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ISCTE-IUL  >  Ensino  >  MEMF

Bancos e Outras Instituições Financeiras (2 º Sem 2018/2019)

Bibliografia

Básica

    1. Doff, R. (2015). Risk Management for Insurers. Risk Books, London.
    2. Leão, E., Leão, P. and Lagoa, S. (2011). Política Monetária e Mercados Financeiros. Edições Sílabo, 2.ª Edição.
    3. Mishkin, F. S., Matthews, K. and Giuliodori, M. (2013). The Economics of Money, Banking and Financial Markets. EUROPEAN EDITION. Pearson.  
    4. Saunders, A. and Cornett, M. (2010). Financial Institutions Management: A Risk Management Approach. 7th edition, McGraw-Hill. 
    5. Tirole, J. (2006). The Theory of Corporate Finance. Princeton University Press.
    
    

Complementar

    1. Douglas W. Diamond (2007), "Banks and Liquidity Creation: A Simple Exposition of the Diamond-Dybvig Model," Federal Reserve Bank of Richmond Economic Quarterly, 93,189-200. (For CP 4; number of pages to be announced later).
    2. Markus Brunnermeier, Andrew Crockett, Charles Goodhart, Avi Persaud and Hyun Shin (2009). The Fundamental Principles of Financial Regulation, 11th Geneva Report on the World Economy, Geneva. (For CP 5; number of pages to be announced later).
    3. Viral Acharya, Thomas Cooley, Matthew Richardson and Ingo Walter, Eds. (2010). Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance, New York University Stern School of Business for John Wiley & Sons, New Jersey. (For CP 5; number of pages to be announced later).
    4. Phillipe Jorion (2010). Financial Risk Manager Handbook, Willey, New York.(For CP6; number of pages to be announced later).
    5. Lagoa, S., Leao, E, e Santos, J. P. (2004). Sistema bancário: evolução recente e seu papel no ajustamento da economia portuguesa. Prospectiva e Planeamento: 175-230.
    6. Regime prudencial aplicável ao setor segurador - regime jurídico de acesso e exercício da atividade seguradora, aprovado pela Lei n.º 147/2015, de 9 de setembro, Regulamento Delegado (UE) n.º 2015/35 da Comissão, de 10 de outubro de 2014, alterado pelo Regulamento Delegado (UE) n.º 2016/467 da Comissão, de 30 de setembro de 2015, Regulamentos de Execução e Orientações - disponíveis no site da Autoridade de Supervisão de Seguros e Fundos de Pensões (www.asf.com no separador Solvência II existente no separador Legislação/Regulamentação).
    
    Outra bibliografia: 
    7. Viral Acharya and Matthew Richardson, Eds. (2009). Restoring Financial Stability: How to Repair a Failed System, New York University Stern School of Business for John Wiley & Sons, New Jersey.
    8. Mathias Dewatripont, Jean-Charles Rochet, and Jean Tirole (2010). Balancing the Banks: Global Lessons from the Financial Crisis, Princeton University Press, Princeton.
    9. Xavier Freixas and Jean-Charles Rochet (2008). Microeconomics of Banking, 2nd ed., MIT Press, Cambridge, Mass.
    10. Kenneth R. French et al., Eds. (2010). The Squam Lake Report : Fixing the Financial System, Princeton University Press, Princeton.
    11. Martin Hellwig (2008). "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis." Preprints of the Max Planck Institute for Research on Collective Goods, Bonn 2008/43, Bonn.
    12. Laurence J. Kotlikoff (2010). Jimmy Stewart Is Dead: Ending the World's Ongoing Financial Plague with Limited Purpose Banking, John Wiley & Sons, New Jersey.
    13. Jean-Charles Rochet (2010). "Le futur de la réglementation bancaire", Toulouse School of Economics, Toulouse.
    14. Jean-Charles Rochet (2009). Regulating Systemic Institutions, Finnish Economic Papers -- Volume 22 -- Number 2 -- Autumn 2009.
    15. Jean-Charles Rochet (2007). Why Are there So Many Banking Crises? The Politics and Policy of Bank Regulation, Princeton University Press, Princeton.
    16. Anjan V. Thakor and Arnoud W. A. Boot, Eds. (2008). Handbook of Financial Intermediation & Banking, Elsevier, Amsterdam.
    17. Jean Tirole (2009). "Leçons d'une crise", Toulouse School of Economics, Toulouse.
    18. Anthony Saunders and Linda Allen (2009).Credit Risk Measurement , Wiley, New York.
    19. Bessis, Joel (2010), Risk Management in Banking, 3th Edition, John Wiley & Sons. 
    20. European Central Bank (2011). The Monetary Policy of the ECB, ECB
    21. Fabozzi, Frank J. (2012), Bond Markets: Analysis and Strategies, Prentice Hall, 8th edition. 
    22. Foo, C.-T. (2008), "Conceptual lessons on financial strategy following the US sub-prime crisis", The Journal of Risk Finance, 9: 3, pp. 292-302. 
    23. Giustiniani, A., Thornton, J. (2011), "Post-Crisis financial reform: Where do we stand", Bangor Business School Working Paper 11/001, October. 
    24. Golub, B. W. and Crum, C. C. (2010), "Risk Management Lessons Worth Remembering from the Credit Crisis of 2007-2009", The Journal of Portfolio Management, 21-44. 
    25. Hull, John (2012), Risk Management and Financial Institutions, Prentice Hall, 3th edition. 
    26. Autoridade de Supervisão de Seguros e Fundos de Pensões (www.asf.com), estatísticas e publicações.
    27. Jorion, Philippe (2006), Value at Risk, McGraw-Hill. 
    28. Lang, W. W., Jagtiani, J. A. (2010), "The mortgage and financial crises: The role of credit risk management and corporate governance", Atlantic Economic Journal, 38, pp. 295-316.  
    29. Mishkin, F. and Mishkin, S. G. (2012), Financial markets and institutions, Prentice Hall, 7th Ed. 
    30. Walsh, C. (2003), Monetary Theory and Policy, MIT Press.