Financial institutions management : a risk management approach
Saunders, Anthony
Financial institutions management : a risk management approach - 4th ed. - Boston : McGraw-Hill/Irwin, ©2003. - xxii, 778 pages : illustrations ; - McGraw-Hill/Irwin series in finance, insurance, and real estate. .
Includes index
Part 1 Introduction: why are financial intermediaries special?; the financial services industry - depository institutions; the financial services industry - insurance companies; the financial services industry - securities firms and investment banks; the financial services industry - mutual funds, the financial services industry - finance companies; risks of financial intermediation. Part 2 Measuring risk: interest rate risk 1; interest rate risk 2; market risk; credit risk - individual loan risk; credit risk - loan portfolio and concentration risk; off-balance sheet activities; technology and other operational risks; foreign exchange risk; sovereign risk; liquidity risk. Part 3 Managing risk: liability and liquidity management; deposit insurance and other liability guarantees; capital adequacy; product diversification; geographic diversification - domestic; geographic diversification - international; futures and forwards; options, caps, floors and collars; swaps; loan scales and other credit management techniques; securitization.
This text focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by managers and the methods and markets through which these risks are managed are becoming increasingly similar.
9780071233040 0071233040
Risk management.
Financial institutions
332.1 / SAU
Financial institutions management : a risk management approach - 4th ed. - Boston : McGraw-Hill/Irwin, ©2003. - xxii, 778 pages : illustrations ; - McGraw-Hill/Irwin series in finance, insurance, and real estate. .
Includes index
Part 1 Introduction: why are financial intermediaries special?; the financial services industry - depository institutions; the financial services industry - insurance companies; the financial services industry - securities firms and investment banks; the financial services industry - mutual funds, the financial services industry - finance companies; risks of financial intermediation. Part 2 Measuring risk: interest rate risk 1; interest rate risk 2; market risk; credit risk - individual loan risk; credit risk - loan portfolio and concentration risk; off-balance sheet activities; technology and other operational risks; foreign exchange risk; sovereign risk; liquidity risk. Part 3 Managing risk: liability and liquidity management; deposit insurance and other liability guarantees; capital adequacy; product diversification; geographic diversification - domestic; geographic diversification - international; futures and forwards; options, caps, floors and collars; swaps; loan scales and other credit management techniques; securitization.
This text focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by managers and the methods and markets through which these risks are managed are becoming increasingly similar.
9780071233040 0071233040
Risk management.
Financial institutions
332.1 / SAU