Bessis:

Risk Management in Banking, 4th Edition

Student Companion Site

Table Of Contents

Chapter 1: Risks and Risk Management

Chapter 2: Banking Regulations Overview

Chapter 3: Balance Sheet Management and Regulations

Chapter 4: Liquidity Management and Liquidity Gaps

Chapter 5: Interest Rate Gaps

Chapter 6: Hedging and Gap Management

Chapter 7: Economic Value of the Banking Book

Chapter 8: Convexity Risk in Banking

Chapter 9: Convexity Risk: The Case of Mortgages

Chapter 10: Funds Transfer Pricing Systems

Chapter 11: Returns, Random Shocks and Value-at-Risk

Chapter 12: Portfolio Risk and Factor Models

Chapter 13: Delta-normal VaR and Historical VaR

Chapter 14: Extensions of Traditional VaR

Chapter 15: Volatility

Chapter 16: Simulation of Interest Rates

Chapter 17: Market Risk Regulations

Chapter 18: Credit Risk

Chapter 19: Credit Risk Data

Chapter 20: Scoring Models and Credit Ratings

Chapter 21: Default Models

Chapter 22: Counterparty Credit Risk

Chapter 23: Credit Event Dependencies

Chapter 24: Credit Portfolio Risk: Analytics

Chapter 25: Credit Portfolio Risk: Simulations

Chapter 26: Credit Risk Regulations

Chapter 27: Capital Allocation and Risk Contributions

Chapter 28: Risk-adjusted Performance Measures

Chapter 29: Credit Derivatives

Chapter 30: Securitizations

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