Management for Professionals

Bank Management and Control

Strategy, Capital and Risk Management

Authors: Wernz, Johannes

  • ​Provides a comprehensive view on Basel III, advanced methods, capital optimization
  • Explains in detail advanced methods within risk management
  • Describes macroeconomic scenarios for implementation
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Buy this book

eBook $44.99
price for USA (gross)
  • ISBN 978-3-642-40374-3
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $59.99
price for USA
  • ISBN 978-3-642-40373-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Strategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and advanced concepts for credit risk are presented in straightforward language. The book analyzes the effects of macroeconomic and regulatory developments such as the set of Basel III rules on planning, and it also presents and discusses the consequences for actively meeting these challenges, especially in terms of capital. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk/return management, controlling and accounting.

About the authors

Dr. Johannes Wernz has many years of experience in the banking and insurance industries, particularly in advisory and audit roles. He has been an advisor and consultant for several well-known international banks in London, Zurich, Frankfurt and other locations.

Reviews

Aus den Rezensionen:

 

“... Das Buch ist für alle jene geeignet, welche sich einen raschen Überblick über die jüngsten regulatorischen Veränderungen und deren Auswirkungen auf die Gesamtbanksteuerung verschaffen möchten.Dabei wird sehr gut herausgearbeitet, welchen erheblichen Einfluss die Risikomodellierung auf den regulatorischen Kapitalbedarf hat.“ (in: Bank Praktiker, Heft 6, 2014)


Table of contents (14 chapters)

  • Outline

    Wernz, Johannes

    Pages 1-2

  • Bank Management and Steering

    Wernz, Johannes

    Pages 3-24

  • Banks in Their Regulatory and Economic Environment

    Wernz, Johannes

    Pages 25-38

  • Risk Modeling and Capital: Credit Risk (Loans)

    Wernz, Johannes

    Pages 39-68

  • Risk Modeling and Capital: Counterparty Credit Risk (EPE)

    Wernz, Johannes

    Pages 69-74

Buy this book

eBook $44.99
price for USA (gross)
  • ISBN 978-3-642-40374-3
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $59.99
price for USA
  • ISBN 978-3-642-40373-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Bank Management and Control
Book Subtitle
Strategy, Capital and Risk Management
Authors
Series Title
Management for Professionals
Copyright
2014
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-40374-3
DOI
10.1007/978-3-642-40374-3
Hardcover ISBN
978-3-642-40373-6
Series ISSN
2192-8096
Edition Number
1
Number of Pages
XIII, 120
Number of Illustrations and Tables
35 b/w illustrations
Topics