Bancs -- Avaluació del risc

Banks at risk / Peter Hoflich (2011)

Públic ISBD Títol : Banks at risk : global best practices in an age of turbulence Tipus de document : text imprès Autors : Peter Hoflich, Autor Editorial : Singapore : John Wiley & Sons (Asia) Data de publicació : 2011 Nombre de pàgines : 236 p. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-470-82719-2 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Bancs -- Avaluació del risc Gestió del risc Classificació : 601.9 Risc Resum : In the wake of the financial crisis of 2008 the practices of the entire global financial services industry have been called into question. From the government, to the media, to the general public, everyone is re-thinking the way forward for the financial sector, but the stakes are high. Should negative trends in the industry continue and financial innovations allow fallout from the next crisis to grow exponentially, the endgame could be the sort of mutually assured destruction that topples entire economies. Charting the way forward for financial services reform requires a fundamental reappraisal of how things are done in order to avert disaster in the near future, and Banks at Risk: Global Best Practices in an Age of Turbulence explores what the future holds, by talking to experts in the know. Compiling the insights of ten key figures in the financial services industry—regulators, commercial bankers, risk managers, and infrastructure specialists—who look at both strategic and operational issues in their assessments of how to clean up the industry and move towards a system of properly-managed risk, the book explores exactly what we need to do to prevent another crisis. Sharing their thoughts for the first time are Liu Mingkang, the Chairman of the China Banking Regulatory Commission; Eric Rosengren, President of the Federal Reserve Bank of Boston; Joel Werkama, Assistant Vice President of the Federal Reserve Bank of Boston; Jane Diplock, former chairperson of the International Organization of Securities Commissions and the former head of New Zealand’s securities commission; Jose Maria Roldan, head of the banking supervision at the Bank of Spain; Jesus Saurina, Director of the Financial Stability Department at the Bank of Spain; Dick Kovacevich, former chairman and CEO of Wells Fargo Bank; Mike Smith, CEO of ANZ Group and former head of HSBC’s Asia Pacific operations; Shan Weijian, Chairman and CEO of Pacific Alliance Group and former senior partner of TPG Capital; Rob Close, former CEO of CLS Group; Tham Ming Soong, Chief Risk Officer at the United Overseas Bank in Singapore; and Tsuyoshi Oyama, former head of the risk assessment division in the international affairs division of the Bank of Japan. Vista prèvia a Google Books : http://books.google.es/books?id=08e17V6hGnoC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Banks at risk : global best practices in an age of turbulence [text imprès] / Peter Hoflich, Autor . - Singapore : John Wiley & Sons (Asia), 2011 . - 236 p. ; 24 cm. ISBN : 978-0-470-82719-2 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Bancs -- Avaluació del risc Gestió del risc Classificació : 601.9 Risc Resum : In the wake of the financial crisis of 2008 the practices of the entire global financial services industry have been called into question. From the government, to the media, to the general public, everyone is re-thinking the way forward for the financial sector, but the stakes are high. Should negative trends in the industry continue and financial innovations allow fallout from the next crisis to grow exponentially, the endgame could be the sort of mutually assured destruction that topples entire economies. Charting the way forward for financial services reform requires a fundamental reappraisal of how things are done in order to avert disaster in the near future, and Banks at Risk: Global Best Practices in an Age of Turbulence explores what the future holds, by talking to experts in the know. Compiling the insights of ten key figures in the financial services industry—regulators, commercial bankers, risk managers, and infrastructure specialists—who look at both strategic and operational issues in their assessments of how to clean up the industry and move towards a system of properly-managed risk, the book explores exactly what we need to do to prevent another crisis. Sharing their thoughts for the first time are Liu Mingkang, the Chairman of the China Banking Regulatory Commission; Eric Rosengren, President of the Federal Reserve Bank of Boston; Joel Werkama, Assistant Vice President of the Federal Reserve Bank of Boston; Jane Diplock, former chairperson of the International Organization of Securities Commissions and the former head of New Zealand’s securities commission; Jose Maria Roldan, head of the banking supervision at the Bank of Spain; Jesus Saurina, Director of the Financial Stability Department at the Bank of Spain; Dick Kovacevich, former chairman and CEO of Wells Fargo Bank; Mike Smith, CEO of ANZ Group and former head of HSBC’s Asia Pacific operations; Shan Weijian, Chairman and CEO of Pacific Alliance Group and former senior partner of TPG Capital; Rob Close, former CEO of CLS Group; Tham Ming Soong, Chief Risk Officer at the United Overseas Bank in Singapore; and Tsuyoshi Oyama, former head of the risk assessment division in the international affairs division of the Bank of Japan. Vista prèvia a Google Books : http://books.google.es/books?id=08e17V6hGnoC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113067	601.9 Hof	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Counterparty credit risk / Jon Gregory (2010)

Públic ISBD Títol : Counterparty credit risk : the new challenge for global financial markets Tipus de document : text imprès Autors : Jon Gregory, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : 2010 Col·lecció : Wiley finance series Nombre de pàgines : xxiv, 424 p. ll. : il. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-470-68576-1 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Bancs -- Avaluació del risc Gestió del risc -- Models matemàtics Instruments derivats (Finances) -- Models matemàtics Classificació : 601.9 Risc Resum : The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining). Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) are also considered at length. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. A key feature of the credit crisis has been the realisation of wrong-way risks illustrated by the failure of monoline insurance companies. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and, in particular, credit derivative products. Portfolio counterparty risk is covered, together with the regulatory aspects as defined by the Basel II capital requirements. The management of counterparty risk within an institution is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner with any responsibility or interest within the area of counterparty credit risk. Vista prèvia a Google Books : http://books.google.es/books?id=7v4QMegBhGUC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Counterparty credit risk : the new challenge for global financial markets [text imprès] / Jon Gregory, Autor . - Hoboken : John Wiley & Sons, 2010 . - xxiv, 424 p. : il. ; 26 cm. - (Wiley finance series) . ISBN : 978-0-470-68576-1 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Bancs -- Avaluació del risc Gestió del risc -- Models matemàtics Instruments derivats (Finances) -- Models matemàtics Classificació : 601.9 Risc Resum : The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining). Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) are also considered at length. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. A key feature of the credit crisis has been the realisation of wrong-way risks illustrated by the failure of monoline insurance companies. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and, in particular, credit derivative products. Portfolio counterparty risk is covered, together with the regulatory aspects as defined by the Basel II capital requirements. The management of counterparty risk within an institution is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner with any responsibility or interest within the area of counterparty credit risk. Vista prèvia a Google Books : http://books.google.es/books?id=7v4QMegBhGUC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113071	601.9 Gre	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

La Gestió del risc d'interès a les entitats de crèdit / Montserrat Soler i Esmet (1989)

Públic ISBD Títol : La Gestió del risc d'interès a les entitats de crèdit Tipus de document : text imprès Autors : Montserrat Soler i Esmet, Autor ; Caixa de Pensions per a la Vellesa i d'Estalvis de Catalunya i Balears ; Caixa de Pensions per a la Vellesa i d'Estalvis de Catalunya i Balears, Editor Editorial : Barcelona : Caixa de Pensions La Caixa. Servei d'Estudis Data de publicació : 1989 Col·lecció : Document de treball núm. 19 Nombre de pàgines : 100 p. ll. : il, gràf. Dimensions : 27 cm ISBN/ISSN/DL : 978-84-505-8677-0 Nota general : Inclou bibliografia Idioma : Català (cat) Matèries : Bancs -- Avaluació del risc Gestió del risc Classificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 La Gestió del risc d'interès a les entitats de crèdit [text imprès] / Montserrat Soler i Esmet, Autor ; Caixa de Pensions per a la Vellesa i d'Estalvis de Catalunya i Balears ; Caixa de Pensions per a la Vellesa i d'Estalvis de Catalunya i Balears, Editor . - Barcelona : Caixa de Pensions La Caixa. Servei d'Estudis, 1989 . - 100 p. : il, gràf. ; 27 cm. - (Document de treball; 19) . ISBN : 978-84-505-8677-0 Inclou bibliografia Idioma : Català (cat) Matèries : Bancs -- Avaluació del risc Gestió del risc Classificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110333	601.9 Sol	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Implementing value at risk / Philip Best (cop. 1998)

Públic ISBD Títol : Implementing value at risk Tipus de document : text imprès Autors : Philip Best, Autor Editorial : Chichester : John Wiley & Sons Data de publicació : cop. 1998 Col·lecció : Wiley series in financial engineering Nombre de pàgines : xiii, 208 p. ll. : il. Dimensions : 24 cm Material d'acompanyament : 1 disc òptic (CD-ROM) ISBN/ISSN/DL : 978-0-471-97205-1 Nota general : Requeriments del sistema pel disc d'acompanyament: Microsoft Excel 5.0. Idioma : Anglès (eng) Matèries : Bancs -- Avaluació del risc Gestió del risc Inversions bancàries Classificació : 601.9 Risc Resum : Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank's understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is - and isn't! How to calculate VAR - the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank's performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library. Vista prèvia a Google Books : http://books.google.es/books?id=HVU2vbsqpgkC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=4 Implementing value at risk [text imprès] / Philip Best, Autor . - Chichester : John Wiley & Sons, cop. 1998 . - xiii, 208 p. : il. ; 24 cm + 1 disc òptic (CD-ROM). - (Wiley series in financial engineering) . ISBN : 978-0-471-97205-1 Requeriments del sistema pel disc d'acompanyament: Microsoft Excel 5.0. Idioma : Anglès (eng) Matèries : Bancs -- Avaluació del risc Gestió del risc Inversions bancàries Classificació : 601.9 Risc Resum : Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank's understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is - and isn't! How to calculate VAR - the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank's performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library. Vista prèvia a Google Books : http://books.google.es/books?id=HVU2vbsqpgkC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=4

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113485	601.9 Bes	CD-Rom	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible
10110848	601.9 Bes	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Risk management in banking / Joël Bessis (1998)

Públic ISBD Títol : Risk management in banking Tipus de document : text imprès Autors : Joël Bessis, Autor Editorial : Chichester : John Wiley & Sons Data de publicació : 1998 Nombre de pàgines : xviii, 430 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-471-97465-9 Nota general : Tít. orig.: Gestion des risques et gestion actif-pasif des banques Idioma : Anglès (eng) Idioma original : Francès (fre) Matèries : Bancs -- Avaluació del risc Gestió del risc Classificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=6 Risk management in banking [text imprès] / Joël Bessis, Autor . - Chichester : John Wiley & Sons, 1998 . - xviii, 430 p. : il. ; 24 cm. ISBN : 978-0-471-97465-9 Tít. orig.: Gestion des risques et gestion actif-pasif des banques Idioma : Anglès (eng) Idioma original : Francès (fre) Matèries : Bancs -- Avaluació del risc Gestió del risc Classificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=6

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110860	601.9 Bes	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible