This comprehensive volume offers an in‑depth examination of the risks faced by modern banking institutions and the tools used to measure and manage them. Morton Glantz, a finance scholar known for his work in credit analysis and emerging market risk, brings both academic rigor and practical insight to topics such as credit risk, market risk, interest rate exposure, liquidity management, derivatives, and regulatory capital. Blending theory with real-world applications, the book explores how banks identify vulnerabilities, price risk, structure portfolios, and respond to changing economic and regulatory environments. Case material and quantitative frameworks make it especially useful for finance professionals, advanced students, and anyone interested in the mechanics of financial stability. Readers seeking a detailed, methodical guide to bank risk management will find this a substantial and informative resource.
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