Analyzing and Managing Banking Risk

This text provides a comprehensive overview of topics dealing with the assessment, analysis and management of financial risks in banking. It emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk. Chapters include: organization of the treasury function; investment/stable portfolio management; proprietary trading/market risk management; asset-liability management components; key players in the corporate governance and risk management process; and transparency in the financial statements of Banks. Managing the risks associated with the banking industry has become increasingly difficult. The approach used in this publication provides a framework for identifying the key players in the risk-management process and discussing their accountability for the various dimensions of the financial and other risk management processes. In this revised edition, the authors have added a chapter on the organization of the Treasury Function.