Understanding International Bank Risk

Andrew Fight 지음

Wiley 2004년 11월 19일 출간

작품소개

책소개

In an era of globalisation, syndicated lending and consolidation within the banking industry, virtually all industries will have international dealings, whether directly or indirectly, and will therefore be exposed to consequential risks. An understanding of international risk, from that of bank of country failure to the idiosyncrasies of different regulatory frameworks, is essential for the modern banker. This book gives the reader a thorough understanding of how to calculate, analyse and manage such risks.

목차

Foreword.About the Author.1 The Banking Background.1.1 Different types of banks and their risk profile.1.1.1 Bank failure and the financial services community.1.1.2 What do banks do? How do they earn their money?1.1.3 Different types of banks and their revenue structures.1.1.4 Commercial banks.1.1.5 Investment banks.1.1.6 Risk profile of investment banks.1.1.7 Broking is a competitive business.1.1.8 Derivatives trading and AAA subsidiaries.1.1.9 The regulation of investment banks.1.1.10 &"Analyst of the year&" awards.1.2 Primary causes of bank failure.1.2.1 Types of failures.1.2.2 Causes of losses.1.2.3 Warning signals in predicting bank failure.1.2.4 Rescuing the bank!1.2.5 Credit rating agencies.1.3 Bank failures &~ the four aces.1.3.1 Bank of Credit and Commerce International.1.3.2 Continental Illinois.1.3.3 Cre'dit Lyonnais.1.3.4 Rumasa.1.4 The macroeconomic environment.1.4.1 Banking system and industry risks.1.4.2 Economic environment.1.4.3 Industry competition and its impact on banks.1.4.4 Technology.2 The Rating Framework.2.1 What is a rating?2.2 The development of ratings.2.3 Background to rating agencies.2.3.1 Inconsistent initial foundations.2.3.2 Secretive deliberations.2.3.3 Main source of revenues.2.3.4 Generating value.2.3.5 Growth and the future.2.4 The rating analytical framework.2.4.1 CAMEL, CAMEL B-COM, and CAMELOT.2.4.2 Capital.2.4.3 Asset quality.2.4.4 Management.2.4.5 Earnings.2.4.6 Liquidity (liability management).2.5 How the rating agencies analyse bank risk.2.5.1 What is a rating?2.5.2 Rating scale comparisons.2.5.3 Standard Poor&-s ratings.2.5.4 Moody&-s ratings.2.5.5 Fitch performance and legal ratings.3 The Regulatory Framework.3.1 Banking system: structure, governing law, and regulations.3.1.1 Banking sup

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저자(글) Andrew Fight

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ANDREW FIGHT provides financial training and consulting services in the areas of Financial Analysis, Commercial, Syndicated, and Project Finance Lending, Asset Liability Management, Credit Risk Management, and Problem Loan Management.He has over 15 years of experience in international banking and financial analysis gained in Paris and London with Chase Manhattan Bank, IBCA Rating Agency, Euromoney Training, and the French Banker's Training Institute.He is a financial trainer and consultant to several banks, central banks, and IT companies, and a successful author, having written over 15 books on financial analysis, banking risk analysis, credit risk management, credit rating agencies, and information technology in financial services.He divides his time between London, where he works, and his home in the South of France.