Useful Links

Wall Street Journal Special Report Shock Therapy

Other Risk Sites

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.)

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 CreditMetrics

JP Morgan Riskmetrics
JP Morgan Riskmetrics (Data and Documentation)

New York Institute of Finance

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.