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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 |
Financial risk management
Financial services industry Macroeconomics Risk Management Financial Services Macroeconomics and Monetary Economics |
| ISBN |
9781137594426
113759442X |
| 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 online resource (146 p.) |
| Soggetto topico | Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
capital insurance
capital requirement for premium risk collective risk model community structure complex networks conditional value-at-risk contagion deltaCoVaR equilibrium financial conglomerate financial markets general risk measure insurance sector interconnectedness mean-CVaR portfolio optimization minimum spanning trees-topological indicators Neyman-Pearson problem optimal reinsurance reinsurance strategies risk minimization risk sharing Solvency II systemic risk tail dependence welfare |
| 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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