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

• Corporate Author: SpringerLink (Online service)
• Other Authors: Tian, Weidong (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2017.
• Subjects: Finance.; Banks and banking.; Risk management.; Macroeconomics.; Risk Management.; Banking.; Macroeconomics/Monetary Economics//Financial Economics.

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 cl...

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.