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Commercial Banking Risk Management: Regulation in the Wake of the Financial Crisis

Commercial Banking Risk Management: Regulation in the Wake of the Financial Crisis

Hardcover

AccountingBusiness GeneralEconomics

ISBN10: 1137594411
ISBN13: 9781137594419
Publisher: Springer Nature
Published: Dec 9 2016
Pages: 429
Weight: 1.50
Height: 1.10 Width: 6.00 Depth: 8.30
Language: English
PART I: REGULATORY CAPITAL AND MARKET RISK1. Regulatory Capital in Basel III; Weidong Tian2. Market Risk Modeling Framework under Basel; Han ZhangPART II: COUNTERPARTY CREDIT RISK3. IMM Approach for Managing Counterparty Credit Risk; Deming Zhuang4. XVAs in the Wake of the Financial Crisis; John CarpenterPART III: LIQUIDITY RISK, OPERATIONAL RISK, AND FAIR LENDING RISK5. Liquidity Risk Management; Larry Li6. Operational Risk Management; Todd Pleune7. Fair Lending Risk Management; Maia BerkanePART IV: MODEL RISK MANAGEMENT8. Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful; Jeffrey Gerlach, James B. Oldroyd9. Model Risk Management under the Current Environment; Dong (Tony) Yang PART V: STRESS TEST AND CCAR10. The Effects of Macroeconomic Scenarios in Forecasting; Steven Zhu11. Estimating the Impact of Model Limitations in Capital Stress Testing; Brain A. Todd, Douglas Gardner, Valeriu (Adi) OmerPART VI: MODERN RISK MANAGEMENT TOOLS12. Quantitative Risk Management Tools for Practitioners; Roy E. DeMeo13. Modern Simulation Tools for Risk Management; Yimin YangPART VII: RISK MANAGEMENT AND TECHNOLOGY14. GRC Technology Introduction; Jeff Recor, Hong Xu15. GRC Technical Fundamentals; Jeff Recor, Hong XuPART VIII: RISK MANAGEMENT CHALLENGES AND FUTURE DIRECTIONS16. Quantitative Finance in the Post Crisis Financial Environment; Kevin Oden

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