Foundations Of Banking Risk An Overview Of Banking, Banking
Risks, And Risk-Based Banking Regulation Richard Apostolik
Christopher Donohue Peter Went A comprehensive overview of banking,
banking risks, and risk-based bank regulation The first in a series
of study guides for GARP''s International Certificate in Banking
Risk and Regulation program GARP''s Foundations of Banking Risk and
Regulations creates a comprehensive understanding of the bank risks
and the regulatory environment under wh
內容簡介：
GARP''s Foundations of Banking Risk and Regulation introduces
risk professionals to the advanced components and terminology in
banking risk and regulation globally. It helps them develop an
understanding of the methods for the measurement and management of
credit risk and operational risk, and the regulation of minimum
capital requirements. It educates them about banking regulation and
disclosure of market information. The book is GARP''s required text
used by risk professionals looking to obtain their International
Certification in Banking Risk and Regulation.
目錄：
Introduction. Acknowledgements.
CHAPTER 1 Functions and Forms of Banking.
1.1 Banks and Banking.
1.1.1 Core Bank Services.
1.1.2 Banks in the Economy.
1.1.3 Money Creation.
1.1.4 Payment Services.
1.1.5 Other Banking Services.
1.2 Different BankTypes.
1.2.1 Retail Banks.
1.2.2 Wholesale Banks.
1.2.3 Central Banks.
1.3 Banking Risks.
1.3.1 Credit Risk.
1.3.2 Market Risk.
1.3.3 Operational Risk.
1.3.4 Other Risk Types.
1.4 Forces Shaping the Banking Industry.
CHAPTER 2 Managing Banks. 2.1 Bank CorporateGovernance. 2.2
Balance Sheet and Income Statement. 2.2.1 Bank Assets. 2.2.2 Bank
Liabilities. 2.2.3 Equity. 2.2.4 Income Statement. 2.2.5 The Role
of Bank''s Equity. 2.3 Asset and LiabilityManagement. 2.3.1 Interest
Rate Risk. 2.3.2 Liquidity Risk. 2.4 Loan Losses. 2.4.1 Valuing
Assets in the Trading Book. 2.4.2 Value of Assets in the Banking
Book, Performing Loans. 2.4.3 Value of Assets in the Banking Book,
Non-Performing Loans. 2.4.4 Provision For Loan Losses and Loan Loss
Reserves. 2.4.5 Loan Loss Reserves and Loan Losses.
CHAPTER 3 Banking Regulation. 3.1 FromLiquidity Crisis to Bank
Panics. 3.1.1 Liquidity Crisis and Bank Run. 3.1.2 Bank Panics. 3.2
Foundations of Bank Regulation. 3.2.1 Regulatory Objectives. 3.2.2
The Regulatory Process. 3.2.3 Stabilization: The Lender of Last
Resort. 3.3 International Regulation of Bank Risks. 3.3.1 Bank for
International Settlements. 3.3.2 The Basel Committee. 3.3.3 The
Basel I Accord. 3.3.4 The Market Risk Amendment. 3.3.5 Weaknesses
of Bank Capital Requirements in Basel I Accord. 3.3.6 The Basel II
Accord. 3.3.7 Adopting Basel II. 3.4 Deposit Insurance. 3.4.1
Deposit Insurance Coverage. 3.4.2 Deposit Insurance Around the
World. 3.5 The Road Ahead.
CHAPTER 4 Credit Risk. 4.1 Introduction to Credit Risk. 4.2
Lenders. 4.2.1 Investment Banks. 4.2.2 Credit Rating Agencies. 4.3
Borrowers. 4.3.1 Retail Borrowers. 4.3.2 Corporate Borrowers. 4.3.3
Sovereign Borrowers. 4.3.4 Public Borrowers. 4.4 Characteristics of
Credit Products. 4.4.1 Maturity. 4.4.2 Commitment Specification.
4.4.3 Loan Purpose. 4.4.4 Repayment Source. 4.4.5 Collateral
Requirements. 4.4.6 Covenant Requirements. 4.4.7 Loan Repayment.
4.5 Types of Credit Products. 4.5.1 Agricultural Loans. 4.5.2
Asset-Based or Secured Lending. 4.5.3 Automobile Loans. 4.5.4
Commercial Paper. 4.5.5 Factoring. 4.5.6 Home Equity Credit Lines
and Home Equity Loans. 4.5.7 Leasing. 4.5.8 Mortgages. 4.5.9
Overdraft Facilities. 4.5.10 Project, or Infrastructure, Finance.
4.5.11 Revolving Lines of Credit. 4.5.12 Syndicated Loans.
CHAPTER 5 The Credit Process and Credit Risk Management. 5.1 The
Credit Process. 5.1.1 Identifying the Credit Opportunity. 5.1.2
Credit Evaluation. 5.1.3 Credit Decision Making. 5.1.4 Credit
Disbursement. 5.1.5 Credit Monitoring. 5.2 e Credit Analysis
Process. 5.2.1 The Five Cs of Credit. 5.2.2 The Credit Analysis
Path. 5.2.3 Business or Macro Risks. 5.2.4 Financial, or Micro,
Risks. 5.2.5 Structural Risk. 5.2.6 Information Sources. 5.3
PortfolioManagement. 5.3.1 Concentration Risk. 5.3.2
Securitizations. 5.4 Credit Risk and Basel II Accord. 5.4.1 The
Standardized Approach. 5.4.2 Internal Ratings-Based Approaches.
5.4.3 Common Features to IRB Approaches. 5.4.4 Minimum Requirements
for IRB Approaches.
CHAPTER 6 Market Risk. 6.1 Introduction to Market Risk. 6.2 Basics
of Financial Instruments. 6.2.1 Currencies. 6.2.2 Fixed Income
Instruments. 6.2.3 Interbank Loans. 6.2.4 Equities. 6.2.5
Commodities. 6.2.6 Derivatives. 6.3 Trading. 6.3.1 Fundamental
Trading Positions. 6.3.2 Bid-Ask Spreads. 6.3.3 Exchange and
Over-the-Counter Markets. 6.4 Market Risk Measurement and
Management. 6.4.1 Types of Market Risk. 6.4.2 Value-at-Risk. 6.4.3
Stress Testing and Scenario Analysis. 6.4.4 Market Risk Reporting.
6.4.5 Hedging. 6.5 Market Risk Regulation- The 1996 Market Risk
Amendment.
CHAPTER 7 Operational Risk. 7.1 What isOperational Risk? 7.2
Operational Risk Events. 7.2.1 Internal Process Risk. 7.2.2 People
Risk. 7.2.3 Systems Risk. 7.2.4 External Risk. 7.2.5 Legal Risk.
7.3 Operational Loss Events. 7.3.1 High-FrequencyLow-Impact Risks
HFLI. 7.3.2 Low-FrequencyHigh-Impact Risks LFHI. 7.4
Operational RiskManagement. 7.4.1 Functional Structure of
Operational Risk Management Activities. 7.4.2 Operational Risk
Identification, Assessment, and Measurement. 7.4.3 Example of
Operational Risk Measurement and Management. 7.5 Basel II
andOperational Risk. 7.5.1 The Basic Indicator Approach. 7.5.2 The
Standardized Approach. 7.5.3 The Advanced Measurement Approach.
7.5.4 Criteria for Using Different Approaches. 7.5.5 Basel II and
Operational Risk Management.
CHAPTER 8 Regulatory Capital and Supervision Under Basel II. 8.1
Bank Regulatory Capital. 8.1.1 Bank Regulatory Capital. 8.1.2 Tier
1 Capital. 8.1.3 Tier 2 Capital. 8.1.4 Tier 3 Capital. 8.1.5
Deductions and Adjustments from Regulatory Capital. 8.1.6 New
Capital. 8.2 Basel II Minimum Capital Requirement. 8.3 Pillar
2-Supervisory Review. 8.3.1 Four Key Principles of Supervisory
Review. 8.3.2 Specific Issues to Address During Supervisory Review.
8.3.3 Interest Rate Risk in the Banking Book. 8.4 Pillar
3-MarketDiscipline. 8.4.1 Accounting Disclosures. 8.4.2 General
Disclosure Requirements. 8.4.3 Disclosing Risk Exposure and Risk
Assessment. 8.5 Beyond Regulatory Capital. 8.5.1 Calculating
Economic Capital. 8.5.2 Risk-Adjusted Performance Measures. 8.6
Banks,Bank Risks, and Regulation. Glossary. Index.
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