Risk Management in Banking
Manage Liquidity, Market, Credit, Capital, and Regulatory Risk in Banks
Created by Joël Bessis
Explore how banks identify, measure, and manage risk across liquidity, credit, market, and capital domains. Develop a practical understanding of regulatory frameworks and quantitative models that shape risk decisions. Gain a holistic view of how financial institutions balance uncertainty and performance.
Wiley | Sep 2026 | 384 min
What You Will Learn
You will start by examining the regulatory environment and core balance sheet risks. As you progress, you'll work through hands-on examples of market and credit risk modeling, using real banking scenarios. Later sections show how these models inform capital planning, performance measurement, and the use of derivatives.
Key Features
- Build a strong foundation in banking risk, regulation, and balance sheet management
- Apply quantitative tools for market and credit risk, including VaR and simulation models
- Connect analytics to real-world banking issues like capital allocation and securitization
Target Audience
Designed for banking risk managers, finance professionals, quantitative analysts, and regulators who already have a background in finance and risk concepts. If you want to deepen your ability to analyze and manage risk across the full spectrum of banking activities, this course will help you build advanced, practical skills.
