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© 2017

Commercial Banking Risk Management

Regulation in the Wake of the Financial Crisis

  • Weidong Tian
  • Shares knowledge from practicing industry experts

  • Covers all major post-crisis risk management topics

  • Assists with risk management regulation compliance

Book

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

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

About the editors

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

Industry Sectors
Engineering
Finance, Business & Banking