CMRA Articles

The list below contains articles, books, presentations and speeches by CMRA employees. All are available for Registered Users to view or download in Adobe Acrobat (PDF) format.

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	Downpayment Insurance Could Stabilize Home Prices	The Wall Street Journal March 2009
	Lessons Learned in 30's	American Banker March 2009
	Emerging Issues in Credit Default Swaps (CDS)	Mealey's Webinar April 2008
	The biggest "CIO" Risk - "Alpha" Risk misManagement (complex, illiquid, opaque)	AIMA Journal February 2008
	Risk Management: An Evolution from "Gut" to "Quant" to "Wisdom"	AIMA Journal June 2006
	To Register or Not to Register - That is Not the Question	AIMA Journal September 2004
	Is "Closed" Really Better?
	A New Approach to Risk-Adjusted Asset Allocation For Hedge Fund Investing	AIMA Journal September 2003
	Beyond the Basics - Due Diligence	HedgeWorld Compendium 2003
	Phantom Prices & Liquidity: The Nuisance of Translucence	AIMA Guide to Fund of Hedge Funds Management and Investment
	What is Risk?	Chapter 1 - Hedge Fund Transparency: Unraveling the Complex and Controversial Debate March 2003
	Hedge Fund Diversification	AIMA Guide to Fund of Hedge Funds Management and Investment
	Safety First	ICFA/AIMA Investment Supplement December 2002
	Institutionalization of Hedge Funds	Institutional Investor Fall 2002
	Hedge fund transparency: quantifying valuation bias for illiquid assets	Risk June 2002
	Performance Measurement & Attribution	Investment/Financial Services Review Feb 2002
	Lessons Learned	CMRA's Risk Insights Jan 2002
	September 11	CMRA's Risk Insights Jan 2002
	Buy-Side Risk System Comparison Matrix	December 2001
	How to Select a Buy-Side Risk Management System
	Merger Arbitrage Funds Do They Deliver What They Promise?
	Survival After the Blaze	AIMA Newsletter April 2001
	Risk Budgeting A New Approach to Investing	Chapter 1 - The Next Step of the Risk Management Journey November 2000
	Specialization and Diversification	Economic Policy Review Federal Reserve Bank of New York - June 2000
	Measuring Financial Risk in the 21st Century	Bank Accounting & Finance: Spring 2000
	Reflections on Risk Management	Business Economics: April 2000
	French Connection	Risk April 2000
	Transparent to Opaque and Everything in Between	AIMA Newsletter Jan./Feb. 2000
	Haircuts: Going to the Collateral Barber	Derivatives Strategy: January 2000
	Not all alpha is created equal	FOW's "Hedge Funds:Risk & Reward" supplement October 1999
	CULTURE CLASH: Why Institutions Don't Allocate To Hedge Funds	aima NEWSLETTER Sept/Oct 1999
	Stress Testing for Market Shocks
	Integrating Stress Testing with Risk Management	Bank Accounting & Finance Spring 1999
	Federal Reserve Board of Governors (Harvard Graphics Presentation)	12/1/98 presentation to Alan Greenspan and the Federal Reserve Board of Governors
	Risk Reporting
	Vignettes on VaR	The Journal of Financial Engineering: September/December 1998
	Stress Testing	Derivatives Week: 7/28/98
	A Primer on Value at Risk	Perspectives on Interest Rate Risk Management for Money Managers and Traders: copyright 1998
	Non-Hedgable risk: Model Risk	Perspectives on Interest Rate Risk Management for Money Managers and Traders: copyright 1998
	Credit Derivatives	Derivatives Handbook: Risk Management and Control: , Chapter 2 1997
	Applying Risk Management Practices and Principles for Dealers and Institutional Investors to Corporate Treasuries	NetExposure: November 1997
	Pricing Credit Derivatives	Derivatives Week: Sept. 8, 1997
	The Good, The Bad - and the Ugly	Credit Risk Supplement: July 1997
	The Good, The Bad - and the Ugly	Credit Risk Supplement: July 1997
	Survey on Implementation of the Risk Standards for Institutional Investors for Investment Managers	June 1997
	Risk Standards for Institutional Investors	Risk Standards Working Group November 1996
	Square Root of t	Derivatives Week: 10/4/96
	Report Card on Value at Risk	Bank Accounting & Finance: Fall 1996
	Risk Standards Overview
	Delegating in the Dark	Alpha, The Positive Side of Risk: copy. 1996
	Derivatives Under Control	Corporate Cash Flow: January 1996
	Ten Common Failures in Independent Risk Oversight	Financial Derivatives and Risk Management: December 1995
	Guidelines for a Brave New Pension World	Derivatives Strategy: Nov. 1995
	Risk Management Programs (AIMR)	ICFA Continuing Education: 10/10/95
	VaR: Seductive but Dangerous	Financial Analysts Journal: Sept./Oct. 1995
	Warning Signs	DFM: July/Aug. 1995
	Derivatives: The Reality of Marking to Model	Bank Accounting & Finance: Summer 1995
	Structures in the City	DFM: April 1995
	Calculating VaR
	3 VaR Methodologies
	Taylors' Expansion and Cubic Spline
	VaR - Measuring Skewness and Kurtosis
	VaR - Monte Carlo Simulation
	VaR - Variance Covariance Implementation
	VaR for Mortgage Backed Securities
	What is VaR?
	Learning from Fund Losses in Derivatives	Treasury & Risk Management: Nov./Dec. 1994
	Lessons from the Derivative Losses of 1994	Futures Industry - Caveat Emptor: Nov./Dec. 1994
	Ten Commandments of Risk Management	Treasury and Risk Management: July/August 1994
	Derivatives - A Directors Dream or Nightmare?	Directorship: July/Aug. 1994 Vol. XIX, No.7
	Operational Risk

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