The Management of Risks in Banking

J.N. Allan · Philip Booth · Richard J. Verrall · Duncan Walsh

16 citations0/0 files storedBritish Actuarial Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk Management in Financial Firms Banking stability, regulation, efficiency Credit Risk and Financial Regulations

Abstract

ABSTRACT This paper takes an overview of the various financial risks which need to be managed in banking. It then looks in detail at the specific areas of operational risk, market risk and pricing loans. A cash flow model is then developed, which takes explicit account of the various financial factors which should influence the interest rate charged. The model is applied to price loans with various features. The results of the model are shown, and weaknesses in the model and possible areas for further work indicated.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 16 citations exist upstream.

References

1965Fuzzy sets 1996Fuzzy sets 1952PORTFOLIO SELECTION*1997Statistical Classification Methods in Consumer Credit Scoring: A Review 1985Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 1952Review of the Principles of Life-office Valuations 1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages 1996A k-Nearest-Neighbour Classifier for Assessing Consumer Credit Risk

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.