rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Commercial Banking Risk Management
    sub title: Regulation in the Wake of the Financial Crisis
  name:
    name part: Tian, Weidong.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2017
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XXVII, 429 p. 46 illus., 42 illus. in color. online resource.
  abstract: 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: 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.
  note: edited by Weidong Tian.
  subject:
    topic: Finance
  subject:
    topic: Banks and banking
  subject:
    topic: Risk management
  subject:
    topic: Macroeconomics
  subject:
    topic: Finance
  subject:
    topic: Risk Management
  subject:
    topic: Banking
  subject:
    topic: Macroeconomics/Monetary Economics//Financial Economics
  related item:
    title info:
      title: Springer eBooks
  identifier: 9781137594426
  identifier: http://dx.doi.org/10.1057/978-1-137-59442-6
  record info:
    record creation date: 161208
    record change date: 20171221152808.0
    record identifier: 978-1-137-59442-6