世界銀行刊/銀行リスクの分析と管理(第2版)<br>Analyzing and Managing Banking Risk : A Framework for Assessing Corporate Governance and Financial Risk

個数:
  • ポイントキャンペーン

世界銀行刊/銀行リスクの分析と管理(第2版)
Analyzing and Managing Banking Risk : A Framework for Assessing Corporate Governance and Financial Risk

  • ウェブストア価格 ¥8,452(本体¥7,684)
  • World Bank Publications(2003/01発売)
  • 外貨定価 US$ 50.00
  • ウェブストア限定 全点ポイント5倍キャンペーン(6/24~6/28)※店舗受取はキャンペーン対象外※
  • ポイント 380pt
  • 提携先の海外書籍取次会社に在庫がございます。通常3週間で発送いたします。
    重要ご説明事項
    1. 納期遅延や、ご入手不能となる場合が若干ございます。
    2. 複数冊ご注文の場合、分割発送となる場合がございます。
    3. 美品のご指定は承りかねます。
  • 【重要:入荷遅延について】
    ウクライナ情勢悪化・新型コロナウィルス感染拡大により、洋書・洋古書の入荷が不安定になっています。詳しくはこちらをご確認ください。
    海外からのお取り寄せの場合、弊社サイト内で表示している標準的な納期よりもお届けまでに日数がかかる見込みでございます。
    申し訳ございませんが、あらかじめご了承くださいますようお願い申し上げます。
  • ◆画像の表紙や帯等は実物とは異なる場合があります。
  • 製本 Paperback:紙装版/ペーパーバック版/ページ数 384 p.
  • 言語 ENG
  • 商品コード 9780821354186
  • DDC分類 332.1068

基本説明

A significant new addition is chapters on the management of the treasury function and a stable liquidity investment portfolio.

Full Description

Analyzing Banking Risk provides a comprehensive overview of topics dealing with the assessment, analysis, and management of financial risks in banking. This book focuses on risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk. This second edition remains faithful to the objectives of the original publication (Analyzing Banking Risk). A significant new addition is the inclusion of chapters on the management of the treasury function and management of a stable liquidity investment portfolio. New material also consists of a discussion of proprietary trading activities and asset management liability components. 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 * Transparency in the Financial Statements of Banks Managing the risks associated with the banking industry today has become more 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.

Table of Contents

Foreword to the Second Edition                     xiii
Acknowledgments xv
1 Analyzing and Managing Banking Risk 1 (14)
1.1 Introduction: The Changing Bank 1 (2)
Environment
1.2 Bank Exposure to Risk 3 (2)
1.3 Corporate Governance 5 (3)
1.4 Risk-Based Analysis of Banks 8 (3)
1.5 Analytical Tools Provided 11 (4)
2 A Context for the Risk-Based Review of Banks 15 (16)
2.1 Introduction: Why Banks Are Analyzed 15 (2)
2.2 Banks as Providers of Financial 17 (1)
Information
2.3 A Framework for Financial Sector 18 (6)
Development
2.4 A Holistic View of the Entire Financial 24 (3)
System
2.5 Disclosure and Transparency of Bank 27 (4)
Financial Information: A Prerequisite far
Risk-Based Analysis
3 Key Players in the Corporate Governance and 31 (28)
Risk Management Process
3.1 Introduction: Corporate Governance 31 (2)
Principles
3.2 Regulatory Authorities: Establishing a 33 (2)
Corporate Governance and Risk Management
Framework
3.3 Supervisory Authorities: Monitoring Risk 35 (3)
Management
3.4 The Shareholders: Appointing the Right 38 (2)
Policymakers
3.5 The Board of Directors: Ultimate 40 (6)
Responsibility for a Bank's Affairs
3.6 Management: Responsibility for Bank 46 (5)
Operations and the Implementation of Risk
Management Policies
3.7 The Audit Committee and Internal 51 (2)
Auditors: An Extension of the Board's Risk
Management Function
3.8 External Auditors: A Reassessment of the 53 (3)
Traditional Approach of Auditing Banks
3.9 The Role of the General Public 56 (3)
4 Balance Sheet Structure and Management 59 (22)
4.1 Introduction: Composition of the Balance 59 (3)
Sheet
4.2 Asset Structure: Growth and Changes 62 (5)
4.3 Liabilities Structure: Growth and Changes 67 (5)
4.4 Overall On- and Off-Balance-Sheet Growth 72 (4)
4.5 Managing Risk Effectively 76 (5)
5 Profitability 81 (20)
5.1 Introduction: The Importance of 81 (2)
Profitable Banks
5.2 Income Statement Composition 83 (6)
5.3 Income Structure and Profit Quality 89 (7)
5.4 Profitability Indicators 96 (1)
5.5 Profitability Ratio Analysis 97 (4)
6 Capital Adequacy 101 (34)
6.1 Introduction: The Characteristics and 102 (2)
Functions of Capital
6.2 Constituents of Regulatory Capital 104 (4)
(Current Methodology)
6.3 Coverage of Risk Components by 108 (5)
Constituents of Capital (Current Methodology)
6.4 Basel II: Proposed Changes for 113 (8)
Determining Capital Adequacy
6.5 Implementation of the Basel Accord 121 (2)
6.6 Assessing Management Information with 123 (7)
Respect to Capital Adequacy
Annex to Chapter 6 130 (5)
7 Credit Risk Management 135 (32)
7.1 Introduction: Components of Credit Risk 135 (1)
7.2 Credit Portfolio Management 136 (4)
7.3 Review of Lending Function and Operations 140 (2)
7.4 Credit Portfolio Quality Review 142 (4)
7.5 Nonperforming Loan Portfolio 146 (5)
7.6 Credit Risk Management Policies 151 (3)
7.7 Policies to Limit or Reduce Credit Risk 154 (5)
7.8 Asset Classification 159 (5)
7.9 Loan Loss Provisioning Policy 164 (3)
8 Liquidity Risk Management 167 (22)
8.1 Introduction: The Need for Liquidity 167 (2)
8.2 Liquidity Management Policies 169 (3)
8.3 The Regulatory Environment 172 (3)
8.4 The Structure of Funding: Deposits and 175 (2)
Market Borrowing
8.5 Maturity Structure and Funding Mismatches 177 (4)
8.6 Deposit Concentration and Volatility of 181 (1)
Funding
8:7 Liquidity Risk Management Techniques 182 (7)
9 Treasury Organization and Risk Management 189 (32)
9.1 Introduction: Overview of Treasury 189 (3)
Functions
9.2 Establishing the Overall Policy Framework 192 (7)
9.3 Market Operations 199 (2)
9.4 Risk Analytics and Compliance 201 (6)
9.5 Treasury Operations 207 (6)
9.6 Corporate Governance and Operational Risk 213 (8)
Assessment
10 Management of the Stable Liquidity 221 (10)
Investment Portfolio
10.1 Nature of the Stable Liquidity 221 (2)
Investment Portfolio
10.2 Investment Policy 223 (1)
10.3 Eligible Instruments 224 (1)
10.4 Credit Risk 224 (1)
10.5 Market Risk 225 (1)
10.6 Benchmark Portfolio 225 (2)
10.7 Active Management 227 (1)
10.8 Risk Management and Risk Budgets 228 (1)
10.9 Management Reporting 229 (2)
11 Market Risk Management and Proprietary 231 (18)
Trading
11.1 Introduction: Market Risk Characteristics 231 (3)
11.2 Portfolio Risk Management Policies 234 (3)
11.3 Trading Book and Management of Trading 237 (3)
Activities
11.4 Market Risk Measurement 240 (4)
11.5 Value at Risk 244 (2)
11.6 Stress Testing 246 (3)
12 Interest Rate Risk Management 249 (12)
12.1 Introduction: Sources of Interest Rate 249 (3)
Risk
12.2 Risk Management Responsibilities 252 (1)
12.3 Models for the Management of Interest 253 (5)
Rate Risk
12.4 The Impact of Changes in Forecast Yield 258 (3)
Curves
13 Currency Risk Management 261 (20)
13.1 Introduction: Origin and Components of 261 (2)
Currency Risk
13.2 Policies for Currency Risk Management 263 (7)
13.3 Currency Risk Exposure and Business 270 (4)
Strategy
13.4 Currency Risk Management and Capital 274 (7)
Adequacy
14 Transparency in the Financial Statements of 281 (16)
Banks
14.1 Introduction: The Importance of Useful 281 (2)
Information
14.2 Transparency and Accountability 283 (2)
14.3 Transparency in Financial Statements 285 (5)
14.4 Disclosure in the Financial Statements 290 (3)
of Banks
14.5 Deficiencies Found in Bank Accounting 293 (4)
Practices
15 The Relationship between Risk Analysis and 297 (26)
Bank Supervision
15.1 Introduction: The Bank Supervisory 297 (1)
Process
15.2 The Analytical Review Process 298 (6)
15.3 Banking Risks and the Accountability of 304 (3)
Regulatory/Supervisory Authorities
15.4 The Supervisory Process 307 (7)
15.5 Consolidated Supervision 314 (5)
15.6 Supervisory Cooperation with Internal 319 (4)
and External Auditors
Appendixes
1 Background Questionnaire to Facilitate 323 (36)
Analysis of Banks
2 IAS-Required Disclosure in Financial 359 (6)
Statements, by Risk Category
3 Deficiencies Found in Accounting 365
Practices