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Commercial banking risk management =...

Tian, Weidong.

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Commercial banking risk management = regulation in the wake of the financial crisis /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Commercial banking risk management/ edited by Weidong Tian.
其他題名:	regulation in the wake of the financial crisis /
其他作者:	Tian, Weidong.
出版者:	New York :Palgrave Macmillan US : : 2017.,
面頁冊數:	xxvii, 429 p. :ill., digital ;22 cm.
內容註:	1 Regulatory Capital in Basel III -- 2 Market Risk Modeling Framework under Basel -- 3 IMM Approach for Managing Counterparty Credit Risk -- 4 XVAs in the Wake of the Financial Crisis -- 5 Liquidity Risk Management -- 6 Operational Risk Management -- 7 Fair Lending Risk Management -- 8 Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful -- 9 Model Risk Management under the Current Environment -- 10 The Effects of Macroeconomic Scenarios in Forecasting -- 11 Estimating the Impact of Model Limitations in Capital Stress Testing -- 12 Quantitative Risk Management Tools for Practitioners -- 13 Modern Simulation Tools for Risk Management -- 14 GRC Technology Introduction -- 15 GRC Technical Fundamentals -- 16 Quantitative Finance in the Post Crisis Financial Environment.
Contained By:	Springer eBooks
標題:	Banks and banking - Risk management. -
電子資源:	http://dx.doi.org/10.1057/978-1-137-59442-6
ISBN:	9781137594426

Commercial banking risk management = regulation in the wake of the financial crisis /
Commercial banking risk managementregulation in the wake of the financial crisis /[electronic resource] :edited by Weidong Tian. - New York :Palgrave Macmillan US :2017. - xxvii, 429 p. :ill., digital ;22 cm.

1 Regulatory Capital in Basel III -- 2 Market Risk Modeling Framework under Basel -- 3 IMM Approach for Managing Counterparty Credit Risk -- 4 XVAs in the Wake of the Financial Crisis -- 5 Liquidity Risk Management -- 6 Operational Risk Management -- 7 Fair Lending Risk Management -- 8 Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful -- 9 Model Risk Management under the Current Environment -- 10 The Effects of Macroeconomic Scenarios in Forecasting -- 11 Estimating the Impact of Model Limitations in Capital Stress Testing -- 12 Quantitative Risk Management Tools for Practitioners -- 13 Modern Simulation Tools for Risk Management -- 14 GRC Technology Introduction -- 15 GRC Technical Fundamentals -- 16 Quantitative Finance in the Post Crisis Financial Environment.

This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 2007-2008 crisis, suggesting strategies by which financial institutions can comply with stringent new regulations and adapt to the pressures of close supervision while responsibly managing risk. It covers all important commercial banking risk management topics, including market risk, counterparty credit risk, liquidity risk, operational risk, fair lending risk, model risk, stress test, and CCAR from practical aspects. It also covers major components of enterprise risk management, a modern capital requirement framework, and the data technology used to help manage risk. Each chapter is written by an authority who is actively engaged with large commercial banks, consulting firms, auditing firms, regulatory agencies, and universities. This collection will be a trusted resource for anyone working in or studying the commercial banking industry.

ISBN: 9781137594426

Standard No.: 10.1057/978-1-137-59442-6doiSubjects--Topical Terms:

926951
Banks and banking
--Risk management.

LC Class. No.: HG1615 / .C634 2017

Dewey Class. No.: 332.12

Commercial banking risk management = regulation in the wake of the financial crisis /
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