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The Resource Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis, edited by Weidong Tian, (electronic resource)

Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis, edited by Weidong Tian, (electronic resource)

Creator
Summary
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.--
Language
eng
Work
Publication
Extent
1 online resource (XXVII, 429 pages)
Contents
  • 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
Isbn
9781137594426
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1057/978-1-137-59442-6
Instance
Label
Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis
Title
Commercial Banking Risk Management
Title remainder
Regulation in the Wake of the Financial Crisis
Statement of responsibility
edited by Weidong Tian
Creator
Subject
Language
eng
Summary
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.--
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Tian, Weidong,
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Springer eBooks.
http://library.link/vocab/subjectName
  • Finance
  • Banks and banking
  • Risk management
  • Macroeconomics
  • Finance
  • Risk Management
  • Banking
  • Macroeconomics/Monetary Economics//Financial Economics
Label
Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis, edited by Weidong Tian, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1057/978-1-137-59442-6
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-1-137-59442-6
Dimensions
unknown
Extent
1 online resource (XXVII, 429 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781137594426
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/978-1-137-59442-6
Other physical details
46 illustrations, 42 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)966243444
Label
Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis, edited by Weidong Tian, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1057/978-1-137-59442-6
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-1-137-59442-6
Dimensions
unknown
Extent
1 online resource (XXVII, 429 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781137594426
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/978-1-137-59442-6
Other physical details
46 illustrations, 42 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)966243444

Subject

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