- ISDA-Breaking Up is Hard to Do
- A post-Lehman approach to Counterparty Risk
- Risk Appetite and Attitude Statements
- Stress Testing
- Risk Governance
|Galaxy of Risks||"Once in a Lifetime"
Crises Seem to Occur Every Few Years
What's New at CMRA
- We have added a link to the Global Risk Institute's (GRI) Systemic Risk Links (see our Academics Links page). Our Managing Partner, Leslie Rahl is on the Board of the GRI-a public/private sector initiative. View more links
Leslie Rahl to speak at NYSE re: Risk Oversight in the Boardroom on April 9,2013
Download brochure (PDF)
- Leslie Rahl has been selected as a member of the prestigious "Panel of Recognized International Market experts in Finance" in The Hague.
Leslie Rahl as a member of the Board of Directors of the Global Risk Institute helped organize the GRI's first conference on Systemic Risk on December 10, 2012
Download conference program (PDF)
- Value-at-Risk: A Dissenting Opinion by Stephen Rahl. (Registered users.)
New Book Publication
Risk Budgeting, Second Edition: Risk Appetite and Governance in the Wake of the Financial Crisis
Edited by Leslie Rahl, published September 14, 2012
- 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
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").
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 ArticlesRegistered 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.|
Published books that Capital Market Risk Advisors has written or contributed to.
|Hedge Fund Transparency:
Unravelling the Complex and Controversial Debate
A New Approach to Investing
The State of the Art
|Value at Risk|
Resources and Links
Basic Resources for Students - Periodicals, books, articles and links
CMRA has assembled and categorized many web links covering topics:
- Risk Management
- Central Banks / Regulators
- Emerging Markets
- Hedge Funds
- Associations / Organizations
- Academic, Education & Research
- Publications & Media
If you don't find what you are looking for in Insights, check out our Archives Section for older resources.