Extent: | Online-Ressource (XII, 214 p) online resource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | I. Introduction by Marshall SarnatII. 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. |
ISBN: | 978-1-4615-5043-3 ; 978-1-4613-7292-9 |
Other identifiers: | 10.1007/978-1-4615-5043-3 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013521896