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Book recommendations about risk managment in banks
Posted: Wed Feb 05, 2014 6:52 am
by maximus
Hello guys,
do you have any book recommendations about risk managment in banks(op risk, market risk, credit risk)?
I appreciate your answer!
Book recommendations about risk managment in banks
Posted: Wed Feb 05, 2014 7:35 am
by lehalle
The ultimate reference is Risk management by Crouhy et al.
Book recommendations about risk managment in banks
Posted: Wed Feb 05, 2014 9:08 am
by zee4
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.
Book recommendations about risk managment in banks
Posted: Wed Feb 19, 2014 1:14 am
by Scotty
and this Hellwig book
Book recommendations about risk managment in banks
Posted: Wed Feb 19, 2014 5:53 pm
by sfca
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.