Every Humanities eBook is 40% off! Stock up today >>

Commercial Banking Risk Management

Regulation in the Wake of the Financial Crisis

Editors: Tian, Weidong (Ed.)

  • Shares knowledge from practicing industry experts
  • Covers all major post-crisis risk management topics
  • Assists with risk management regulation compliance
see more benefits

Buy this book

eBook $119.00
price for USA (gross)
  • ISBN 978-1-137-59442-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.00
price for USA
  • ISBN 978-1-137-59441-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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 the authors

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 (16 chapters)

  • Regulatory Capital Requirement in Basel III

    Tian, Weidong

    Pages 3-34

  • Market Risk Modeling Framework Under Basel

    Zhang, Han

    Pages 35-52

  • IMM Approach for Managing Counterparty Credit Risk

    Zhuang, Demin

    Pages 55-74

  • XVA in the Wake of the Financial Crisis

    Carpenter, John

    Pages 75-100

  • Liquidity Risk

    Li, Larry

    Pages 103-119

Buy this book

eBook $119.00
price for USA (gross)
  • ISBN 978-1-137-59442-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.00
price for USA
  • ISBN 978-1-137-59441-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Bibliographic Information

Bibliographic Information
Book Title
Commercial Banking Risk Management
Book Subtitle
Regulation in the Wake of the Financial Crisis
Editors
  • Weidong Tian
Copyright
2017
Publisher
Palgrave Macmillan US
Copyright Holder
The Editor(s) (if applicable) and The Author(s)
eBook ISBN
978-1-137-59442-6
DOI
10.1057/978-1-137-59442-6
Hardcover ISBN
978-1-137-59441-9
Edition Number
1
Number of Pages
XXVII, 429
Number of Illustrations and Tables
4 b/w illustrations, 42 illustrations in colour
Topics