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Author:   Weidong Tian
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2017
Dimensions:   Width: 14.80cm , Height: 2.80cm , Length: 21.00cm
Weight:   6.921kg
ISBN:  

9781137594419

ISBN 10:   1137594411
Pages:   429
Publication Date:   09 December 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

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Author Information

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. ContributorsMaia 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

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