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Risk Management and Regulation in Banking

Proceedings of the International Conference on Risk Management and Regulation in Banking (1997)

  • Dan Galai
  • David Ruthenberg
  • Marshall Sarnat
  • Ben Z. Schreiber

Table of contents

  1. Front Matter
    Pages i-xii
  2. Introduction

    1. Front Matter
      Pages 1-1
    2. Marshall Sarnat
      Pages 1-4
  3. Risk Management in Banking: An Overview

    1. Front Matter
      Pages 5-5
    2. David H. Pyle
      Pages 7-14
  4. Managing Market and Credit Risks

    1. Front Matter
      Pages 45-45
    2. Zvi Wiener
      Pages 47-63
    3. Michel Crouhy, Dan Galai, Robert Mark
      Pages 99-114
    4. Mark Britten-Jones, Stephen M. Schaefer
      Pages 115-143
  5. Market Risks: The 1996 Basel Accord

  6. Problems in Financial Regulation

    1. Front Matter
      Pages 167-167
  7. Managing Market Risks: The Case of Israel

    1. Front Matter
      Pages 185-185

About this book

Introduction

Over the last fifty years, increasingly sophisticated risk measurement and management techniques have revolutionized the field of finance. More recently, the globalization of financial markets and policy changes in the regulation of financial institutions have impacted upon how commercial banks manage risk. The widespread implications of these fundamental changes prompted an international conference held in May, 1997, devoted to the topic of risk management and regulation in banking. This book contains the formal papers and the panel discussions that comprise the conference proceedings, and thus collects some of the latest research on managing financial market risk by top scholars, policymakers, and high-ranking banking officials from around the world.

Keywords

Bank Credit Risk Finance Fraud Risk Management Risk Measurement banking derivatives financial markets globalization option pricing value-at-risk

Editors and affiliations

  • Dan Galai
    • 1
  • David Ruthenberg
    • 1
  • Marshall Sarnat
    • 1
  • Ben Z. Schreiber
    • 1
  1. 1.School of Business AdministrationHebrew UniversityJerusalemIsrael

Bibliographic information