Cart
Free US shipping over $10
Proud to be B-Corp

Commercial Banking Risk Management Weidong Tian

Commercial Banking Risk Management By Weidong Tian

Commercial Banking Risk Management by Weidong Tian


$136.59
Condition - New
Only 2 left

Summary

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.

Commercial Banking Risk Management Summary

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

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.

About Weidong Tian

Weidong Tian is Professor of Finance and Distinguished Professor of Risk Management and Insurance at the University of North Carolina at Charlotte, USA. Prior to coming to UNC Charlotte, Tian served as a faculty member at the University of Waterloo, Canada, and a visiting scholar at the Sloan School of Management at the Massachusetts Institute of Technology, USA. He also held various positions in financial institutions.
ContributorsMaia Berkane, Wells Fargo & Co.
John Carpenter, Bank of America
Roy E. DeMeo, Wells Fargo & Co.
Douglas Gardner, Bank of the West
Jeffrey Gerlach, Federal Reserve of Richmond
Larry Li, JPMorgan Chase
Kevin Oden, Wells Fargo & Co.
James B. Oldroyd, Brigham Young University
Valeriu (Adi) Omer, Bank of the West
Todd Pleune, Protiviti
Jeff Recor, Grant Thornton
Brain A. Todd, Bank of the West
Hong Xu, AIG
Dong (Tony) Yang
Yimin Yang, Protiviti
Han Zhang, Wells Fargo & Co., USA
Steven Zhu, Bank of America
Deming Zhuang, Citigroup

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

Additional information

NLS9781349934027
9781349934027
134993402X
Commercial Banking Risk Management: Regulation in the Wake of the Financial Crisis by Weidong Tian
New
Paperback
Palgrave Macmillan
2019-01-31
429
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Commercial Banking Risk Management