The book extensively discusses the structure and stability of the Hong Kong banking sector, using economic theory and … advanced empirical econometric techniques. It is important for readers who are interested in studying the banking industry in … general, and the Hong Kong banking sector in particular …

all important commercial banking risk management topics, including market risk, counterparty credit risk, liquidity risk … chapter is written by an authority who is actively engaged with large commercial banks, consulting firms, auditing firms … commercial banking industry …

Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk …Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to …

Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios … -- Modelling Loss Given Default: A "Point in Time"-Approach -- Estimating Loss Given Default - Experiences from Banking Practice … -- Possibilities of Estimating Exposures -- EAD Estimates for Facilities with Explicit Limits -- Validation of Banks' Internal Rating …

-offs are optimal for banks. The authors demonstrate that even the reward-to-VaR ratio, which is developed for valuating loan …-return trade-offs are optimal for banks. This volume intends to fill this gap. The approach of this work is to endogenously derive … optimal risk-return trade-offs of commercial banks and to compare them with those of reward-to-risk ratios. The risk …

This book explores risk culture in banks following the financial crisis. It analyses the role of national and … internal controls and risk culture in banks …: Risk culture in the regulation & supervision framework -- Chapter 5: Internal controls and risk cultures in banks.Chapter 6 …

This book explains how banking institutions in Portugal were able to maintain their strength and solubility while …