Foundations of Banking Risk: An Overview of Banking, Banking Risks, and Risk-Based Banking Regulation

GARP's Foundations of Banking Risk and Regulation introduces risk professionals to the advanced components and terminology in banking risk and regulation globally. It helps them develop an understanding of the methods for the measurement and management of credit risk and operational risk, and the regulation of minimum capital requirements. It educates them about banking regulation and disclosure of market information. The book is GARP's required text used by risk professionals looking to obtain their International Certification in Banking Risk and Regulation.

Keywords: Institutional & Corporate Finance, banking, banking risk and regulation, Basel II and the international regulation of banks, bank disclosure requirements, capital management, central banks, consulting firms, collateral and securitization, credit risk management and regulation, evolution of risk management and regulation in banking, GARP, Global Association of Risk Professionals, government bodies, history of risk-based regulation of banks, interest rate repricing in the banking book, internal models approach to measuring and managing market risk, introduction to risk and regulation in banks, measurement and regulation of market risk, methods for measuring and managing liquidity risk, nature of risk and regulation in banking, nature of market risk, regulatory agencies, risk management, traded market risk management and regulation, treasury risk management and regulation operational risk management and regulation, standardized approach to measuring market risk, supervision and regulation, deposit insurance, loan loss reserves, credit evaluation processes