Commercial Banking Risk Management: Regulation in the Wake of the Financial Crisis

PART I: REGULATORY CAPITAL AND MARKET RISK1. Regulatory Capital in Basel III
Weidong Tian2. Market Risk Modeling Framework under Basel
Han ZhangPART II: COUNTERPARTY CREDIT RISK3. IMM Approach for Managing Counterparty Credit Risk
Deming Zhuang4. XVAs in the Wake of the Financial Crisis
John CarpenterPART III: LIQUIDITY RISK, OPERATIONAL RISK, AND FAIR LENDING RISK5. Liquidity Risk Management
Larry Li6. Operational Risk Management
Todd Pleune7. Fair Lending Risk Management
Maia BerkanePART IV: MODEL RISK MANAGEMENT8. Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful
Jeffrey Gerlach, James B. Oldroyd9. Model Risk Management under the Current Environment
Dong (Tony) Yang PART V: STRESS TEST AND CCAR10. The Effects of Macroeconomic Scenarios in Forecasting
Steven Zhu11. Estimating the Impact of Model Limitations in Capital Stress Testing
Brain A. Todd, Douglas Gardner, Valeriu (Adi) OmerPART VI: MODERN RISK MANAGEMENT TOOLS12. Quantitative Risk Management Tools for Practitioners
Roy E. DeMeo13. Modern Simulation Tools for Risk Management
Yimin YangPART VII: RISK MANAGEMENT AND TECHNOLOGY14. GRC Technology Introduction
Jeff Recor, Hong Xu15. GRC Technical Fundamentals
Jeff Recor, Hong XuPART VIII: RISK MANAGEMENT CHALLENGES AND FUTURE DIRECTIONS16. Quantitative Finance in the Post Crisis Financial Environment
Kevin Oden