Foundations of Banking Risk: An Overview of Banking, Banking Risks, and Risk-Based Banking RegulationGARP'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 management of credit risk and operational risk, and the regulation of minimum capital requirements. It educates them about banking regulation and disclosure of market information. The book is GARP's required text used by risk professionals looking to obtain their International Certification in Banking Risk and Regulation. |
Contents
CHAPTER 1 Functions and Forms of Banking | 1 |
CHAPTER 2 Managing Banks | 23 |
CHAPTER 3 Banking Regulation | 55 |
CHAPTER 4 Credit Risk | 79 |
CHAPTER 5 The Credit Process and Credit Risk Management | 117 |
CHAPTER 6 Market Risk | 145 |
CHAPTER 7 Operational Risk | 179 |
Other editions - View all
Common terms and phrases
Acme Inc activities AlphaBank amount assessment balance sheet bank management bank run bank supervisors bank’s bank’s assets banking book banking regulation Basel Committee Basel II Accord Basic Indicator Approach bonds borrower borrower’s calculate Chapter collateral commodities company’s counterparty countries credit analysis credit ratings credit risk currency customers debt default deposit insurance depositors disclosure earnings economic capital evaluate EXAMPLE exchange rates exposure factors Figure financial instruments FirstBank funds futures contracts GammaBank global hedge impact income increase interest rate risk international banks investors lender lending liabilities liquidity loan loss reserve market risk maturity models monitoring mortgage operational risk capital operational risk events operational risk management Pillar portfolio potential loss profit provision for loan purchase put option reduce regulatory capital repay repayment retail sell shareholders short-term Standardized Approach structure Tier 1 capital trading transactions types USD 1 million