{"product_id":"managing-risks-in-commercial-and-retail-banking-9781118103531","title":"Managing Risks in Commercial and Retail Banking","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eA practical guide to the practices and procedures of effectively managing banking risks    Managing Risks in Commercial and Retail Banking takes an in-depth, logical look at dealing with all aspects of risk management within the banking sector.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface xv  \u003cp\u003e\u003cb\u003ePART ONE\u003c\/b\u003e \u003cb\u003eRisk Management Approaches and Systems\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 1 Business Risk in Banking 3\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 Concept of Risk 3\u003c\/p\u003e \u003cp\u003e1.2 Broad Categories of Risks 3\u003c\/p\u003e \u003cp\u003e1.3 Credit Risk 5\u003c\/p\u003e \u003cp\u003e1.4 Market Risk 7\u003c\/p\u003e \u003cp\u003e1.5 Operational Risk 8\u003c\/p\u003e \u003cp\u003e1.6 Operating Environment Risk 10\u003c\/p\u003e \u003cp\u003e1.7 Reputation Risk 11\u003c\/p\u003e \u003cp\u003e1.8 Legal Risk 12\u003c\/p\u003e \u003cp\u003e1.9 Money Laundering Risk 12\u003c\/p\u003e \u003cp\u003e1.10 Offshore Banking Risk 14\u003c\/p\u003e \u003cp\u003e1.11 Impact of Risk 15\u003c\/p\u003e \u003cp\u003e1.12 Summary 16\u003c\/p\u003e \u003cp\u003eNotes 18\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 2 Control Risk in Banking 19\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 How Control Risk Arises 19\u003c\/p\u003e \u003cp\u003e2.2 External Control and Internal Control Risks 19\u003c\/p\u003e \u003cp\u003e2.3 Internal Control Objectives 21\u003c\/p\u003e \u003cp\u003e2.4 Internal Control Framework 21\u003c\/p\u003e \u003cp\u003e2.5 Tasks in Establishing a Control Framework 28\u003c\/p\u003e \u003cp\u003e2.6 Business Risk and Control Risk Relationship 34\u003c\/p\u003e \u003cp\u003e2.7 Summary 35\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 3 Technology Risk in Banking 37\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 What Is Technology Risk? 37\u003c\/p\u003e \u003cp\u003e3.2 Risks in Electronic Banking 37\u003c\/p\u003e \u003cp\u003e3.3 Sources of Technology Risk 38\u003c\/p\u003e \u003cp\u003e3.4 Management of Technology Risk 42\u003c\/p\u003e \u003cp\u003e3.5 Summary 43\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 4 Fundamentals of Risk Management 45\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Risk Management Concept 45\u003c\/p\u003e \u003cp\u003e4.2 Risk Management Approach 45\u003c\/p\u003e \u003cp\u003e4.3 Risk Identification Approach 47\u003c\/p\u003e \u003cp\u003e4.4 Risk Management Architecture 47\u003c\/p\u003e \u003cp\u003e4.5 Risk Management Organizational Structure 48\u003c\/p\u003e \u003cp\u003e4.6 Summary 53\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 5 Risk Management Systems and Processes 55\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5.1 Risk Management Policy 55\u003c\/p\u003e \u003cp\u003e5.2 Risk Appetite 56\u003c\/p\u003e \u003cp\u003e5.3 Risk Limits 57\u003c\/p\u003e \u003cp\u003e5.4 Risk Management Systems 59\u003c\/p\u003e \u003cp\u003e5.5 Management Information System 67\u003c\/p\u003e \u003cp\u003e5.6 Verification of Risk Assessment 72\u003c\/p\u003e \u003cp\u003e5.7 Human Resource Development 72\u003c\/p\u003e \u003cp\u003e5.8 Top Management Commitment 73\u003c\/p\u003e \u003cp\u003e5.9 Capital Adequacy Assessment and Disclosure Requirement 74\u003c\/p\u003e \u003cp\u003e5.10 Risk Prioritization 75\u003c\/p\u003e \u003cp\u003e5.11 Summary 76\u003c\/p\u003e \u003cp\u003eNotes 77\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART TWO\u003c\/b\u003e \u003cb\u003eCredit Risk Management\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 6 Credit Problems and Credit Risk 81\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6.1 Genesis of Credit Problems 81\u003c\/p\u003e \u003cp\u003e6.2 Causes of Credit Risk 92\u003c\/p\u003e \u003cp\u003e6.3 Summary 93\u003c\/p\u003e \u003cp\u003eNotes 94\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 7 Identification of Credit Risk 95\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e7.1 Market Risk and Credit Risk Relationship 95\u003c\/p\u003e \u003cp\u003e7.2 Credit Risk Identification Approach 96\u003c\/p\u003e \u003cp\u003e7.3 Credit Risk Identification Process 100\u003c\/p\u003e \u003cp\u003e7.4 Summary 109\u003c\/p\u003e \u003cp\u003eNotes 110\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 8 Credit Risk Rating Concept and Uses 111\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e8.1 Credit Risk Rating Concept 111\u003c\/p\u003e \u003cp\u003e8.2 Credit Risk Rating Uses 113\u003c\/p\u003e \u003cp\u003e8.3 Credit Risk Rating Principles 122\u003c\/p\u003e \u003cp\u003e8.4 Summary 127\u003c\/p\u003e \u003cp\u003eNotes 128\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 9 Credit Risk Rating Issues 129\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e9.1 Rating Practices in Banks 129\u003c\/p\u003e \u003cp\u003e9.2 Design of the Rating Framework 130\u003c\/p\u003e \u003cp\u003e9.3 Conceptual Issues 131\u003c\/p\u003e \u003cp\u003e9.4 Developmental Issues 136\u003c\/p\u003e \u003cp\u003e9.5 Implementation Issues 140\u003c\/p\u003e \u003cp\u003e9.6 Rating Framework Overview 147\u003c\/p\u003e \u003cp\u003e9.7 Summary 147\u003c\/p\u003e \u003cp\u003eNotes 151\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 10 Credit Risk Rating Models 153\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e10.1 Internal Rating Systems in Banks 153\u003c\/p\u003e \u003cp\u003e10.2 Need for Different Rating Models 154\u003c\/p\u003e \u003cp\u003e10.3 Need for New and Old Borrower Rating Models 155\u003c\/p\u003e \u003cp\u003e10.4 Types of Rating Models 157\u003c\/p\u003e \u003cp\u003e10.5 New Capital Accord Options 158\u003c\/p\u003e \u003cp\u003e10.6 Asset Categorization 159\u003c\/p\u003e \u003cp\u003e10.7 Identification of Model Inputs 160\u003c\/p\u003e \u003cp\u003e10.8 Assessment of Component Risk 161\u003c\/p\u003e \u003cp\u003e10.9 Summary 172\u003c\/p\u003e \u003cp\u003eNotes 172\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 11 Credit Risk Rating Methodology 173\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e11.1 Rating Methodology Development Process 173\u003c\/p\u003e \u003cp\u003e11.2 Derivation of Component Rating 189\u003c\/p\u003e \u003cp\u003e11.3 Derivation of Counterparty Rating 195\u003c\/p\u003e \u003cp\u003e11.4 Summary 197\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 12 Credit Risk Measurement Model 199\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e12.1 Risk Rating and Risk Measurement Models 199\u003c\/p\u003e \u003cp\u003e12.2 Credit Loss Estimation—Conceptual Issues 200\u003c\/p\u003e \u003cp\u003e12.3 Quantification of Risk Components 204\u003c\/p\u003e \u003cp\u003e12.4 Credit Risk Measurement Models 215\u003c\/p\u003e \u003cp\u003e12.5 Back-Testing of Credit Risk Models 219\u003c\/p\u003e \u003cp\u003e12.6 Stress Testing of Credit Portfolios 220\u003c\/p\u003e \u003cp\u003e12.7 Summary 222\u003c\/p\u003e \u003cp\u003eNotes 223\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 13 Credit Risk Management 225\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e13.1 General Aspects 225\u003c\/p\u003e \u003cp\u003e13.2 Credit Management and Credit Risk Management 225\u003c\/p\u003e \u003cp\u003e13.3 Credit Risk Management Approach 226\u003c\/p\u003e \u003cp\u003e13.4 Credit Risk Management Principles 227\u003c\/p\u003e \u003cp\u003e13.5 Organizational Structure for Credit Risk Management 232\u003c\/p\u003e \u003cp\u003e13.6 Credit Risk Appetite 234\u003c\/p\u003e \u003cp\u003e13.7 Credit Risk Policies and Strategies 234\u003c\/p\u003e \u003cp\u003e13.8 Early Warning Signal Indicators 242\u003c\/p\u003e \u003cp\u003e13.9 Credit Audit Mechanism 244\u003c\/p\u003e \u003cp\u003e13.10 Credit Risk Mitigation Techniques 248\u003c\/p\u003e \u003cp\u003e13.11 Summary 253\u003c\/p\u003e \u003cp\u003eNote 254\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 14 Credit Portfolio Review Methodology 255\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e14.1 Portfolio Classification 255\u003c\/p\u003e \u003cp\u003e14.2 Portfolio Management Objectives 256\u003c\/p\u003e \u003cp\u003e14.3 Portfolio Management Issues 256\u003c\/p\u003e \u003cp\u003e14.4 Portfolio Analysis Technique 261\u003c\/p\u003e \u003cp\u003e14.5 Portfolio Risk Mitigation Techniques 266\u003c\/p\u003e \u003cp\u003e14.6 Summary 269\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 15 Risk-Based Loan Pricing 271\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e15.1 Loan Pricing Concept 271\u003c\/p\u003e \u003cp\u003e15.2 Loan Pricing Principles 271\u003c\/p\u003e \u003cp\u003e15.3 Loan Pricing Issues 272\u003c\/p\u003e \u003cp\u003e15.4 Loan Price Computation 275\u003c\/p\u003e \u003cp\u003e15.5 Summary 280\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART THREE\u003c\/b\u003e \u003cb\u003eMarket Risk Management\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 16 Market Risk Framework 283\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e16.1 Market Risk Concept 283\u003c\/p\u003e \u003cp\u003e16.2 Market Risk Types 283\u003c\/p\u003e \u003cp\u003e16.3 Market Risk Management Framework 285\u003c\/p\u003e \u003cp\u003e16.4 Organizational Setup 286\u003c\/p\u003e \u003cp\u003e16.5 Market Risk Policy 288\u003c\/p\u003e \u003cp\u003e16.6 Market Risk Vision 289\u003c\/p\u003e \u003cp\u003e16.7 Summary 290\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 17 Liquidity Risk Management 293\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e17.1 Liquidity Risk Causes 293\u003c\/p\u003e \u003cp\u003e17.2 Liquidity Risk Management Activities 294\u003c\/p\u003e \u003cp\u003e17.3 Liquidity Risk Management Policies and Strategies 296\u003c\/p\u003e \u003cp\u003e17.4 Liquidity Risk Identification 297\u003c\/p\u003e \u003cp\u003e17.5 Liquidity Risk Measurement 299\u003c\/p\u003e \u003cp\u003e17.6 Liquidity Management Structure and Approaches 306\u003c\/p\u003e \u003cp\u003e17.7 Liquidity Management under Alternate Scenarios 310\u003c\/p\u003e \u003cp\u003e17.8 Liquidity Contingency Planning 313\u003c\/p\u003e \u003cp\u003e17.9 Stress Testing of Liquidity Funding Risk 314\u003c\/p\u003e \u003cp\u003e17.10 Liquidity Risk Monitoring and Control 321\u003c\/p\u003e \u003cp\u003e17.11 Summary 325\u003c\/p\u003e \u003cp\u003eNotes 326\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 18 Interest Rate Risk Management 327\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e18.1 Interest Rate Risk in Trading and Banking Books 327\u003c\/p\u003e \u003cp\u003e18.2 Interest Rate Risk Causes 328\u003c\/p\u003e \u003cp\u003e18.3 Interest Rate Risk Measurement 332\u003c\/p\u003e \u003cp\u003e18.4 Maturity Gap Analysis 334\u003c\/p\u003e \u003cp\u003e18.5 Duration Gap Analysis 336\u003c\/p\u003e \u003cp\u003e18.6 Simulation Analysis 341\u003c\/p\u003e \u003cp\u003e18.7 Value-at-Risk 342\u003c\/p\u003e \u003cp\u003e18.8 Earnings at Risk 347\u003c\/p\u003e \u003cp\u003e18.9 Interest Rate Risk Management 351\u003c\/p\u003e \u003cp\u003e18.10 Interest Income Stress Testing 353\u003c\/p\u003e \u003cp\u003e18.11 Interest Rate Risk Control 354\u003c\/p\u003e \u003cp\u003e18.12 Summary 355\u003c\/p\u003e \u003cp\u003eNotes 356\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 19 Foreign Exchange Risk Management 357\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e19.1 Exchange Risk Implication 357\u003c\/p\u003e \u003cp\u003e19.2 Exchange Risk Types 358\u003c\/p\u003e \u003cp\u003e19.3 Foreign Currency Exposure Measurement 361\u003c\/p\u003e \u003cp\u003e19.4 Exchange Risk Quantification 364\u003c\/p\u003e \u003cp\u003e19.5 Exchange Risk Management 366\u003c\/p\u003e \u003cp\u003e19.6 Exchange Risk Hedging 370\u003c\/p\u003e \u003cp\u003e19.7 Summary 371\u003c\/p\u003e \u003cp\u003eNotes 372\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 20 Equity Exposure Risk Management 373\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e20.1 Equity Exposure Identification 373\u003c\/p\u003e \u003cp\u003e20.2 Equity Exposure Management Framework 374\u003c\/p\u003e \u003cp\u003e20.3 Equity Exposure Risk Measurement 375\u003c\/p\u003e \u003cp\u003e20.4 Summary 376\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 21 Asset Liability Management Review Process 379\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e21.1 Asset-Liability Review 379\u003c\/p\u003e \u003cp\u003e21.2 Liquidity Risk Review 380\u003c\/p\u003e \u003cp\u003e21.3 Interest Rate Risk Review 383\u003c\/p\u003e \u003cp\u003e21.4 Foreign Exchange Risk Review 384\u003c\/p\u003e \u003cp\u003e21.5 Equity Price Risk Review 385\u003c\/p\u003e \u003cp\u003e21.6 Value-at-Risk Review 385\u003c\/p\u003e \u003cp\u003e21.7 Summary 386\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART FOUR Operational Risk Management\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 22 Operational Risk Management Framework 389\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e22.1 Operational Risk Concept 389\u003c\/p\u003e \u003cp\u003e22.2 Operational Risk Sources 390\u003c\/p\u003e \u003cp\u003e22.3 Operational Risk Causes 393\u003c\/p\u003e \u003cp\u003e22.4 Operational Risk Policy Objectives 397\u003c\/p\u003e \u003cp\u003e22.5 Operational Risk Policy Contents 398\u003c\/p\u003e \u003cp\u003e22.6 Operational Risk Management Framework 399\u003c\/p\u003e \u003cp\u003e22.7 Summary 401\u003c\/p\u003e \u003cp\u003eNote 408\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 23 Operational Risk Identification, Measurement, and Control 409\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e23.1 Operational Risk Identification Approach 409\u003c\/p\u003e \u003cp\u003e23.2 Operational Risk Identification Process 410\u003c\/p\u003e \u003cp\u003e23.3 Business Line Identification 411\u003c\/p\u003e \u003cp\u003e23.4 Operational Risk Assessment Methods 414\u003c\/p\u003e \u003cp\u003e23.5 Operational Risk Measurement Methodology 421\u003c\/p\u003e \u003cp\u003e23.6 Operational Risk Measurement Process 425\u003c\/p\u003e \u003cp\u003e23.7 Operational Risk Monitoring 429\u003c\/p\u003e \u003cp\u003e23.8 Operational Risk Control and Mitigation 430\u003c\/p\u003e \u003cp\u003e23.9 High-Intensity Operational Risk Events—Business Continuity Planning 431\u003c\/p\u003e \u003cp\u003e23.10 Business Continuity Plan Support Requirements 433\u003c\/p\u003e \u003cp\u003e23.11 Business Continuity Planning Methodology 434\u003c\/p\u003e \u003cp\u003e23.12 Operational Risk Management Organizational Structure 436\u003c\/p\u003e \u003cp\u003e23.13 Summary 437\u003c\/p\u003e \u003cp\u003eNotes 438\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART FIVE\u003c\/b\u003e \u003cb\u003eRisk-Based Internal Audit\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 24 Risk-Based Internal Audit—Scope, Rationale, and Function 443\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e24.1 Internal Audit Scope and Rationale 443\u003c\/p\u003e \u003cp\u003e24.2 Risk-Based Internal Audit Policy 449\u003c\/p\u003e \u003cp\u003e24.3 Internal Audit Department Structure 450\u003c\/p\u003e \u003cp\u003e24.4 Summary 452\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 25 Risk-Based Internal Audit Methodology and Procedure 453\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e25.1 Risk-Based Internal Audit Methodology 453\u003c\/p\u003e \u003cp\u003e25.2 Risk-Based Audit Planning and Scope 468\u003c\/p\u003e \u003cp\u003e25.3 Risk-Based Audit Process 471\u003c\/p\u003e \u003cp\u003e\u003cb\u003e25.4 Summary 484\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART SIX\u003c\/b\u003e \u003cb\u003eCorporate Governance\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 26 Corporate Governance 489\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e26.1 Corporate Governance Concept 489\u003c\/p\u003e \u003cp\u003e26.2 Corporate Governance Objectives 490\u003c\/p\u003e \u003cp\u003e26.3 Corporate Governance Foundation 492\u003c\/p\u003e \u003cp\u003e26.4 Corporate Governance Elements 493\u003c\/p\u003e \u003cp\u003e26.5 Corporate Governance in Banks 500\u003c\/p\u003e \u003cp\u003e26.6 Toward Better Corporate Governance in Banks 505\u003c\/p\u003e \u003cp\u003e26.7 Summary 509\u003c\/p\u003e \u003cp\u003eNote 510\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART SEVEN\u003c\/b\u003e \u003cb\u003eLessons from the Asian and the United States’ Financial Crises\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eCHAPTER 27 The Causes and Impact of the Asian and the United States’ Financial Crises 513\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e27.1 The Asian Financial Crisis Causes and Impact 514\u003c\/p\u003e \u003cp\u003e27.2 Risks Emerging from the Asian Financial Crisis 515\u003c\/p\u003e \u003cp\u003e27.3 The Impact of the U.S. Financial Crisis 519\u003c\/p\u003e \u003cp\u003e27.4 The U.S. Financial Crisis Causes and the Concomitant Risks 520\u003c\/p\u003e \u003cp\u003e27.5 Basel Committee on Banking Supervision Response (Basel III) 534\u003c\/p\u003e \u003cp\u003e27.6 Summary 535\u003c\/p\u003e \u003cp\u003eNotes 537\u003c\/p\u003e \u003cp\u003eAbout the Author 539\u003c\/p\u003e \u003cp\u003eIndex 541\u003c\/p\u003e","brand":"John Wiley \u0026 Sons","offers":[{"title":"Default Title","offer_id":53733979586903,"sku":"9781118103531","price":99.0,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/managing-risks-in-commercial-and-retail-banking-9781118103531","provider":"Book Curl","version":"1.0","type":"link"}