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Risk Management in Banks
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This 22 page paper looks at different aspects of risk measurement and management by banks. The paper starts by looking at the duration model, the gap or re-pricing model and the maturity model. The second part of the paper considers how and why liquidity is so important for banks. The last part of the paper considers the case of Barings Bank in the context of the previously discussed risks and looks at the way changes in the Basel Accord II approaches operational risk. The bibliography cites 23 sources.
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Pages:
22
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Filename:TS14_TEriskintr.rtf |
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Paper Title:
Risk Management in Banks
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