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Risk Management and Regulation in Banking

Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)

  • Conference proceedings
  • © 1999

Overview

Editors:
  1. Dan Galai

    1. School of Business Administration, Hebrew University, Jerusalem, Israel

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  2. David Ruthenberg

    1. School of Business Administration, Hebrew University, Jerusalem, Israel

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  3. Marshall Sarnat

    1. School of Business Administration, Hebrew University, Jerusalem, Israel

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  4. Ben Z. Schreiber

    1. School of Business Administration, Hebrew University, Jerusalem, Israel

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Table of contents (13 papers)

  1. Front Matter

    Pages i-xii
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  2. Introduction

    1. Front Matter

      Pages 1-1
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    2. Introduction

      • Marshall Sarnat
      Pages 1-4

  3. Risk Management in Banking: An Overview

    1. Front Matter

      Pages 5-5
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    2. Bank Risk Management: Theory

      • David H. Pyle
      Pages 7-14

    3. Risk Management in Banking: Practice Reviewed and Questioned

      • Anthony M. Santomero
      Pages 15-43

  4. Managing Market and Credit Risks

    1. Front Matter

      Pages 45-45
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    2. Introduction to Var (Value-At-Risk)

      • Zvi Wiener
      Pages 47-63

    3. A Comparison Between the Bis Standardized Approach and the Internal Models Approach

      • Michel Crouhy, Dan Galai, Robert Mark
      Pages 65-98

    4. Evaluating Credit Risk: An Option Pricing Approach

      • Michel Crouhy, Dan Galai, Robert Mark
      Pages 99-114

    5. Nonlinear Value-At-Risk

      • Mark Britten-Jones, Stephen M. Schaefer
      Pages 115-143

  5. Market Risks: The 1996 Basel Accord

    1. Front Matter

      Pages 145-145
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    2. A Critique of the Basel Regulations, or How to Enhance (Im) Moral Hazards

      • Giorgio Szego
      Pages 147-158

    3. The Implementation in the UK of the Basel Accord Regarding Market Risk

      • Clifford Smout
      Pages 159-165

  6. Problems in Financial Regulation

    1. Front Matter

      Pages 167-167
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    2. Recent US Experience in Regulating Financial Risk

      • John G. Heimann
      Pages 169-174

    3. A Recent Case History of International Bank Fraud

      • Brian Smouha
      Pages 175-183

  7. Managing Market Risks: The Case of Israel

    1. Front Matter

      Pages 185-185
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    2. Market Risks—the Amendment to the Basel Capital Accord and Internal Model Approach: The Israeli Case

      • Yoram Landskroner, David Ruthenberg, David Zaken
      Pages 187-202

    3. Risk Management with Derivatives Traded at the Tel Aviv Stock Exchange

      • Yair E. Orgler
      Pages 203-214
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Keywords

About this book

Over the last fifty years, increasingly sophisticated risk measurement and management techniques have revolutionized the field of finance. More recently, the globalization of financial markets and policy changes in the regulation of financial institutions have impacted upon how commercial banks manage risk. The widespread implications of these fundamental changes prompted an international conference held in May, 1997, devoted to the topic of risk management and regulation in banking. This book contains the formal papers and the panel discussions that comprise the conference proceedings, and thus collects some of the latest research on managing financial market risk by top scholars, policymakers, and high-ranking banking officials from around the world.

Editors and Affiliations

  • School of Business Administration, Hebrew University, Jerusalem, Israel

    Dan Galai, David Ruthenberg, Marshall Sarnat, Ben Z. Schreiber

Bibliographic Information

  • Book Title: Risk Management and Regulation in Banking

  • Book Subtitle: Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)

  • Editors: Dan Galai, David Ruthenberg, Marshall Sarnat, Ben Z. Schreiber

  • DOI: https://doi.org/10.1007/978-1-4615-5043-3

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1999

  • Hardcover ISBN: 978-0-7923-8483-0Published: 31 August 1999

  • Softcover ISBN: 978-1-4613-7292-9Published: 06 October 2012

  • eBook ISBN: 978-1-4615-5043-3Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: XII, 214

  • Topics: Finance, general, International Economics, Public Economics

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