Risk Management in Banking

Fully revised andupdated from the highly successful previous edition, Risk Managmentin Banking 2nd Edition covers all aspects of risk management,shedding light on the extensive new developments in the field. Thereis a new emphasis on current practice, as well as in-depth analysisof the latest in research and techniques. This edition has beenexpanded to include an in-depth discussion of credit risk models,asset and liability management, credit valuation, risk-based capital,VAR, loan portfolio management, fund transer pricing and capitalallocation. Quantitative material is presented in more detail and thescope of the book has been expanded to include investment banking andother financial services.