Articles, Papers & Presentations

Regulation

Title

Author

Format

File Size

Implementing The SEC Risk Quantification Requirements To Improve Shareholder Value

Lang Gibson

Word

93k

Progress towards completion of the New Basel Accord

Basel Committee

Word

269k

Taking Audit Risk Into Account

Apostolou/Sumners/Hassell/Webber

Word

90k

Market

Title

Author

Format

File Size

A collection of four articles on EMU from Wall Street and Technology Magazine

Alan Lloyd Paris

RTF Format

183k

A "hands on" Introduction to Financial Monte Carlo Simulation (description and a Mathematica workbook)

Tom Gladd

Word

31k

A Portfolio Model for Venture Capital Performance Measurement and Investment Selection

Terry K. Dorsey

Adobe Acrobat

87k

Applying Proactive Market Risk Management

Lang Gibson

Word

51k

Attribution: A Robust Risk/Reward Measure

Timothy P. Ryan

Word

38k

Beijing 2000 International Forum on China Finance Globalization and Financial Risk Management

Various

PowerPoint

23k

Crisis in Russia : Which way the wind blows?

Mr. Yen Y. Chong

Word

23k

First things first: Establishing an Infrastructure for Using Derivatives

Susan Mangiero

Adobe Acrobat

40k

"How bumpy is the Ride Anyhow?"

Susan Mangiero

Adobe Acrobat

67k

Integrated Risk Assessment - Current Views of Risk Management

H. Felix Kloman

Adobe Acrobat

21k

Introduction to VaR

Philippe Jorion

Word

38k

Market Risk Measurement: A Historical Simulation Approach

Yong Li

Word

49k

Orange County Case: Using VaR to Control Financial Risk

Philippe Jorion

Read On-Line

Probability tree algorithm for general diffusion processes

Lester Ingber

Adobe Acrobat

101k

Russian Ruble/US Dollar Rate Event Risk

Anatoly Ivanov

Word

113k

Treasury Operations and Risk Management

Trivedi & Hasan

Adobe Acrobat

564k

Value-at-Risk Introducing a Performance-Based Monte Carlo Method

Juan Cardenas, Ph.D and Kristen Walters

Word

22k

VaR Variations: Is Multiplication Factor Still Too High?

Zak Maymin

Adobe Acrobat

27k

VaR Without Correlations for Nonlinear Portfolios

Giovanni Barone-Adesi Kostas Giannopoulos Les Vosper

Adobe Acrobat

164k

Credit

Title

Author

Format

File Size

Derivatives and the Recapitalization of Long Term Capital Management -- Issues of Credit Risk Management and the Appropriate Regulatory Response

Douglas E. Harris

Adobe Acrobat

45k

Relationship between the yield curves and mortgage current coupon

Eknath Belbase & Dan Szakallas

Adobe Acrobat

422k

Stress Testing Credit Risk: A Case for Applying the Theory of Multiple Interacting Agents

Sergio Focardi

Adobe Acrobat

30k

Operations

Title

Author

Format

File Size

Calculated Risk: How banks make sure they stay off the Barings path

Neil Hereford

Word

32k

Operational Risk Event Classification

Gene Alvarez

Adobe Acrobat

76k

Low Frequency High Impact Operational Risk Events

Charles Tapia

Adobe Acrobat

38k

Buy-Side

Title

Author

Format

File Size

Operational Risk Event Classification

Gene Alvarez

Adobe Acrobat

76k

Derivatives

Title

Author

Format

File Size

Pricing American-Style Index-Linked Warrants - Putting it all Together

Pavel Zadorozhny

Word

251k

Six Recent Reports on Financial Derivatives

Burkhard Varnholt

Read On-Line

Energy

Title

Author

Format

File Size

Creating a Benchmark for Regional Utilities: A Fundamental Approach

Michael Fox-Rabinovitz and John Stephenson

Word

188k

Islamic Finance

Title

Author

Format

File Size

Current Challenges and Development in Islamic Finance

Recep Bildik, Ph.D.

PDF

188k

Enterprise Risk Management

	Title			Author			Format