Managing risk and insurance papers and Commercial finance Guide - Finance Review

Risk Concentrations Principles (PDF)
Provide to banking, securities and insurance supervisors principles for ensuring through the regulatory and supervisory process the prudent management and control of risk concentrations in financial conglomerates. (Adobe Required)
Taking Risk Management Theory Seriously
Case study of Cephalon, which uses equity derivatives for cash-flow management.
Operational Risk Management (PDF)
Interviewed approximately thirty major banks from the different member countries on the management of operational risk. Several common themes emerged during these discussions. (Adobe Required)
Performance of Models-Based Capital Charges for Market Risk (PDF)
Models Task Force conducted a survey analysing over 40 banks, located in 9 countries, that were subject to the requirements set forward in the Amendment to the Capital Accord in 1998; the survey does not permit strong conclusions to be drawn con.
Accounting for Derivatives Instruments and Hedging Activities
An Executive Overview of FASB Statement 133, as ammended by FASB Statements 137 and 138.
Principles for the Management of Interest Rate Risk (PDF)
This document consists of specific agreed principles that supervisory authorities will consider in evaluating banks' management of interest rate risk. (Adobe Required)
The Pricing and Hedging of Mortgage Backed Securities
Presentation of a multivariate density estimation approach to pricing mortgage-backed securities.
The Financier
Library of published reports on asset securitization, corporate finance, project finance and risk management.
Overview of the Amendment to the Capital Accord to Incorporate Market Risks (PDF)
Summarises the objectives in introducing the amendment and outlines the methodology for the two alternative methods of calculating market risk, the models approach and the standardised approach. (Adobe Required)
Risk Management for Electronic Banking and Electronic Money Activities (PDF)
Provide considerations for supervisory authorities and banking organisations as they develop methods for identifying, assessing, managing and controlling the risks associated with electronic banking and electronic money. (Adobe Required)
The Price of Risk at Year-End: Evidence From Interbank Lending
White paper that analyzes risk premia on overnight interbank loans. Requires Acrobat Reader.
Amendment to the Capital Accord to Incorporate Market Risks (PDF)
Provides a detailed account of the methodology laid down by the Basle Committee to set capital requirements for market risks. (Adobe Required)
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