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Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis / / edited by Weidong Tian
| Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis / / edited by Weidong Tian |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XXVII, 429 p. 46 illus., 42 illus. in color.) |
| Disciplina | 332.1068 |
| Soggetto topico |
Risk management
Banks and banking Macroeconomics Risk Management Banking Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 1-137-59442-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Regulatory Capital in Basel III.- 2 Market Risk Modeling Framework under Basel.- 3 IMM Approach for Managing Counterparty Credit Risk.- 4 XVAs in the Wake of the Financial Crisis -- 5 Liquidity Risk Management.- 6 Operational Risk Management.- 7 Fair Lending Risk Management.- 8 Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful.- 9 Model Risk Management under the Current Environment.- 10 The Effects of Macroeconomic Scenarios in Forecasting -- 11 Estimating the Impact of Model Limitations in Capital Stress Testing.- 12 Quantitative Risk Management Tools for Practitioners.- 13 Modern Simulation Tools for Risk Management.- 14 GRC Technology Introduction.- 15 GRC Technical Fundamentals.- 16 Quantitative Finance in the Post Crisis Financial Environment. |
| Record Nr. | UNINA-9910154816503321 |
| New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Systemic Risk and Reinsurance
| Systemic Risk and Reinsurance |
| Autore | Tian Weidong |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (146 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
optimal reinsurance
general risk measure risk sharing systemic risk capital insurance welfare equilibrium conditional value-at-risk mean-CVaR portfolio optimization risk minimization Neyman–Pearson problem interconnectedness financial conglomerate contagion capital requirement for premium risk collective risk model reinsurance strategies Solvency II community structure complex networks financial markets insurance sector deltaCoVaR minimum spanning trees—topological indicators tail dependence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557134003321 |
Tian Weidong
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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