Commercial banking risk management : regulation in the wake of the financial crisis
Author(s)
Bibliographic Information
Commercial banking risk management : regulation in the wake of the financial crisis
Palgrave Macmillan, c2017
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
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.
Table of Contents
- 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
by "Nielsen BookData"
