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Commercial Banking Risk Management

Regulation in the Wake of the Financial Crisis

  • Book
  • © 2017

Overview

Editors:
  1. Weidong Tian

    1. University of North Carolina at Charlotte, Charlotte, USA

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

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xxvii
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  2. Regulatory Capital and Market Risk

    1. Front Matter

      Pages 1-1
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    2. Regulatory Capital Requirement in Basel III

      • Weidong Tian
      Pages 3-34

    3. Market Risk Modeling Framework Under Basel

      • Han Zhang
      Pages 35-52

  3. Counterparty Credit Risk

    1. Front Matter

      Pages 53-53
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    2. IMM Approach for Managing Counterparty Credit Risk

      • Demin Zhuang
      Pages 55-74

    3. XVA in the Wake of the Financial Crisis

      • John Carpenter
      Pages 75-100

  4. Liquidity Risk, Operational Risk and Fair Lending Risk

    1. Front Matter

      Pages 101-101
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    2. Liquidity Risk

      • Larry Li
      Pages 103-119

    3. Operational Risk Management

      • Todd Pleune
      Pages 121-134

    4. Fair Lending Monitoring Models

      • Maia Berkane
      Pages 135-150

  5. Model Risk Management

    1. Front Matter

      Pages 151-151
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    2. Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful

      • Jeffrey R. Gerlach, James B. Oldroyd
      Pages 153-167

    3. Model Risk Management Under the Current Environment

      • Dong (Tony) Yang
      Pages 169-197

  6. CCAR and Stress Testing

    1. Front Matter

      Pages 199-199
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    2. Region and Sector Effects in Stress Testing of Commercial Loan Portfolio

      • Steven H. Zhu
      Pages 201-229

    3. Estimating the Impact of Model Limitations in Capital Stress Testing

      • Brian A. Todd, Douglas T. Gardner, Valeriu (Adi) Omer
      Pages 231-249

  7. Modern Risk Management Tools

    1. Front Matter

      Pages 251-251
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    2. Quantitative Risk Management Tools for Practitioners

      • Roy E. DeMeo
      Pages 253-280

    3. Modern Risk Management Tools and Applications

      • Yimin Yang
      Pages 281-302
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Keywords

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.

Editors and Affiliations

  • University of North Carolina at Charlotte, Charlotte, USA

    Weidong Tian

About the editor

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.

Contributors
Maia 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

Bibliographic Information

  • Book Title: Commercial Banking Risk Management

  • Book Subtitle: Regulation in the Wake of the Financial Crisis

  • Editors: Weidong Tian

  • DOI: https://doi.org/10.1057/978-1-137-59442-6

  • Publisher: Palgrave Macmillan New York

  • eBook Packages: Economics and Finance, Economics and Finance (R0)

  • Copyright Information: The Editor(s) (if applicable) and The Author(s) 2017

  • Hardcover ISBN: 978-1-137-59441-9Published: 09 December 2016

  • Softcover ISBN: 978-1-349-93402-7Published: 31 January 2019

  • eBook ISBN: 978-1-137-59442-6Published: 08 December 2016

  • Edition Number: 1

  • Number of Pages: XXVII, 429

  • Number of Illustrations: 4 b/w illustrations, 42 illustrations in colour

  • Topics: Risk Management, Banking, Macroeconomics/Monetary Economics//Financial Economics

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