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This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 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, counterparty credit risk, liquidity risk, operational risk, fair lending risk, model risk, stress test, and CCAR from practical aspects. It also covers major components of enterprise risk management, a modern capital requirement framework, and the data technology used to help manage risk. Each chapter 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.

Risk Management. --- Macroeconomics/Monetary Economics//Financial Economics. --- Finance. --- Banks and banking. --- Risk management. --- Macroeconomics. --- Banking. --- Bank management. --- Asset-liability management. --- Asset-liability management (Banking) --- Funds management --- Financial institutions --- Banks and banking --- Management --- Investments --- Economics --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Finance --- Money --- Insurance

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• Reference Manager
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This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 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, counterparty credit risk, liquidity risk, operational risk, fair lending risk, model risk, stress test, and CCAR from practical aspects. It also covers major components of enterprise risk management, a modern capital requirement framework, and the data technology used to help manage risk. Each chapter 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.

Macroeconomics --- Private finance --- Production management --- banken --- macro-economie --- bankwezen --- risk management

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This Special Issue covers the topic of timely vital risk management - systemic risk - from many important perspectives. It includes novel and scientific approaches from the network with topological indicators on systemic risk, community analysis of the global financial system, welfare analysis of capital insurance and the impact of capital requirement, risk measures, and optimal portfolio and optimal reinsurance under risk constraint. Most articles study the financial sector and insurance companies after the financial crisis of 2008–2009 circa ten years prior. The COVID-19 global pandemic in 2020 has caused similar or even greater challenges for the entire economy. Therefore, this Special Issue will be useful for anyone interested in systemic risk management.

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

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This Special Issue covers the topic of timely vital risk management - systemic risk - from many important perspectives. It includes novel and scientific approaches from the network with topological indicators on systemic risk, community analysis of the global financial system, welfare analysis of capital insurance and the impact of capital requirement, risk measures, and optimal portfolio and optimal reinsurance under risk constraint. Most articles study the financial sector and insurance companies after the financial crisis of 2008–2009 circa ten years prior. The COVID-19 global pandemic in 2020 has caused similar or even greater challenges for the entire economy. Therefore, this Special Issue will be useful for anyone interested in systemic risk management.

Coins, banknotes, medals, seals (numismatics) --- 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