Modern Risk Management Tools and Applications

Yimin Yang
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Yimin Yang: Protivit, Inc.

A chapter in Commercial Banking Risk Management, 2017, pp 281-302 from Palgrave Macmillan

Abstract: Abstract This chapter presents modern risk management tools that are employed by commercial banks. Some tools have been widely used in practice for a while, and others have been recently developed to meet the challenges of the new regulatory and risk management environment. This chapter selects a few representative tools from common commercial bank risk management practices and demonstrates their approaches, methodologies, and usages with appropriate technical details.

Keywords: Transition Matrice; Economic Capital; Default Probability; Loss Distribution; Loan Portfolio (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-59442-6_13

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DOI: 10.1057/978-1-137-59442-6_13

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