Bank Risk Systems: Credit Modeling, Liquidity Management, Capital Planning, Stress Testing, and Regulatory Reporting Architecture
Bank Risk Systems provides a focused guide to the core systems named in its title: credit modeling, liquidity management, capital planning, stress testing, and regulatory reporting architecture. It offers readers a structured way to consider these interconnected areas within the broader context of banking risk management.
About This Book
Bank Risk Systems examines the interconnected areas that support financial risk management within banking.
Its stated coverage includes credit modeling, liquidity management, capital planning, stress testing, and regulatory reporting architecture.
The book is suited to readers seeking a structured introduction to the major systems and processes named in its title.
Vincent Bisette is the listed author of this work.
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