Applied Derivatives
TradingInteresting articles in risk management including: The seven L's of risk management, Should the derivative markets be regulated, and Yield curves and how to build them.
Applied Derivatives
Trading
Interesting articles in risk management including: The seven
L's of risk management, Should the derivative markets be regulated, and Yield
curves and how to build them.
Bank for International Settlements
(BIS)
Bankers Trust
Bankers
Trust Technical Description of RAROC 2020
BARRA Newsletter
Articles on Risk
Many articles on risk management topics showing full
text.
Bob Browning's Guide to Treasury
Technology
Cambridge Risk Dynamics
An
on-line value at risk demonstration. (Requires a java capable browser.)
CREDITRISK+
for Credit Risk
Management
The Credit Risk
Resource
This site is a valuable resource for the credit risk
manager. You will find here links to papers, methodology, software and data
providers
Essentials of Financial
Risk Management
Excellent resource for information on the political,
economic, and financial risks of 135 markets.
Financial Accounting
Standards Board
Financial Engineering News
A bi-monthly
newspaper on financial engineering. Free subscriptions are available.
Financial
Scandals
This page contains links to sources of information on
various financial scandals.
IFCI Risk
Watch
Risk Watch provides an introduction and guide to the most
important official documents in the area of financial risk management
JP
Morgan Riskmetrics
JP Morgan Riskmetrics (Data and Documentation)
Numa Derivatives Overview and Pricing
Orange County Case: Using VaR
to Control Financial Risk
Sumitomo Bank Capital Markets Derivatives
Commentary and Data
Treasury Management Association of Canada
Treasury Management Association
TMA
releases results of its survey: The Impact of SEC Requirements on
the "Disclosure of Qualitative and Quantitative Information about Market Risks
in Derivative Instruments". Also Principles and Practices for The
Oversight & Management of Financial Risk
University of Michigan
A new M.S. in
Financial Engineering program
Value at Risk
Bibliography
A large bibliography list of risk management articles,
as well as, a list of on-line value at risk applications
The Philadelphia Stock Exchange (PHLX)
The
Philadelphia Stock Exchange (PHLX) is the first securities exchange in the U.S.
and the nation's fastest growing sectors index options exchange. Founded
in 1790, PHLX is a market leader in the trading of over 2,300 stocks, 770 equity
options, eleven sectors index options, and 100 currency pairs.