Escalating RiskVisibility - The Professional Risk
Management View of the Role of the CRO
What Is “Economic Capital?” - A Quick Guide to the
Differences between Economic Capital and Regulatory
Capital
Risk Measurement - Slicing the Curve, Applying Basic
Interval Sampling in Closed-Form Valuation and Credit
Exposure Measurement
Economic Risk - Using Yield-Curve Data to Forecast
Recessions, the War Against False Positives
Robust Rate Feeds in the Real World - How to Get
Clean Price Data into Risk Simulations and Survive Basel
and Sarbox
Yield Curve Shifts and Twists - Introducing
Probability in Interest-Rate Risk Simulations
Using Rate Ratios to Reduce Kurtosis and Skew in
Interest-Rate Spread Modeling
Risk Reporting - Creating Incentives for Proper Data
and Risk Reporting and Disclosure
Credit Risk - Modeling Potential Future Exposure
(PFE), Basic Principles and Detailed Examples
Risk Manager's Toolkit - Sure-Fire Spreadsheet Tips
and Tricks for the Practicing Risk Manager
The Power of Simplicity - On the Fly Value at Risk
(VaR) Calculations
Mortgages 101 - Using Option-Adjusted-Spread
Analysis to Extract Prepayment Option Costs from
Mortgage Yields
Risk-Based Performance Measurement - Creating New
Maximum Net Risk and Break-Even Horizon Metrics for 32
US Bank Stocks
Enterprise Risk - Fighting Risk Measurement Myopia,
Creating a Risk Inventory and Gap Analysis, and Dealing
with Obstacles to Enterprise-Wide Risk Management
Risk Measurement - Instant Tail Risk, Deriving
Conditional VaR from Standard VaR Using Single-Factor
Transformation
Risk Measurement - Demand Deposit Valuation and
Duration Measurement Using a Basic Correlated-Simulation
Model