Description

---

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.

About the Author

---

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