The Banking Sector under Financial Stability
The Banking Sector Under Financial Stabilityrecognises the critical importance of the banking sector with respect to financial stability risks, and considers the unique position of banks which by nature assume higher risks, existing within a low equity to total assets ratio.
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Full text (MCPHS users only) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Bingley :
Emerald Publishing Limited,
2018
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| Series: | Theory and Practice of Financial Stability Ser.
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
Table of Contents:
- Front Cover; The Theory and Practice of Financial Stability Volume 2; Copyright Page; Dedication; Contents; List of Figures; List of Tables; List of Acronyms; Preface; Chapter 1 Banks, Risks and Risk Management; 1.1. Introduction; 1.2. Difference between a Bank and a Non-financial Firm; 1.3. Banking Business Inherently Risky: Low-profit Margin but High Leverage; 1.4. Banking Sector and Financial Stability; 1.5. Risks Analysis in Banks; 1.5.1. Risk Definition; 1.5.2. Risk Metrics; 1.5.3. Risk Assessment Matrix; 1.6. Effective Risk Management
- 1.7. Financial, Operational and Environmental Risks Impacting on Banks1.8. Banking Sector Risk Assessment; 1.8.1. Evolving Landscape of Bank Activities; 1.8.2. Board of Directors and Audits; Chapter 2 Banking Sector and Financial Stability; 2.1. Measures to Bolster Financial Stability in the Banking Sector; 2.1.1. Capital and Non-capital Measures; 2.1.2. Funding Structure of Banks; 2.1.3. Liquidity Measurement; 2.1.4. Credit Risk and Performance; 2.1.5. Bank's Business Model and Financial Stability; 2.1.5.1. Sources of Banks' Income; 2.1.5.2. Other Components of Non-interest Income
- 2.1.5.3. Investment Banks: Large Share of Non-interest Income and Non-deposit Funding1.5.3.1. Retail Banks: Large Share of Customer Deposits and Interest Income; 2.1.6. Structure of Assets in the Banking Sector; 2.1.7. Bank Market Concentration and Risk; 2.1.8. Local versus Global Banks; 2.1.9. Off-balance Sheet Activities; 2.1.10. Systemic Risk Buffer; 2.2. Systematic Approach to Financial Stability Risk Assessment in Banks; 2.3. Holistic Approach to Bank Risk Management; 2.4. Internal and External Sources of Risks to a Bank
- Chapter 3 A Framework for Financial Stability Risk Assessment in Banks3.1. Framework for Financial Stability Risk Assessment in Banks; 3.2. Credit Risk; 3.2.1. Items Carrying Credit Risk Exposure on Balance Sheets; 3.2.2. Off-balance Sheet Credit Risk; 3.2.3. Nature of Credit Risk; 3.2.4. Sources of Credit Risk; 3.2.5. Credit Risk Mitigation Tools; 3.2.6. Credit Risk Transfers; 3.2.7. Credit Risk Metrics; 3.2.8. Credit Risk Management; 3.2.9. Solutions to Impaired Loans; 3.2.10. Credit Risk Measurement; 3.2.11. Five Types of Credit Risk Modelling Approaches; 3.3. Credit Risk Models
- 3.3.1. Credit Risk Models of Financial Distress3.3.1.1. Altman's Z-Score; 3.3.1.2. ZETA Score; 3.3.1.3. Emerging Market Scoring Model; 3.3.2. Credit Metrics-Credit Migration Approach; 3.3.3. Macroeconomic Models: Credit Portfolio View as developed by McKinsey and Company; 3.3.3.1. Applied Credit Risk Model at the Macroeconomic Level; 3.3.3.2. Definition of Shocks; 3.3.4. Structural Models: The Option Pricing Approach
- The KMV model; 3.3.5. Reduced Form Approach; 3.3.6. Actuarial Models of Credit Risk; 3.4. Credit Risk: Concept of Expected and Unexpected Losses
