书目详细信息
： Commercial banking risk management :
书目信息 机读格式(MARC)
| ISBN： | 9781349934027 |
|---|---|
| ISBN： | 134993402X |
| ISBN： | 9781137594419 |
| ISBN： | 1137594411 |
| 编目源： | CNPIEC CNPIEC |
| 题名： | Commercial banking risk management : regulation in the wake of the financial crisis / Weidong Tian, editor. |
| 索书号： | F830.3/T551E |
| 载体形态： | xxvii, 429 pages : illustrations ; 22 cm |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |