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- W573882023 abstract "Contributors to the Conference. Part I: Introduction by Marshall Sarnat. Part II: Risk Management in Banking: An Overview. 1. Bank Risk Management: Theory D.H. Pyle. 2. Risk Management in Banking: Practice Reviewed and Questioned A.M. Santomero. Part III: Managing Market and Credit Risks. 3. Introduction to VAR (Value-at-Risk) Z. Wiener. 4. A Comparison between the BIS 'Standardized Approach' and the 'Internal Models Approach' M. Crouhy, et al. 5. Evaluating Credit Risk: An Option Pricing Approach M. Crouhy, et al. 6. Non-Linear Value-at-Risk M. Britten Jones, S.M. Schaefer. Part IV: Market Risks: The 1996 Basle Accord. 7. A Critique of the Basle Regulation, or How to Enhance (Im) Moral Hazards G. Szego. 8. The Implementation in the UK of the Basle Accord Regarding Market Risk C. Smout. Part V: Problems in Financial Regulation. 9. Recent US Experience in Regulating Financial Risk J. Heimann. 10. A Recent Case History of International Bank Fraud B. Smouha. Part VI: Managing Market Risks: The Case of Israel. 11. Market Risks - The Amendment to the Basle Capital Accord and Internal Model Approach: The Israeli Case Y. Landskroner, et al. 12. Risk Management with Derivatives Traded at the Tel Aviv Stock Exchange Y. Orgler." @default.
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- W573882023 date "1999-01-01" @default.
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- W573882023 title "Risk management and regulation in banking : proceedings of the International Conference on Risk Management and Regulation in Banking (1997)" @default.
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