Commercial banking risk management : regulation in the wake of the financial crisis / edited by Weidong Tian

CONTENTS

Part I Regulatory Capital and Market Risk
Regulatory Capital Requirement in Basel III
Market Risk Modeling Framework Under Basel

Part II Counterparty Credit Risk
IMM approach for managing Counterparty Credit Risk
XVA in the Wake of the Financial Crisis

Part III Liquidity Risk, Operational Risk and Fair Lending Risk
Liquidity Risk
Operational Risk Management
Fair Lending Monitoring Model

Part IV Model Risk Management
Caveat Numerus: How Business Leaders can make Quantitative Models More Useful
Model risk Management Under the Current Environment

Part V CCAR and Stress Testing
Region and Sector Effects in Stress Testing of Commercial Loan Portfolio
Estimating the Impact of Model Limitation in Capital Stress Testing

Part VI Modern Risk Management Tools
Quantitative Risk Management Tools for Practitioners
Modern Risk Management Tools for Applications

Part VII Risk Management and Technology
GRC Technology Introduction
GRC Technology Fundamentals

Part VIII Risk management Challenge and Future Directions
Quantitative Finance in the Post Crisis Financial Environment

Includes bibliographical references and index.