Risk Management in Banking, Third Edition considers all aspects of risk management emphasizing the need to understand conceptual and implementation issues of risk management and examining the latest techniques and practical issues, including: Asset-Liability, Management, Risk regulations and accounting standards Market risk models, Credit risk models, Dependencies modeling, Credit portfolio models, Capital Allocation Risk-adjusted performance, Credit portfolio management. Building on the considerable success of this classic work, the third edition is an indispensable text for MBA students, practitioners in banking and financial services, bank regulators and auditors alike.