Commercial Banking Risk Management

PART I: REGULATORY CAPITAL AND MARKET RISK 1. Regulatory Capital 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; Deming Zhuang 4. XVAs in the Wake of the Financial Crisis; John Carpenter PART III: LIQUIDITY RISK, OPERATIONAL RISK, AND FAIR LENDING RISK 5. Liquidity Risk Management; Larry Li 6. Operational Risk Management; Todd Pleune 7. Fair Lending Risk Management; Maia Berkane PART IV: MODEL RISK MANAGEMENT 8. Caveat Numerus: How Business Leaders Can Make Quantitative Models More Useful; Jeffrey Gerlach, James B. Oldroyd 9. Model Risk Management under the Current Environment; Dong (Tony) Yang PART V: STRESS TEST AND CCAR 10. The Effects of Macroeconomic Scenarios in Forecasting; Steven Zhu 11. Estimating the Impact of Model Limitations in Capital Stress Testing; Brain A. Todd, Douglas Gardner, Valeriu (Adi) Omer PART VI: MODERN RISK MANAGEMENT TOOLS 12. Quantitative Risk Management Tools for Practitioners; Roy E. DeMeo 13. Modern Simulation Tools for Risk Management; Yimin Yang PART VII: RISK MANAGEMENT AND TECHNOLOGY 14. GRC Technology Introduction; Jeff Recor, Hong Xu 15. GRC Technical Fundamentals; Jeff Recor, Hong Xu PART VIII: RISK MANAGEMENT CHALLENGES AND FUTURE DIRECTIONS 16. Quantitative Finance in the Post Crisis Financial Environment; Kevin Oden

Weidong Tian is Professor of Finance and Distinguished Professor of Risk Management and Insurance at the University of North Carolina at Charlotte, USA. Prior to coming to UNC Charlotte, Tian served as a faculty member at the University of Waterloo, Canada, and a visiting scholar at the Sloan School of Management at the Massachusetts Institute of Technology, USA. He also held various positions in financial institutions.ContributorsMaia Berkane, Wells Fargo & Co.John Carpenter, Bank of AmericaRoy E. DeMeo, Wells Fargo & Co.Douglas Gardner, Bank of the WestJeffrey Gerlach, Federal Reserve of RichmondLarry Li, JPMorgan ChaseKevin Oden, Wells Fargo & Co.James B. Oldroyd, Brigham Young UniversityValeriu (Adi) Omer, Bank of the WestTodd Pleune, ProtivitiJeff Recor, Grant ThorntonBrain A. Todd, Bank of the WestHong Xu, AIGDong (Tony) YangYimin Yang, ProtivitiHan Zhang, Wells Fargo & Co., USASteven Zhu, Bank of AmericaDeming Zhuang, Citigroup