CMRA Insights

ISDA-Breaking Up is Hard to Do
A post-Lehman approach to Counterparty Risk
Risk Appetite and Attitude Statements
Stress Testing
Risk Governance

Resources


Galaxy of Risks	"Once in a Lifetime" Crises Seem to Occur Every Few Years

What's New at CMRA

Peter Niculescu of Capital Market Risk Advisors to speak on Lehman Derivatives Framework, "Flip" clauses, and Greek CDS (November 28, 2011) Read the press release
CMRA comments re SEC Derivatives in Mutual Funds proposal.
Read the letter (November 1, 2011)
Article in Pensions & Investments
Capital Market Risk Advisors Releases 2011 Risk Governance Survey Results.
Read the press release... (October 13, 2011)
Download CMRA 2011 Risk Governance Survey Results (Registered users)
The September 2011 edition of Conference Proceedings Quarterly featured Advances in Risk Management and Risk Governance, an article by Leslie Rahl. (Link available for Registered users to read the article now.)
CMRA and IAFE Model Risk Benchmarking Survey Finds that 41.1% of Respondents do NOT Escalate Model Errors Despite AXA Rosenberg/SEC Enforcement Action
Read the press release... (April 20, 2011)
Download Model Risk Benchmarking Survey (Registered users)
Capital Market Risk Advisors Releases 2010 Risk Governance Survey Results.
Read the press release... (August 3, 2010)
Download CMRA 2010 Risk Governance Survey (Registered users)
Capital Market Risk Advisors Releases Preliminary Results of Financial Reform and Key Risk Concerns Survey. Read the press release... (July 27, 2010)
Former Travelers CIO David Tyson joins CMRA to expand Buy Side Risk Practice as Global Regulation and Litigation Increase Read the press release... (June 23, 2010)
CMRA announces a strategic alliance with Riverside Risk Advisors to expand CMRA's team to meet the growing demands for experts in derivatives, RMBs and CDOs as well as to offer Riverside's transactional services to CMRA's Institutional Investor and Fund clients.
CMRA expands its services to the legal community, May 2010
CMRA assisted the Mutual Fund Directors Forum in the creation of:
Risk Principles for Fund Directors (PDF - registered users) released on April 15, 2010

What's New

The Financial Stability Oversight Council (the "Council") publishes a Study & Recommendations on Prohibitions on Proprietary Trading & Certain Relationships with Hedge Funds & Private Equity Funds (the "Study").
January 2011
Senior Supervisors Group releases a report outlining how financial institutions can develop and maintain state-of-the-art risk appetite and data aggregation capabilities.
Read the report...
December 23, 2010
The Federal Reserve Bank of New York issues a new White Paper on
Tri-Party Repo Infrastructure Reform (PDF)
May 17, 2010
Presidents Working Group releases reports for Hedge Funds and Hedge Fund Investors,
January 15, 2009
Asset Managers' Committee Report (PDF)
Investors' Committee Report (PDF)
Basel releases recommendations on stress testing, January 2009
Principles for sound stress testing practices and supervision (PDF)

CMRA Articles

Registered users can view and download CMRA articles and presentations. We have more than 40 downloadable files covering topics such as:

Hedge fund transparency
Value at Risk
Stress Testing
Risk Management for Institutional Investors
Model Risk
Credit Risk
Corporate Risk Management
Operational Risk
Risk Budgeting

Register with us to gain access to all the resources available on our web site, including CMRA articles, surveys and web conferences.

CMRA Books

Published books that Capital Market Risk Advisors has written or contributed to.


Hedge Fund Transparency: Unravelling the Complex and Controversial Debate	Risk Budgeting A New Approach to Investing	Risk Management The State of the Art	Value at Risk