000 03495nam a22005055i 4500
001 978-3-642-40374-3
003 DE-He213
005 20200420211747.0
007 cr nn 008mamaa
008 131106s2014 gw | s |||| 0|eng d
020 _a9783642403743
_9978-3-642-40374-3
024 7 _a10.1007/978-3-642-40374-3
_2doi
050 4 _aHG1-HG9999
072 7 _aKFF
_2bicssc
072 7 _aBUS027000
_2bisacsh
082 0 4 _a332
_223
100 1 _aWernz, Johannes.
_eauthor.
245 1 0 _aBank Management and Control
_h[electronic resource] :
_bStrategy, Capital and Risk Management /
_cby Johannes Wernz.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2014.
300 _aXIII, 120 p. 35 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aManagement for Professionals,
_x2192-8096
505 0 _a1 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) -- 10 Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets -- 11 Appendix: Credit Portfolio Modeling -- 12 Appendix: Country Risk/Issuer Risk -- 13 Appendix: Settlement Risk ans Systemic Risk -- 14 Appendix: Historical Data.
520 _aStrategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and advanced concepts for credit risk are presented in straightforward language. The book analyzes the effects of macroeconomic and regulatory developments such as the set of Basel III rules on planning, and it also presents and discusses the consequences for actively meeting these challenges, especially in terms of capital. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk/return management, controlling and accounting.
650 0 _aFinance.
650 0 _aEconomics, Mathematical.
650 0 _aStatistics.
650 0 _aMacroeconomics.
650 1 4 _aFinance.
650 2 4 _aFinance, general.
650 2 4 _aQuantitative Finance.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 2 4 _aMacroeconomics/Monetary Economics//Financial Economics.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642403736
830 0 _aManagement for Professionals,
_x2192-8096
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-40374-3
912 _aZDB-2-SBE
942 _cEBK
999 _c51048
_d51048