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.

风险管理的开创性指南，经过精简和更新
银行业风险管理是风险管理行业的综合参考，涵盖了该领域的方方面面。这本有用的指南现已发行第四版，更新了资产负债管理、巴塞尔协议3、衍生工具、流动性分析、市场风险、结构性产品、信用风险、证券化等方面的最新信息。新的同伴网站功能幻灯片，工作的例子，解决方案手册，和新的简化，模块化的方法，使读者可以轻松地找到他们需要的信息。覆盖范围包括资产负债管理、基于风险的资本、风险价值、贷款组合管理、资本配置和其他重要主题，最后通过利用行为金融和风险非线性等新观点对金融危机进行审查。