Commercial Banking Risk Management

Edited by Weidong Tian ()

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 2017
ISBN: 978-1-137-59442-6
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Regulatory Capital Requirement in Basel III

Weidong Tian

Market Risk Modeling Framework Under Basel

Han Zhang

IMM Approach for Managing Counterparty Credit Risk

Demin Zhuang

XVA in the Wake of the Financial Crisis

John Carpenter

Liquidity Risk

Larry Li

Operational Risk Management

Todd Pleune

Fair Lending Monitoring Models

Maia Berkane

Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful

Jeffrey R. Gerlach and James B. Oldroyd

Model Risk Management Under the Current Environment

Dong (Tony) Yang

Region and Sector Effects in Stress Testing of Commercial Loan Portfolio

Steven H. Zhu

Estimating the Impact of Model Limitations in Capital Stress Testing

Brian A. Todd, Douglas T. Gardner and Valeriu (Adi) Omer

Quantitative Risk Management Tools for Practitioners

Roy E. DeMeo

Modern Risk Management Tools and Applications

Yimin Yang

GRC Technology Introduction

Jeff Recor and Hong Xu

GRC Technology Fundamentals

Jeff Recor and Hong Xu

Quantitative Finance in the Post Crisis Financial Environment

Kevin D. Oden

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:palbok:978-1-137-59442-6

Ordering information: This item can be ordered from
http://www.palgrave.com/9781137594426

DOI: 10.1057/978-1-137-59442-6

Access Statistics for this book

More books in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().