Risk Management and Capital Adequacy

Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon need to know.

Author: Reto Gallati
Publisher: McGraw-Hill Companies
Published: 04/11/2003
Pages: 550
Binding Type: Hardcover
Weight: 2.01lbs
Size: 9.48h x 6.34w x 1.69d
ISBN: 9780071407632

About the Author

Reto Gallati, Ph.D., is deputy chief risk officer at Putnam Investments. A visiting professor at MIT's Sloan School of Management, Dr. Gallati has also worked in risk management at KPMG, Goldman Sachs, and Crédit Suisse and has been an instructor at Boston University, Harvard, and the University of Zurich.

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