Risk Management & Capital Adequacy

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image descriptionFor financial institutions around the world, the work involved in managing market, credit, and operational risk exposures--as well as the capital required to support such exposures--will change dramatically under the new Basel Accord guidelines. Risk Management and Capital Adequacy is the first book to examine how institutions can streamline programs by, wherever possible, integrating and simplifying risk management strategies and techniques.

From analyses of the latest models and frameworks to case studies and examples of the devastating effects of unfocused or insufficient risk management, this in-depth examination reveals:

  • Building blocks for constructing an integrated, effective risk management framework
  • The three pillars of the Basel Accord--and what institutions must do to comply with each
  • Details behind financial disasters, from LTCM to Barings, and how they could have been prevented

Risk Management and Capital Adequacy offers banking executives an integrated risk management framework that is as seamless to implement.  In addition, the author often It is the most across-the-board examination of where risk management stands, which rules and guidelines are likely to change in the future, and how institutions can establish programs that meet risk management imperatives, limit risk capital requirements, and provide for the integration of risk management to cover the global spectrum of the financial arena.


"Outstanding investment professional. One of the few I have encountered who are able to transition between quantitative and fundamental, both with respect to risk and alpha."