Foundations of Banking Risk : An Overview of Banking, Banking Risks, and Risk-Based Banking Regulation

by Unknown
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  • Edition: 1st
  • Format: Paperback
  • Copyright: 2009-08-17
  • Publisher: Wiley
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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.

Table of Contents

Functions and Forms of Banking
Banks and Banking
Core Bank Services
Banks in the Economy
Money Creation
Payment Services
Other Banking Services
Different BankTypes
Retail Banks
Wholesale Banks
Central Banks
Banking Risks
Credit Risk
Market Risk
Operational Risk
Other Risk Types
Forces Shaping the Banking Industry
Managing Banks
Bank CorporateGovernance
Balance Sheet and Income Statement
Bank Assets
Bank Liabilities
Income Statement
The Role of Bank's Equity
Asset and LiabilityManagement
Interest Rate Risk
Liquidity Risk
Loan Losses
Valuing Assets in the Trading Book
Value of Assets in the Banking Book, Performing Loans
Value of Assets in the Banking Book, Non-Performing Loans
Provision For Loan Losses and Loan Loss Reserves
Loan Loss Reserves and Loan Losses
Banking Regulation
FromLiquidity Crisis to Bank Panics
Liquidity Crisis and Bank Run
Bank Panics
Foundations of Bank Regulation
Regulatory Objectives
The Regulatory Process
Stabilization: The Lender of Last Resort
International Regulation of Bank Risks
Bank for International Settlements
The Basel Committee
The Basel I Accord
The Market Risk Amendment
Weaknesses of Bank Capital Requirements in Basel I Accord
The Basel II Accord
Adopting Basel II
Deposit Insurance
Deposit Insurance Coverage
Deposit Insurance Around the World
The Road Ahead
Credit Risk
Introduction to Credit Risk
Investment Banks
Credit Rating Agencies
Retail Borrowers
Corporate Borrowers
Sovereign Borrowers
Public Borrowers
Characteristics of Credit Products
Commitment Specification
Loan Purpose
Repayment Source
Collateral Requirements
Covenant Requirements
Loan Repayment
Types of Credit Products
Agricultural Loans
Asset-Based or Secured Lending
Automobile Loans
Commercial Paper
Home Equity Credit Lines and Home Equity Loans
Overdraft Facilities
Project, or Infrastructure, Finance
Revolving Lines of Credit
Syndicated Loans
The Credit Process and Credit Risk Management
The Credit Process
Identifying the Credit Opportunity
Credit Evaluation
Credit Decision Making
Credit Disbursement
Credit Monitoring
Credit Analysis Process
The Five Cs of Credit
The Credit Analysis Path
Business or Macro Risks
Financial, or Micro, Risks
Structural Risk
Information Sources
Concentration Risk
Credit Risk and Basel II Accord
The Standardized Approach
Internal Ratings-Based Approaches
Common Features to IRB Approaches
Minimum Requirements for IRB Approaches
Market Risk
Introduction to Market Risk
Basics of Financial Instruments
Fixed Income Instruments
Interbank Loans
Fundamental Trading Positions
Bid-Ask Spreads
Exchange and Over-the-Counter Markets
Market Risk Measurement and Management
Types of Market Risk
Stress Testing and Scenario Analysis
Market Risk Reporting
Market Risk Regulation- The 1996 Market Risk Amendment
Operational Risk
What isOperational Risk?
Operational Risk Events
Internal Process Risk
People Risk
Systems Risk
External Risk
Legal Risk
Operational Loss Events
High-Frequency/Low-Impact Risks (HFLI)
Low-Frequency/High-Impact Risks (LFHI)
Operational RiskManagement
Functional Structure of Operational Risk Management Activities
Operational Risk Identification, Assessment, and Measurement
Example of Operational Risk Measurement and Management
Basel II andOperational Risk
The Basic Indicator Approach
The Standardized Approach
The Advanced Measurement Approach
Criteria for Using Different Approaches
Basel II and Operational Risk Management
Regulatory Capital and Supervision Under Basel II
Bank Regulatory Capital
Bank Regulatory Capital
Tier 1 Capital
Tier 2 Capital
Tier 3 Capital
Deductions and Adjustments from Regulatory Capital
New Capital
Basel II Minimum Capital Requirement
Pillar 2-Supervisory Review
Four Key Principles of Supervisory Review
Specific Issues to Address During Supervisory Review
Interest Rate Risk in the Banking Book
Pillar 3-MarketDiscipline
Accounting Disclosures
General Disclosure Requirements
Disclosing Risk Exposure and Risk Assessment
Beyond Regulatory Capital
Calculating Economic Capital
Risk-Adjusted Performance Measures
Banks,Bank Risks, and Regulation
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