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"GARP's Foundations of Banking Risk and Regulation introduces risk professionals to the advanced components and … terminology in banking risk and regulation globally. It helps them develop an understanding of the methods for the measurement and … banking regulation and disclosure of market information. The book is GARP's required text used by risk professionals looking …
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Titel -- Vorwort -- Inhaltsverzeichnis -- 1 Einleitung -- 2 Überblick zum Risk Management in Kreditinstituten -- 2.1 Zum Risikobegriff -- 2.2 Value-at-Risk-Konzepte -- 2.2.1 Analytisches Grundmodell -- 2.2.2 Simulationsmodelle -- 2.2.3 Zusammenfassende Bewertung -- 2.3 Risikoposition und...
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