Websites |
| Finmath.com - Financial engineering & risk management information. |
| RiskCenter.com - Features financial and risk management calculators, educational and training material, and a repository of financial data and templates. |
| Value-at-Risk Resources - Provides papers, regulatory material, conferences, bookstore, and a list of consultants. |
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Articles / Reports |
| A New Capital Adequacy Framework (BASLE) |
| Amendment to the capital accord to incorporate market risks (BASLE) |
| Best Practices for Credit Risk Disclosure (BASLE) |
| Broker-Dealer Risk Management Practices (SEC) |
| Core Principles for Effective Banking Supervision (BASLE) |
| International Organization of Securities Commissions (IOSCO) - Provides conferences, documents and links to related sites |
| Methodologies
for Determining Minimum Capital Standards for Internationally Active Securities Firms Which Permit the Use of Models Under Prescribed Conditions (IOSCO) |
| Overview of amendment to the capital accord to incorporate market risks (BASLE) |
| Philip Jorion's Orange County Case |
| Principles for the Management of Credit Risk (BASLE) |
| Principles for the Management of Interest Rate Risk (BASLE) |
| Recommendations for
Public Disclosure of Trading and Derivatives Activities of Banks and Securities Firms (BASLE) |
| Regulating Derivatives: The Current System and Proposed Changes |
| Risk based approach to supervision of banks (FSA) |
| Risk
Management and Control Guidance for Securities Firms and their Supervisors (IOSCO) |
| Risk Standards for Institutional Investment Managers and Institutional Investors |
| Sound Practices for Hedge Fund Managers - the President's Working Group (PWG) February 2000 document
prepared in response to Hedge Funds, Leverage and the Lessons of Long-Term Capital Management of April 1999 |
| Supervisory framework
for the use of "backtesting" in conjunction with the internal models (BASLE) |
| Supervisory Guidance
for Managing Settlement Risk in Foreign Exchange Transactions (BASLE) |
| The General Accounting Office - the investigative arm of Congress. |
| The Group of 30 - This group, established in 1978, is a private, nonprofit, international body composed of senior representatives of the private and public sectors and academia. |
| Trading
and Derivatives Disclosures of Banks and Securities Firms: Results of the Survey of 1997 Disclosures (IOSCO) |
