Outline

Abstract

This book is divided into the following chapters:  Chap. 2 deals with all issues relevant for bank management and steering, for strategy, and especially for the risk-return management. In this chapter, banking models are examined. In  Chap. 3 the economic and political situation is discussed and the regulatory framework and the development of the philosophy within the Basel Accords are presented.  Chapters 4,  5, and  6 deal with all manifestations of credit risk (loans, trades (EPE) and securitization). Risk and return relevant topics such as risk adjusted pricing and the underlying parameters are illustrated. Risk models are presented.  Chapter 7 deals with market risk, whereas  Chap. 8 deals with OpRisk. In  Chap. 9 asset liability management is discussed.