Risk assessment in banking
By
Soley, Jorge
This technical note stresses the "prudential policy" that regulates banking activity in most countries of the world, based on the so-called "Basel Accords" and, from 2007, "Basel II". It describes the risks to which banking activity is subject: credit risk, market risk, liquidity risk and operational risk. It also analyses in depth the different categories of bank capital and the systems for measuring return on investment in banks. Special attention is given to the lines followed by "Basel II".
Collection: IESE (España)
Ref: FN-398-E
Format: PDF
Number of pages: 20
Publication Date: Feb 1, 1996
Language: English, Spanish
Review date: Apr 1, 2003
Description
This technical note stresses the "prudential policy" that regulates banking activity in most countries of the world, based on the so-called "Basel Accords" and, from 2007, "Basel II". It describes the risks to which banking activity is subject: credit risk, market risk, liquidity risk and operational risk. It also analyses in depth the different categories of bank capital and the systems for measuring return on investment in banks. Special attention is given to the lines followed by "Basel II".
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