標(biāo)題: Titlebook: Commercial Banking Risk Management; Regulation in the Wa Weidong Tian Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 bank.C [打印本頁] 作者: 要旨 時間: 2025-3-21 17:12
書目名稱Commercial Banking Risk Management影響因子(影響力)
作者: 音樂會 時間: 2025-3-21 22:49
https://doi.org/10.1007/978-1-84996-133-2r market risk are proposed in a comprehensive capital framework. This chapter focuses on the market risk modeling framework under Basel. The chapter starts with Basel II to set the major framework of market risk management. Then, its revision in Basel 2.5 is illustrated. Two widely used market risk 作者: spinal-stenosis 時間: 2025-3-22 01:38
Hideaki Terashima,Barry S. Hewlettss events. Liquidity risk is an important risk category largely due to the fact that many crises were attributable to liquid risk not managed well under volatile markets and stress. As a result, there is a significant liquidity risk component in many of the regulatory requirements since 2008. Conseq作者: 完成才會征服 時間: 2025-3-22 05:09 作者: Endearing 時間: 2025-3-22 10:23 作者: 幸福愉悅感 時間: 2025-3-22 13:42 作者: 幸福愉悅感 時間: 2025-3-22 18:32
Jittima Prasara-A,Shabbir H. Gheewalanterpreted, and applied by market practitioners after the financial crisis. An overview of model risk management is discussed, including the typical model risk management organizational structure, as well as some of the challenges frequently encountered in the industry. Moreover, a specific discussi作者: 人類的發(fā)源 時間: 2025-3-23 01:04 作者: lymphedema 時間: 2025-3-23 02:25 作者: Synthesize 時間: 2025-3-23 08:27
CSR, Sustainability, Ethics & Governanceanage their overall market risk. Our focus here is not how front desks hedge their positions, but rather methods aimed at protecting the firm from major losses from market moves or credit events over a given time horizon.作者: 壟斷 時間: 2025-3-23 09:56
Jiewu Leng,Wei Guo,Pingyu Jiangd 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 tech作者: 高深莫測 時間: 2025-3-23 14:31 作者: disparage 時間: 2025-3-23 21:57 作者: outskirts 時間: 2025-3-24 01:51
Weidong TianShares knowledge from practicing industry experts.Covers all major post-crisis risk management topics.Assists with risk management regulation compliance作者: 姑姑在炫耀 時間: 2025-3-24 06:24
http://image.papertrans.cn/c/image/230185.jpg作者: Graduated 時間: 2025-3-24 07:37
CSR, Sustainability, Ethics & Governanceanage their overall market risk. Our focus here is not how front desks hedge their positions, but rather methods aimed at protecting the firm from major losses from market moves or credit events over a given time horizon.作者: certain 時間: 2025-3-24 11:52
Jiewu Leng,Wei Guo,Pingyu Jiangd 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.作者: Foment 時間: 2025-3-24 16:28 作者: concise 時間: 2025-3-24 20:39 作者: mitral-valve 時間: 2025-3-25 01:53
IMM Approach for Managing Counterparty Credit RiskIn this chapter, we describe the methodologies for measuring and mitigating counterparty risk that are commonly practiced in major commercial banks. These methodologies have been recognized as industry standard approaches for internal model methods (IMM).作者: 熱心助人 時間: 2025-3-25 06:59 作者: 消耗 時間: 2025-3-25 11:25 作者: LATER 時間: 2025-3-25 15:14 作者: ACME 時間: 2025-3-25 16:33
Regulatory Capital Requirement in Basel IIInancial crisis of 2007–2008 is the lack of high quality and quantity of capital base during the stressed time period. I explainthe regulatory capital requirement on commercial banks that aims to ensure resilient banks and banking systems since 2008. It starts with the concept of capital and then exa作者: Gudgeon 時間: 2025-3-25 19:59
Market Risk Modeling Framework Under Baselr market risk are proposed in a comprehensive capital framework. This chapter focuses on the market risk modeling framework under Basel. The chapter starts with Basel II to set the major framework of market risk management. Then, its revision in Basel 2.5 is illustrated. Two widely used market risk 作者: BRIBE 時間: 2025-3-26 04:08
Liquidity Riskss events. Liquidity risk is an important risk category largely due to the fact that many crises were attributable to liquid risk not managed well under volatile markets and stress. As a result, there is a significant liquidity risk component in many of the regulatory requirements since 2008. Conseq作者: 預(yù)示 時間: 2025-3-26 06:26 作者: 宿醉 時間: 2025-3-26 11:26 作者: Jogging 時間: 2025-3-26 12:38 作者: In-Situ 時間: 2025-3-26 18:46
Model Risk Management Under the Current Environmentnterpreted, and applied by market practitioners after the financial crisis. An overview of model risk management is discussed, including the typical model risk management organizational structure, as well as some of the challenges frequently encountered in the industry. Moreover, a specific discussi作者: xanthelasma 時間: 2025-3-27 00:16
Region and Sector Effects in Stress Testing of Commercial Loan Portfoliofolio, but also an essential component in the capital plan submitted for regulatory approval in the annual CCAR and DFAST stress testing. Under the regulatory guidelines, banks must demonstrate in their stress testing methodology that the risk characteristics of a loan portfolio are properly capture作者: Microgram 時間: 2025-3-27 04:02 作者: 絕食 時間: 2025-3-27 05:57
Quantitative Risk Management Tools for Practitionersanage their overall market risk. Our focus here is not how front desks hedge their positions, but rather methods aimed at protecting the firm from major losses from market moves or credit events over a given time horizon.作者: 無能力之人 時間: 2025-3-27 11:09 作者: jet-lag 時間: 2025-3-27 17:10
ter 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.978-1-349-93402-7978-1-137-59442-6作者: 影響深遠(yuǎn) 時間: 2025-3-27 21:18 作者: Laconic 時間: 2025-3-28 00:33
Operational Risk Managementl risk in capital stress testing has led many more banks to model operational risk. For this reason, we provide examples of stress testing models in this chapter. We also discuss benefits and challenges of the latest approaches to operational risk management and measurement.作者: 金哥占卜者 時間: 2025-3-28 03:01
Fair Lending Monitoring Modelsion, and fines from different regulatory agencies. We present some of the quantitative challenges in detecting and measuring this kind of risk and give a different modeling approach that addresses some of these challenges.作者: MAG 時間: 2025-3-28 08:52 作者: Alopecia-Areata 時間: 2025-3-28 13:10
Hideaki Terashima,Barry S. Hewlettuently, the financial industry has been reshaped and is still adapting to better address the liquidity risk concerns in both normal and stressed scenarios. This chapter aims to provide an overall picture of these ever changing landscapes and associated challenges.作者: Chagrin 時間: 2025-3-28 14:47
Samuel Jilo Dira,Barry S. Hewlettl risk in capital stress testing has led many more banks to model operational risk. For this reason, we provide examples of stress testing models in this chapter. We also discuss benefits and challenges of the latest approaches to operational risk management and measurement.作者: Corral 時間: 2025-3-28 22:08 作者: DUCE 時間: 2025-3-29 02:19 作者: 百靈鳥 時間: 2025-3-29 06:14
Book 2017the 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, counterpart作者: oblique 時間: 2025-3-29 10:30 作者: Dna262 時間: 2025-3-29 13:58
https://doi.org/10.1007/978-1-84996-133-2tarts with Basel II to set the major framework of market risk management. Then, its revision in Basel 2.5 is illustrated. Two widely used market risk measures and their pros and cons are explained. Finally, the latest revised minimum capital requirement for market risk published in January 2016 is briefly documented.作者: 催眠 時間: 2025-3-29 19:16 作者: faucet 時間: 2025-3-29 21:53 作者: landmark 時間: 2025-3-30 00:27
