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Quantitative Risk Management Tools for Practitioners

In: Commercial Banking Risk Management

Author

Listed:
  • Roy E. DeMeo

    (Wells Fargo & Co.)

Abstract

In this chapter, we give an overview of the techniques many banks and investment firms use to satisfy regulatory capital requirements and internally manage their overall market risk. Our focus here is not how front desks hedge their positions, but rather methods aimed at protecting the firm from major losses from market moves or credit events over a given time horizon.

Suggested Citation

  • Roy E. DeMeo, 2017. "Quantitative Risk Management Tools for Practitioners," Palgrave Macmillan Books, in: Weidong Tian (ed.), Commercial Banking Risk Management, pages 253-280, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-59442-6_12
    DOI: 10.1057/978-1-137-59442-6_12
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