learning tools
 
•  RECOMMENDED REFERENCES
•  MARKET RISK
•  CREDIT RISK
•  LIQUIDITY AND FUNDING RISKS
•  OPERATIONAL RISK

 

Market Risk

 
Topic Book/Publication Author Comments
Market Risk Management The Professional´s Handbook of Financial Risk Management Marc Lore and Lev Borodovsky Many chapters written by different risk managers, explaining practical issues to managing risk
Overall Risk Management Risk Standards For Institutional Investment Managers and Institutional Investors Risk Standards Working Group http://www.cmra.com/html/ the_risk_standards.html
Value-at-risk Value at Risk Philippe Jorion Good resource for understanding VAR and its limitations