Foundations Of Banking Risk: An Overview Of Banking, Banking Risks, And Risk-Based Banking Regulation 9780470442197 fb2 pdf azw3 网盘 rtf 免费 下载 txt

　　GARP'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.

Introduction. Acknowledgements.

CHAPTER 1 Functions and Forms of Banking.

1.1 Banks and Banking.

1.1.1 Core Bank Services.

1.1.2 Banks in the Economy.

1.1.3 Money Creation.

1.1.4 Payment Services.

1.1.5 Other Banking Services.

1.2 Different BankTypes.

1.2.1 Retail Banks.

1.2.2 Wholesale Banks.

1.2.3 Central Banks.

1.3 Banking Risks.

1.3.1 Credit Risk.

1.3.2 Market Risk.

1.3.3 Operational Risk.

1.3.4 Other Risk Types.

1.4 Forces Shaping the Banking Industry.

CHAPTER 2 Managing Banks. 2.1 Bank CorporateGovernance. 2.2

Balance Sheet and Income Statement. 2.2.1 Bank Assets. 2.2.2 Bank

Liabilities. 2.2.3 Equity. 2.2.4 Income Statement. 2.2.5 The Role

of Bank's Equity. 2.3 Asset and LiabilityManagement. 2.3.1 Interest

Rate Risk. 2.3.2 Liquidity Risk. 2.4 Loan Losses. 2.4.1 Valuing

Assets in the Trading Book. 2.4.2 Value of Assets in the Banking

Book, Performing Loans. 2.4.3 Value of Assets in the Banking Book,

Non-Performing Loans. 2.4.4 Provision For Loan Losses and Loan Loss

Reserves. 2.4.5 Loan Loss Reserves and Loan Losses.

CHAPTER 3 Banking Regulation. 3.1 FromLiquidity Crisis to Bank

Panics. 3.1.1 Liquidity Crisis and Bank Run. 3.1.2 Bank Panics. 3.2

Foundations of Bank Regulation. 3.2.1 Regulatory Objectives. 3.2.2

The Regulatory Process. 3.2.3 Stabilization: The Lender of Last

Resort. 3.3 International Regulation of Bank Risks. 3.3.1 Bank for

International Settlements. 3.3.2 The Basel Committee. 3.3.3 The

Basel I Accord. 3.3.4 The Market Risk Amendment. 3.3.5 Weaknesses

of Bank Capital Requirements in Basel I Accord. 3.3.6 The Basel II

Accord. 3.3.7 Adopting Basel II. 3.4 Deposit Insurance. 3.4.1

Deposit Insurance Coverage. 3.4.2 Deposit Insurance Around the

World. 3.5 The Road Ahead.

CHAPTER 4 Credit Risk. 4.1 Introduction to Credit Risk. 4.2

Lenders. 4.2.1 Investment Banks. 4.2.2 Credit Rating Agencies. 4.3

Borrowers. 4.3.1 Retail Borrowers. 4.3.2 Corporate Borrowers. 4.3.3

Sovereign Borrowers. 4.3.4 Public Borrowers. 4.4 Characteristics of

Credit Products. 4.4.1 Maturity. 4.4.2 Commitment Specification.

4.4.3 Loan Purpose. 4.4.4 Repayment Source. 4.4.5 Collateral

Requirements. 4.4.6 Covenant Requirements. 4.4.7 Loan Repayment.

4.5 Types of Credit Products. 4.5.1 Agricultural Loans. 4.5.2

Asset-Based or Secured Lending. 4.5.3 Automobile Loans. 4.5.4

Commercial Paper. 4.5.5 Factoring. 4.5.6 Home Equity Credit Lines

and Home Equity Loans. 4.5.7 Leasing. 4.5.8 Mortgages. 4.5.9

Overdraft Facilities. 4.5.10 Project, or Infrastructure, Finance.

4.5.11 Revolving Lines of Credit. 4.5.12 Syndicated Loans.

CHAPTER 5 The Credit Process and Credit Risk Management. 5.1 The

Credit Process. 5.1.1 Identifying the Credit Opportunity. 5.1.2

Credit Evaluation. 5.1.3 Credit Decision Making. 5.1.4 Credit

Disbursement. 5.1.5 Credit Monitoring. 5.2 e Credit Analysis

Process. 5.2.1 The Five Cs of Credit. 5.2.2 The Credit Analysis

Path. 5.2.3 Business or Macro Risks. 5.2.4 Financial, or Micro,

Risks. 5.2.5 Structural Risk. 5.2.6 Information Sources. 5.3

PortfolioManagement. 5.3.1 Concentration Risk. 5.3.2

Securitizations. 5.4 Credit Risk and Basel II Accord. 5.4.1 The

Standardized Approach. 5.4.2 Internal Ratings-Based Approaches.

5.4.3 Common Features to IRB Approaches. 5.4.4 Minimum Requirements

for IRB Approaches.

CHAPTER 6 Market Risk. 6.1 Introduction to Market Risk. 6.2 Basics

of Financial Instruments. 6.2.1 Currencies. 6.2.2 Fixed Income

Instruments. 6.2.3 Interbank Loans. 6.2.4 Equities. 6.2.5

Commodities. 6.2.6 Derivatives. 6.3 Trading. 6.3.1 Fundamental

Trading Positions. 6.3.2 Bid-Ask Spreads. 6.3.3 Exchange and

Over-the-Counter Markets. 6.4 Market Risk Measurement and

Management. 6.4.1 Types of Market Risk. 6.4.2 Value-at-Risk. 6.4.3

Stress Testing and Scenario Analysis. 6.4.4 Market Risk Reporting.

6.4.5 Hedging. 6.5 Market Risk Regulation- The 1996 Market Risk

Amendment.

CHAPTER 7 Operational Risk. 7.1 What isOperational Risk? 7.2

Operational Risk Events. 7.2.1 Internal Process Risk. 7.2.2 People

Risk. 7.2.3 Systems Risk. 7.2.4 External Risk. 7.2.5 Legal Risk.

7.3 Operational Loss Events. 7.3.1 High-Frequency/Low-Impact Risks

(HFLI). 7.3.2 Low-Frequency/High-Impact Risks (LFHI). 7.4

Operational RiskManagement. 7.4.1 Functional Structure of

Operational Risk Management Activities. 7.4.2 Operational Risk

Identification, Assessment, and Measurement. 7.4.3 Example of

Operational Risk Measurement and Management. 7.5 Basel II

andOperational Risk. 7.5.1 The Basic Indicator Approach. 7.5.2 The

Standardized Approach. 7.5.3 The Advanced Measurement Approach.

7.5.4 Criteria for Using Different Approaches. 7.5.5 Basel II and

Operational Risk Management.

CHAPTER 8 Regulatory Capital and Supervision Under Basel II. 8.1

Bank Regulatory Capital. 8.1.1 Bank Regulatory Capital. 8.1.2 Tier

1 Capital. 8.1.3 Tier 2 Capital. 8.1.4 Tier 3 Capital. 8.1.5

Deductions and Adjustments from Regulatory Capital. 8.1.6 New

Capital. 8.2 Basel II Minimum Capital Requirement. 8.3 Pillar

2-Supervisory Review. 8.3.1 Four Key Principles of Supervisory

Review. 8.3.2 Specific Issues to Address During Supervisory Review.

8.3.3 Interest Rate Risk in the Banking Book. 8.4 Pillar

3-MarketDiscipline. 8.4.1 Accounting Disclosures. 8.4.2 General

Disclosure Requirements. 8.4.3 Disclosing Risk Exposure and Risk

Assessment. 8.5 Beyond Regulatory Capital. 8.5.1 Calculating

Economic Capital. 8.5.2 Risk-Adjusted Performance Measures. 8.6

Banks,Bank Risks, and Regulation. Glossary. Index.

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　　Foundations Of Banking Risk An Overview Of Banking, Banking

Risks, And Risk-Based Banking Regulation Richard Apostolik

Christopher Donohue Peter Went A comprehensive overview of banking,

banking risks, and risk-based bank regulation The first in a series

of study guides for GARP's International Certificate in Banking

Risk and Regulation program GARP's Foundations of Banking Risk and

Regulations creates a comprehensive understanding of the bank risks

and the regulatory environment under which banks operate. It

focuses on core banking risks: market, credit, and operational--and

how international regulation, including the Basel II Accord,

affects the management of these risks. The full International

Certificate in Banking Risk and Regulation program reflects the

insight of internationally recognized leaders in banking and risk

management. Completing the entire program is not only an

accomplishment, but also the right step in career development.

书籍介绍

GARP'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.