Analyzing Banking Risk

A Framework for Assessing Corporate Governance and Risk Management

Hennie van Greuning, Sonja Brajovic Bratanovic

• Publisher: World Bank Publications
• Year: 2020
• eBook ISBN: 9781464815188
• Edition: 4
• Topic: Economics
• Subtopic: Corporate Governance
• Index: Economics

Analyzing Banking Risk: A Framework for Assessing Corporate Governance and Risk Management provides a comprehensive overview of topics focusing on assessment, analysis, and management of financial risks in banking. The publication emphasizes risk management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial and other risks. This fourth edition remains faithful to the objectives of the original publication. It covers new business aspects affecting banking risks, such as mobile banking and regulatory changes over the past decade—specifically those related to Basel III capital adequacy concepts—as well as new operational risk management topics such as cybercrime, money laundering, and outsourcing. This publication will be of interest to a wide body of users of bank financial data. The target audience includes the persons responsible for the analysis of banks and for the senior management or organizations directing their efforts. Because the publication provides an overview of the spectrum of corporate governance and risk management, it is not aimed at technical specialists of any particular risk management area. *** Hennie van Greuning was formerly a Senior Adviser in the World Bank's Treasury Unit and previously worked as a sector manager for financial sector operations in the World Bank. He has been a partner in a major international accounting firm and a controller and head of bank supervision in a central bank. Since retiring from the World Bank, he has chaired audit, ethics, and risk committees in various banks and has been a member of operational risk and asset-liability management committees. Sonja Brajovic Bratanovic was a Lead Financial Sector Specialist at the World Bank, after a career as a senior official in a central bank. With extensive experience in banking sector reforms and financial risk analysis, she led World Bank programs for financial sector reforms, as well as development projects. Since her retirement, she has continued as a senior consultant for World Bank development projects in the financial sector, as well as an advisor for other development institutions.

Table of contents

• Front Cover
• Title Page
• Copyright Page
• Contents
• Foreword to the Fourth Edition
• Acknowledgments
• About the Authors
• Abbreviations
• 1. Framework for Risk Analysis
• 2. Corporate Governance
• 3. Risk Analysis: Tools and Techniques
• 4. Balance Sheet Structure
• 5. Income Statement Structure
• 6. Capital Adequacy
• 7. Credit Risk Management
• 8. Liquidity Risk Management
• 9. Managing Liquidity and Other Investment Portfolios
• 10. Market Risk Management
• 11. Currency Risk Management
• 12. Asset-Liability Management
• 13. Operational Risk and the Control Environment
• 14. Operational Risk Challenges
• 15. Overview of Operational Risk Management Functions and Activities in a Treasury Environment
• 16. Transparency and Data Quality
• 17. A Risk-Based Approach to Bank Supervision
• Boxes
• Back Cover