Johannes Wernz

Bank Management and Control (eBook, PDF)

Strategy, Pricing, Capital and Risk Management

• Format: PDF

Produktbeschreibung

¿Provides a comprehensive view on Basel III, risk management and capital optimization

Explains in detail advanced methods within risk management

Describes macroeconomic scenarios for implementation

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Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 133
• Erscheinungstermin: 21. Mai 2020
• Englisch
• ISBN-13: 9783030428662
• Artikelnr.: 59879560

Autorenporträt

Johannes Wernz has many years of experience in the banking and insurance industries, as model manager, and in advisory and audit roles. He has been an advisor and consultant for several well-known international banks in London, Zurich, Frankfurt and other locations.

Inhaltsangabe

1 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).