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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