Risk Management and Regulation in Banking

Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)

Dan Galai, David Ruthenberg, Marshall Sarnat, Ben Z. Schreiber (Herausgeber)

Buch | Softcover

214 Seiten

2012 | Softcover reprint of the original 1st ed. 1999
Springer-Verlag New York Inc.
978-1-4613-7292-9 (ISBN)

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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.

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.

Zusatzinfo	XII, 214 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Recht / Steuern ► Steuern / Steuerrecht
	Sozialwissenschaften ► Politik / Verwaltung ► Staat / Verwaltung
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
	Wirtschaft ► Volkswirtschaftslehre ► Wirtschaftspolitik
ISBN-10	1-4613-7292-5 / 1461372925
ISBN-13	978-1-4613-7292-9 / 9781461372929
Zustand	Neuware