Managing Risk in Financial Institutions - (Paperback)
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<p/><br></br><p><b> Book Synopsis </b></p></br></br><p>This book reflects the authors several years of experience managing risks for one of the worlds largest financial institutions.</p><p></p><p>Although both the concepts of value at risk (VAR) in the management of market risk, and pre-settlement and settlement risks as parts of counterparty risk in trading transactions, are well-known and established, the book presents an integrated approach, exploring not only the interrelation between both types of risks but also other also important risk categories.</p><p></p><p>Those include liquidity risk, the management of which is essential to the stability and even the survival of a financial institution, as proven by the collapse of some traditional houses that, although solvent, were brought down by liquidity problems.</p><p></p><p>Attention is also focused on operational risk, emphasizing that the most creative and well-timed dealings can have undesired consequences due to operational failures. Equal significance applies to legal and regulatory risks, both deserving critical attention.</p><p></p><p>The final chapter proposes a unified process for the measurement of market and credit risk in order to avoid double counting, which has clear implications for the measurement of capital requirements.</p>
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