February 2012
Beginner
568 pages
16h 19m
English
Index
A
absence of control criteria, as cause of operational risk
accountability
additional exposure, incremental loss from
advances and loans, ratio of core deposits to
advances, credit risk reform
ALCO. See Asset Liability Management Committee
ALM. See asset liability management
analysis
duration gap
maturity gap
simulation
appetite
credit risk
risk
approaches, liquidity management
approval process, rating
architecture, risk management
Asian financial crisis
causes and impact
lessons from
risk proliferation sequence
risks emerging from
assessment, capital adequacy
asset categorization
asset liability management (ALM)
Asset Liability Management Committee (ALCO)
asset liability review
asset values
finding volatility of
loss in
assets, classification of
assumptions, validity of
audit system, independence of
autonomy, preventing misuse of
B
back-testing
credit risk models
bank supervisor, role of
banking book
banks
board of directors
corporate governance in
internal rating systems
rating practices in
senior management
Basel Committee on Banking Supervision
basis risk
Basel III. See Basel Committee on Banking Supervision
BCBS. See Basel Committee on Banking Supervision
bias risk
board of directors, selecting
borrower characteristics in credit risk rating
borrower rating, interpretation of
branch office
assessment of function
compliance by
credit management by
internal control application
liquidity management
operational risk management
rating
revenue management
risk profiles of
