Risk management and regulation in banking: proceedings of the International Conference on Risk Management and Regulation in Banking (1997)
Gespeichert in:
| Format: | Tagungsbericht Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Boston
Kluwer Acad. Publ.
1999
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 214 S. graph. Darst. |
| ISBN: | 0792384830 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804127474924126208 |
|---|---|
| adam_text | TABLE OF CONTENTS
Contributors to the Conference vii
I. INTRODUCTION BY MARSHALL SARNAT
II. RISK MANAGEMENT IN BANKING: AN OVERVIEW
V 1. Bank Risk Mangement: Theory 5
DAVID H. PYLE
—jr* 2. Risk Management in Banking: Practice Reviewed and Questioned 15
ANTHONY M. SANTOMEHO
in. MANAGING MARKET AND CREDIT RISKS
3. Introduction toVaR (Value at Risk) 47
ZVI WIENER
4. A Comparison between the BIS Standardized Approach and the Internal Models
Approach 65
MICHEL CROUHY, DAN GALAI, AND ROBERT MARK
5. Evaluating Credit Risk: An Option Pricing Approach 99
MICHEL CROUHY, DAN GALAI, AND ROBERT MARK
6. Non Linear Value at Risk 115
MARK BRITTEN JONES AND STEPHEN M. SCHAEFER
vi Table of Contents
IV. MARKET RISKS: THE 1996 »ASEL ACCORD
M
• 7. A Critique of the Basel Regulations, or How to Enhance (Im) Moral Hazards 147
GIORGIO SZEGO
8. The Implementation in tlrf UK of the Basel Accord Regarding Market Risk 159
CLIFFORD SMOUT
V. PROBLEMS IN FINANCIAL REGULATION
9. Recent US Experience in Regulating Financial Risk 169
JOHN G. HEIMANN
10. A Recent Case History of International Bank Fraud 175
BRIAN SMOUHA
VI. MANAGING MARKET RISKS:: THE CASE OF ISRAEL
11. Market Risks—The Amer«iment to the Basle Capital Accord and Internal Model
Approach: The Israeli Case 187
YORAM LANDSKRONER, DAVlr RUTHENBERG, AND DAVID ZAKEN
12. Risk Management with Derivatives Traded at the Tel Aviv Stock Exchange 203
YAIR E. ORGLER
|
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| discipline | Wirtschaftswissenschaften |
| format | Conference Proceeding Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:33:56Z |
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| institution_GND | (DE-588)10003897-9 |
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| language | English |
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| physical | XII, 214 S. graph. Darst. |
| publishDate | 1999 |
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| spelling | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) ed. by Dan Galai... Boston Kluwer Acad. Publ. 1999 XII, 214 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bankrecht gtt Bankwezen gtt Banques - Droit - Congrès Banques - Gestion - Congrès Banques - Gestion - Congrès ram Gestion du risque - Congrès Gestion du risque - Congrès ram Management gtt Regulering gtt Risk management gtt Bank management Congresses Banking law Congresses Risk management Congresses Risikomanagement (DE-588)4121590-4 gnd rswk-swf Regulierung (DE-588)4201190-5 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1997 Jerusalem gnd-content Bank (DE-588)4004436-1 s Risikomanagement (DE-588)4121590-4 s DE-604 Regulierung (DE-588)4201190-5 s DE-188 Galai, Dan Sonstige oth International Conference on Risk Management and Regulation in Banking 1997 Jerusalem Sonstige (DE-588)10003897-9 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008707724&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) Bankrecht gtt Bankwezen gtt Banques - Droit - Congrès Banques - Gestion - Congrès Banques - Gestion - Congrès ram Gestion du risque - Congrès Gestion du risque - Congrès ram Management gtt Regulering gtt Risk management gtt Bank management Congresses Banking law Congresses Risk management Congresses Risikomanagement (DE-588)4121590-4 gnd Regulierung (DE-588)4201190-5 gnd Bank (DE-588)4004436-1 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4201190-5 (DE-588)4004436-1 (DE-588)1071861417 |
| title | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) |
| title_auth | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) |
| title_exact_search | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) |
| title_full | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) ed. by Dan Galai... |
| title_fullStr | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) ed. by Dan Galai... |
| title_full_unstemmed | Risk management and regulation in banking proceedings of the International Conference on Risk Management and Regulation in Banking (1997) ed. by Dan Galai... |
| title_short | Risk management and regulation in banking |
| title_sort | risk management and regulation in banking proceedings of the international conference on risk management and regulation in banking 1997 |
| title_sub | proceedings of the International Conference on Risk Management and Regulation in Banking (1997) |
| topic | Bankrecht gtt Bankwezen gtt Banques - Droit - Congrès Banques - Gestion - Congrès Banques - Gestion - Congrès ram Gestion du risque - Congrès Gestion du risque - Congrès ram Management gtt Regulering gtt Risk management gtt Bank management Congresses Banking law Congresses Risk management Congresses Risikomanagement (DE-588)4121590-4 gnd Regulierung (DE-588)4201190-5 gnd Bank (DE-588)4004436-1 gnd |
| topic_facet | Bankrecht Bankwezen Banques - Droit - Congrès Banques - Gestion - Congrès Gestion du risque - Congrès Management Regulering Risk management Bank management Congresses Banking law Congresses Risk management Congresses Risikomanagement Regulierung Bank Konferenzschrift 1997 Jerusalem |
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