Analyzing and Managing Banking Risk: A Framework for Assessing Corporate Governance and Financial RiskWorld Bank Publications, 2003 - 367 pages 'Analyzing Banking Risk (2nd edition)' 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.The hardcover edition includes a CD-ROM. |
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Common terms and phrases
activities agement analysis approach assessment asset-liability management balance sheet bank's risk Banking Supervision banking system Basel Accord benchmark borrowers capital adequacy capital requirements central bank changes compliance currency risk deposits disclosure effective ensure environment equity evaluation external auditors financial risk financial risk management financial statements foreign currency foreign exchange framework function funding income statement institutions interest income interest rate risk investment portfolio lending liabilities limits liquidity risk loan portfolio loss market risk marking to market maturity ment mismatches monitoring normally off-balance-sheet open position operational risk percent percentage Period 1 Period profitability ratios regulations regulatory reports repricing repurchase agreements responsibility risk exposure risk management policies risk management process risk measurement risk profile risk-based risk-weighted sector securities shareholders specific stable liquidity investment structure supervisory authorities Tier 3 capital tion trading portfolio transactions transparency treasury trends volatility yield curve
Popular passages
Page 160 - Assets classified loss are considered uncollectible and of such little value that their continuance as bankable assets is not warranted. This classification does not mean that the...
Page 213 - The study defines internal control as a process, "effected by an entity's board of directors, management, and other personnel, designed to provide reasonable assurance regarding the achievement of objectives in the following categories: • Effectiveness and efficiency of operations. • Reliability of financial reporting. • Compliance with applicable laws and regulations.
Page 101 - These are, firstly, that the new framework should serve to strengthen the soundness and stability of the international banking system; and secondly that the framework should be fair and have a high degree of consistency in its application to banks in different countries with a view to diminishing an existing source of competitive inequality among international banks.
Page 317 - Internal auditing is an independent, objective assurance and consulting activity designed to add value and improve an organization's operations. It helps an organization accomplish its objectives by bringing a systematic, disciplined approach to evaluate and improve the effectiveness of risk management, control, and governance processes.
Page 215 - Internal control is broadly defined as a process, effected by an entity's board of directors, management and other personnel, designed to provide reasonable assurance regarding the achievement of objectives in the following categories: • Effectiveness and efficiency of operations • Reliability of financial reporting • Compliance with applicable laws and regulations The first category addresses an entity's basic business objectives, including performance and profitability goals and safeguarding...
Page 115 - Supervision (2006) defines operational risk as "the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events.
Page 216 - Control activities are the policies and procedures that help ensure that management directives are carried out.
Page 215 - The control environment sets the tone of an organization, influencing the control consciousness of its people. It is the foundation for all other components of internal control, providing discipline and structure.
Page 358 - IAS 39): (a) a description of the hedge; (b) a description of the financial instruments designated as hedging instruments and their fair values at the balance sheet date; (c) the nature of the risks being hedged; and (d) for...
Page 69 - To qualify as an element of Tier 1 or Tier 2 capital, a capital instrument may not contain or be covered by any covenants, terms, or restrictions that are inconsistent with safe and sound banking practices. Redemptions of permanent equity or other capital instruments before stated maturity could have a significant impact on a bank's overall capital structure.
References to this book
Überwachung Operationeller Risiken Bei Banken: Interne und Externe Akteure ... Britta Kunze No preview available - 2007 |