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Commercial Banking Risk Management

Regulation in the Wake of the Financial Crisis

  • Weidong Tian

Table of contents

  1. Front Matter
    Pages i-xxvii
  2. Regulatory Capital and Market Risk

    1. Front Matter
      Pages 1-1
  3. Counterparty Credit Risk

    1. Front Matter
      Pages 53-53
    2. John Carpenter
      Pages 75-100
  4. Liquidity Risk, Operational Risk and Fair Lending Risk

    1. Front Matter
      Pages 101-101
    2. Larry Li
      Pages 103-119
    3. Todd Pleune
      Pages 121-134
    4. Maia Berkane
      Pages 135-150
  5. Model Risk Management

    1. Front Matter
      Pages 151-151
    2. Jeffrey R. Gerlach, James B. Oldroyd
      Pages 153-167
  6. CCAR and Stress Testing

    1. Front Matter
      Pages 199-199
    2. Brian A. Todd, Douglas T. Gardner, Valeriu (Adi) Omer
      Pages 231-249
  7. Modern Risk Management Tools

    1. Front Matter
      Pages 251-251
  8. Risk Management and Technology

    1. Front Matter
      Pages 303-303
    2. Jeff Recor, Hong Xu
      Pages 305-331
    3. Jeff Recor, Hong Xu
      Pages 333-392
  9. Risk Management: Challenge and Future Directions

    1. Front Matter
      Pages 393-393
  10. Back Matter
    Pages 419-429

About this book

Introduction

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.

Keywords

bank Comprehensive Capital Analysis and Review Internal Model Method Valuation adjustments governance compliance banking Basel II Basel III Credit Risk econometrics economics finance macroeconomics Risk Management

Editors and affiliations

  • Weidong Tian
    • 1
  1. 1.University of North Carolina at CharlotteCharlotteUSA

Bibliographic information

  • DOI https://doi.org/10.1057/978-1-137-59442-6
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2017
  • Publisher Name Palgrave Macmillan, New York
  • eBook Packages Economics and Finance
  • Print ISBN 978-1-137-59441-9
  • Online ISBN 978-1-137-59442-6
  • Buy this book on publisher's site