 2 04/15/2021 Books STACKS