Skip to main content
SpringerLink
Log in

Bank Management and Control

Strategy, Pricing, Capital and Risk Management

  • Book
  • © 2020

Overview

Authors:
  1. Johannes Wernz

    1. Zurich, Switzerland

    View author publications

    You can also search for this author in PubMed   Google Scholar

  • Provides a comprehensive view on risk management, product pricing and capital management
  • Explains in detail advanced methods in Credit Risk, Counterparty Credit Risk, Market Risk, Operational Risk and Risk Aggregation
  • Shows the huge implications and chances of the Basel III and Basel IV implementations (2022 onwards)
  • Provides macroeconomic scenarios for implementation (stress and scenario testing)

Part of the book series: Management for Professionals (MANAGPROF)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 44.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 84.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (9 chapters)

  1. Front Matter

    Pages i-xv
    Download chapter PDF

  2. Outline

    • Johannes Wernz
    Pages 1-2

  3. Bank Management and Steering

    • Johannes Wernz
    Pages 3-23

  4. Banks and the Regulatory and Economic Environment

    • Johannes Wernz
    Pages 25-38

  5. Risk Modeling and Capital: Credit Risk (Loans)

    • Johannes Wernz
    Pages 39-70

  6. Risk Modeling and Capital: Counterparty Credit Risk (“EPE” and “CVA”)

    • Johannes Wernz
    Pages 71-77

  7. Risk Modeling and Capital: Credit Risk (Securitizations)

    • Johannes Wernz
    Pages 79-80

  8. Risk Modeling and Capital: Market Risk

    • Johannes Wernz
    Pages 81-88

  9. Risk Modeling and Capital: Operational Risk

    • Johannes Wernz
    Pages 89-104

  10. Risk Modeling: Asset Liability Management

    • Johannes Wernz
    Pages 105-107

  11. Back Matter

    Pages 109-133
    Download chapter PDF
Back to top

Keywords

About this book

This book discusses risk management, product pricing, capital management and Return on Equity comprehensively and seamlessly. Strategic planning, including the required quantitative methods, is an essential part of bank management and control. A thorough introduction to the advanced methods of risk management for Credit Risk, Counterparty Credit Risk, Market Risk, Operational Risk and Risk Aggregation is provided. 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 highlights the implications and chances of the Basel III and Basel IV implementations (2022 onwards), especially in terms of capital management and Return on Equity. 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 management, capital management, controlling and accounting.

Authors and Affiliations

  • Zurich, Switzerland

    Johannes Wernz

About the author

Johannes Wernz has many years of experience in the banking and insurance industries, as model manager, and 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.

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation