Book recommendations about risk managment in banks

maximus · Post by **maximus** » Wed Feb 05, 2014 6:52 am

Hello guys,

do you have any book recommendations about risk managment in banks(op risk, market risk, credit risk)?

I appreciate your answer!

lehalle · Post by **lehalle** » Wed Feb 05, 2014 7:35 am

The ultimate reference is Risk management by Crouhy et al.

zee4 · Post by **zee4** » Wed Feb 05, 2014 9:08 am

You might also want to check this one out: http://www.amazon.com/Risk-Management-Banking-235-Bessis/dp/0470019131

2002 edition was solid, not quite sure about the new edition though.

Scotty · Post by **Scotty** » Wed Feb 19, 2014 1:14 am

and this Hellwig book

sfca · Post by **sfca** » Wed Feb 19, 2014 5:53 pm

For a general risk book on VAR, factor analysis, and a survey of the math behind several risk analysis techniques there is a free online book at http://value-at-risk.net/ . The mapping and factor sections are interesting if thats something you might be into. This site is the author's site and he published it for free because of a dispute with the publishing house.