The third edition of 'Analyzing Banking Risk' provides a
comprehensive overview of topics dealing with the assessment, analysis,
and management of financial risks in banking.
The publication emphasizes risk-management principles and stresses
that key players in the corporate governance process are accountable
for managing the different dimensions of financial risk.
This third edition remains faithful to the objectives of the
original publication. A significant new addition is the inclusion of
chapters on the management of the treasury function. Advances made by
the Basel Committee on Banking Supervision are reflected in the
chapters on capital adequacy, transparency, and banking
supervision.
This publication should be of interest to a wide body of users of
bank financial data. The target audience includes persons responsible
for the analysis of banks and for the senior management or
organizations directing their efforts.
Table of Contents
1. Overview of Banking Risks
1.1 Introduction: The Changing Bank Environment
1.2 Bank Exposure to Risk
1.3 Corporate Governance
1.4 Risk-Based Analysis of Banks
1.5 Analytical Tools Provided
2. A Framework for Risk Analysis
2.1 Financial Management
2.2 Why Banks Are Analyzed
2.3 Understanding the Environment in Which Banks Operate
2.4 The Importance of Quality Data
2.5 Risk-Based Analysis of Banks
2.6 Analytical Tools
2.7 Analytical Techniques
3. Corporate Governance
3.1 Corporate Governance Principles
3.2 Major Developments in Corporate Governance Principles
3.3 Regulatory Authorities: Establishing a Risk-Based Framework
3.4 Supervisory Authorities: Monitoring Risk Management
3.5 The Shareholders: Appointing the Right Policy Makers
3.6 The Board of Directors: Ultimate Responsibility for a Bank's
Affairs
3.7 Management: Responsibility for Bank Operations and the
Implementation of Risk Management Policies
3.8 The Audit Committee and Internal Auditors: An Extension of the
Board's Risk Management Function
3.9 External Auditors: A Reassessment of the Traditional Approach of
Auditing Banks
3.10 The Role of the General Public
4. Balance Sheet Structure
4.1 Introduction: Composition of the Balance Sheet
4.2 Bank Assets
4.3 Bank Liabilities
4.4 Equity and Other Items
4.5 Growth and Changes in the Balance Sheet
4.6 Risk Analysis of the Balance Sheet Structure and Growth
5. Income Statement Structure
5.1 Profitability
5.2 Income Statement Composition
5.3 Analyzing the Sources of Banking Income
5.4 Analyzing Quality of Earnings
5.5 Analysis of Profitability Indicators and Ratios
5.6 Assessing Internal Performance
6. Capital Adequacy
6.1 Introduction: The Characteristics and Functions of Capital
6.2 Capital Adequacy Standards and the Basel Accords
6.3 Constituents of Capital and Minimum Capital Requirements
6.4 Risk-Based Regulatory Capital Allocation: Pillar 1
6.5 Supervisory Review: Pillar 2
6.6 Market Discipline: Pillar 3
6.7 Management of Capital Adequacy
6.8 Analysis of a Bank's Capital Adequacy
7. Credit Risk Management
7.1 Establishing Policies for Managing Credit Risk
7.2 Regulatory Policies to Limit Exposures
7.3 Management Policies to Reduce Credit Risk
7.4 Analyzing Credit Risk
7.5 Asset Classification and Loan Loss Provisioning
7.6 Assessing Credit Risk Management Capacity
8. Liquidity Risk Management
8.1 The Need for Liquidity
8.2 Liquidity Management Policies
8.3 The Regulatory Environment
8.4 The Structure of Funding
8.5 Cash Flow Analysis
8.6 Volatility of Funding and Concentration of Deposits
8.7 Liquidity Risk Management Techniques
9. Managing Liquidity and Other Investment Portfolios
9.1 Nature of the Liquidity Portfolio
9.2 Investment Policy
9.3 Strategic Asset Allocation
9.4 Benchmark Portfolio
9.5 Eligible Instruments
9.6 Credit Risk
9.7 Market Risk
9.8 Active Management
9.9 Risk Budgets
9.10 Management Reporting
10. Market Risk Management
10.1 Sources of Market Risk: Selected Concepts
10.2 Measuring Interest Rate Sensitivity
10.3 Portfolio Risk Management
10.4 Market Risk Measurement: Value at Risk (VAR) as a Possible
Tool
10.5 Risk and Performance Measurement
10.6 Stress Testing and Scenario Analysis
11. Currency Risk Management
11.1 Introduction: Origin and Components of Currency Risk
11.2 Policies for Currency Risk Management
11.3 Currency Risk Exposure and Business Strategy
11.4 Review of Currency Risk Management Procedures
12. Asset-Liability Management
12.1 Objective of Asset-Liability Management
12.2 Interest Rate Risk Management Responsibilities
12.3 Models for the Management of Interest Rate Risk in the Balance
Sheet
12.4 The Impact of Changes in Forecast Yield Curves
13. Operational Risk Management in a Treasury Environment
13.1 Operational Risk Management and the Basel Committee
Initiatives
13.2 A Framework for Managing and Reporting Operational Risk
13.3 Identification of Business Line Functions and Activities
13.4 Process Flows: Documenting the Manner in Which Functions Are
Performed
13.5 Risk Assessment: Contribution of People, Processes, Systems, and
External Events
13.6 Control Assessment
13.7 Key Indicators of Performance and Risk
13.8 Operational Risk Reporting: Analysis, Actions, and
Accountability
14. Transparency and Data Quality
14.1 Introduction: The Importance of Useful Information
14.2 Transparency and Accountability
14.3 Transparency in Financial Statements
14.4 Disclosure in the Financial Statements of Banks
14.5 Application of Accounting Standards
15. A Risk-Based Approach to Bank Supervision
15.1 Introduction: The Bank Supervisory Process
15.2 Banking Risks and the Accountability of Regulatory/Supervisory
Authorities
15.3 The Supervisory Process
15.4 Consolidated Supervision
15.5 Supervisory Cooperation with Internal and External Auditors
- Shipping Weight: 1.28 lbs (0.58 kgs)
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