Risk Management in Global Banking Sector Analyzed in New Timetric Report Published at MarketPublishers.com

London, UK (PRWEB) October 30, 2012

Risk management does not only mean an analytical exercise. In fact, inadequate risk management can result in severe consequences for companies as well as individuals.

Periods of illiquidity follow large market events, which impacts assumed risk to a great extent. Market risk management requires a customized approach as well as it should be dynamic in nature. Operational risk management frameworks should reflect standard practices and companies’ insights. Credit risk control should be multi-dimensional; as well as risk management strategies should go side by side with rating agency principles.

New market research report “Banking and Risk – Principles Reassessed Following Subprime” elaborated by Timetric has been recently published by Market Publishers Ltd.

Report Details:

Title: Banking and Risk – Principles Reassessed Following Subprime
Published: October, 2012
Pages: 245
Price: US$ 3,800.00
http://marketpublishers.com/report/finance_services/banking/banking-n-risk-v-principles-reassessed-following-subprime.html

The report offers a comprehensive guide to risk management solutions for compliance with the Basel framework.

Report Highlights:

   •      assessment of credit risk through credit rating and according to BIS standards;
   •     insight into the multi-dimensional nature of different kinds of risk and the required provisioning;
   •     overview of risk in finance and the role of a risk manager;
   •     case studies on risk management frameworks.

Companies mentioned in the report include: Commerzbank, Societe Generale, Deutsche Bank, AXA, ING, Allianz, BPCE, Credit Agricole, RBS, and HSBC.

Report Contents:

1 EXECUTIVE SUMMARY

2 INTRODUCTION

2.1 Overview of the Report
2.2 Global Risk Report, 2012
2.3 The US Subprime Collapse - Background and After-Effects
2.4 Impact on Leading Economies
2.5 Risk Exposure of European Banks
2.6 Sovereign debt crisis and banking risk in US
2.6.1 The Need for Banks to Reassess Their Risk Appetite

3 RISK DEFINED

3.1 Risk as a Chance Event
3.2 Risk in Finance
3.3 The Science of the Unlikely
3.4 Uncertainty is Both a Precondition of, and a Broader Concept Than, Risk
3.5 Financial Risk in the Banking System
3.6 Systemic Risk in Global Banking
3.7 Being in Charge of the Risk Pattern
3.8 Appendix: An Introduction to Normal Distribution

4 COUNTERPARTY RISK

4.1 Credit Risk, Collateral and Credit Spread
4.2 The Evaluation of Credit Risk
4.3 Default Risk with Counterparties
4.4 Credit Rating
4.5 Transition Probabilities in Default Rates
4.6 Credit Risk Models and Power Curves
4.7 BIS Assessment of Bank's Management of Credit Risk
4.8 Appendix: Level of Confidence and OC Curves

5 MARKET RISK

5.1 General and Specific Market Risk and the Notion of Hedging
5.2 Pure and Speculative Hedging Of Market Risk
5.3 Cash Flows and the Evaluation of Hedges
5.4 Market Uncertainty and Orders of Exposure
5.5 Factors Affecting Stock Market Behaviour

6 OPERATIONAL RISK

6.1 Dealing With Operational Risk Issues
6.2 The Basel Committee Operational Risk Matrix
6.3 Fraud is a Major Operational Risk
6.4 A Bird's-Eye View of Legal Risk
6.5 High-Impact and Low-Impact Events
6.6 Operational Risk and Business Continuity

7 PRICING RISK

7.1 Risk-Based Pricing
7.2 Derivative Financial Instruments and Implied Volatility
7.3 The Search for Fair Value Through Models
7.4 Default Swaps and the Pricing of Credit Risk
7.5 Credit Derivatives and Earnings-at-Risk
7.6 Asset Prices and Inefficient Markets
7.7 Pricing Performance, Bid/Ask Uncertainty and Risk
7.8 Risk-based Pricing Rule Revision in the US

8 RISK MANAGEMENT DEFINED

8.1 The Concept of Risk Management
8.2 The Functions of Risk Management
8.3 Transparency of Information and Concentration of Risk
8.4 A Lesson in Risk Management
8.5 The New Perspectives of Risk Management

9 THE BASEL FRAMEWORK AND RISK MANAGEMENT

9.1 The Concept Underpinning Capital Adequacy
9.2 For How Long May a Bank Be Well Capitalized?
9.3 International Supervisory Collaboration
9.4 Basel III and the Integration of Financial Markets
9.5 The Nexus Between Regulation and Risk Appetite of Banks

10 CASE STUDIES ON RISK MANAGEMENT

10.1 Risk Management is Like Pre-Trial Preparation
10.2 Discovering the Pattern of Risk

11 LEARNING LESSONS FROM PHYSICAL SCIENCES

11.1 Science and the Heisenberg Principles That Apply in Finance
11.2 The Physicist's Method and Risk Control
11.3 Philosophers/Scientists and Scientific Investigation
11.4 Scientific Method, Financial Environments and Fuzzy Engineering
11.5 Fuzzy Engineering and Implied Volatility
11.6 Concepts Underpinning Genetic Algorithms

12 CASE STUDIES WITH EXPERT SYSTEMS FOR CREDIT RISK CONTROL

12.1 Case Studies on Expert Systems for Private Loans
12.2 The Sophistication of Expert Systems Has Been on the Rise: A Barclays Bank Example
12.3 The Expert System for Loans Screening at Deutsche Bundesbank
12.4 A Credit Card Expert System by Diamond Credit, Mitsubishi Group
12.5 Nuts and Bolts of an Expert Systems Application
12.6 Credit Card Expert Systems by American Express and Citibank

13 AN INTEGRATED RISK MANAGEMENT SYSTEM

13.1 An Integrated Approach to Detect Patterns of Risk
13.2 Normal Cases, Tail Cases and Risk Integration Through Fuzzy Engineering
13.3 Watching Out For Default Points and Distance to Default
13.4 Financial Analysis, Business Analysis and Non-financial Reporting
13.5 Technology's Contribution to a Risk Control Policy

14 THE RISK MANAGER'S JOB

14.1 Risk Management is a Metalevel of Quality assurance
14.2 The Job is Not Avoiding Risk, But Measuring and Containing it
14.3 Research at the Roots of Market Exposure
14.4 Risk Management and Internal Control
14.5 Controlling Operational Risk: A Practical Example

15 CRITICALITY, STRESS TESTING AND UNEXPECTED LOSSES

15.1 Stress Testing Defined
15.2 Expected Losses and Unexpected Losses
15.3 Stress Testing Exposure at Default
15.4 Unexpected Losses and Extreme Value Theory

16 A METHODOLOGY FOR RISK MANAGEMENT
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More new market research reports by the publisher can be found at Timetric page.

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