Commercial Banking Risk Management

Part I. Regulatory Capital and Market Risk

1. Regulatory Capital Requirement in Basel III
Weidong Tian

2. Market Risk Modeling Framework Under Basel
Han Zhang

Part II. Counterparty Credit Risk

3. IMM Approach for Managing Counterparty Credit Risk
Demin Zhuang

4. XVA in the Wake of the Financial Crisis
John Carpenter

Part III. Liquidity Risk, Operational Risk and Fair Lending Risk

5. Liquidity Risk
Larry Li

6. Operational Risk Management
Todd Pleune

7. Fair Lending Monitoring Models
Maia Berkane

Part IV. Model Risk Management

8.
Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful
Jeffrey R. Gerlach, James B. Oldroyd

9. Model Risk Management Under the Current Environment
Dong (Tony) Yang

Part V. CCAR and Stress Testing

10. Region and Sector Effects in Stress Testing of Commercial Loan Portfolio
Steven H. Zhu

11. Estimating the Impact of Model Limitations in Capital Stress Testing
Brian A. Todd, Douglas T. Gardner, Valeriu (Adi) Omer

Part VI. Modern Risk Management Tools

12. Quantitative Risk Management Tools for Practitioners
Roy E. DeMeo

13. Modern Risk Management Tools and Applications
Yimin Yang

Part VII. Risk Management and Technology

14. GRC Technology Introduction
Jeff Recor, Hong Xu

15. GRC Technology Fundamentals
Jeff Recor, Hong Xu

Part VIII. Risk Management: Challenge and Future Directions

16. Quantitative Finance in the Post Crisis Financial Environment
Kevin D. Oden

Avainsanat: Finance, Risk Management, Banking, Macroeconomics/Monetary Economics//Financial Economics