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Risk Management in Banking by Joel Bessis,

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