| Title | Source | |
|---|---|---|
General Topics |
||
| Principles for the Management of Interest Rate Risk | CMRA | |
| Risk Standards Overview | CMRA | |
| Risk Reporting | CMRA | |
| Stress Testing | CMRA | |
| Integrating Stress Testing with Risk Management | CMRA | |
| Risk Management Programs | CMRA | |
| Stress Testing for Market Shocks | CMRA | |
| Ten Common Failures in Independent Risk Oversight | CMRA | |
| Transparent to Opaque and Everything in Between | CMRA | |
Value at Risk |
What is VAR | CMRA |
| A Primer on Value At Risk | CMRA | |
| 3 VAR Methodologies | CMRA | |
| Square Root of Time | CMRA | |
| Vignettes on VAR | CMRA | |
| VAR – Variance Covariance Implementation | CMRA | |
| VAR – Measuring skewness and kurtosis | CMRA | |
| VAR – Monte Carlo Simulation | CMRA | |
| Report Card on Value at Risk | CMRA | |
| VAR Seductive but Dangerous | CMRA | |
| VAR for MBS | CMRA | |
| Performance of Models-Based Capital Charges for Market Risk | CMRA | |
| If you have an article you would like to share, please send it to us for inclusion on this page. | ||