Financial Risk Management

Alpha Beta JensenAndrea 01 Mar 2007

Re: Alpha Beta JensenMark Taranto 01 Mar 2007

Re: Alpha Beta Jensen07 Mar 2007

forward par swap rate -interest rate modelelton john 02 Mar 2007

Re: forward par swap rate -interest rate modelelton join 02 Mar 2007

Re: forward par swap rate -interest rate modelMark Taranto 02 Mar 2007

Re: forward par swap rate -interest rate modelelton john 02 Mar 2007

Re: forward par swap rate -interest rate modelMark Taranto 02 Mar 2007

Models for calculating Derivatives Add-On Fators?03 Mar 2007

Re: Models for calculating Derivatives Add-On Fators?Mark Taranto 05 Mar 2007

Re: Models for calculating Derivatives Add-On Fators?06 Mar 2007

Re: Models for calculating Derivatives Add-On Fators?Mark Taranto 06 Mar 2007

Re: Models for calculating Derivatives Add-On Fators?07 Mar 2007

Re: Models for calculating Derivatives Add-On Fators?Mark Taranto 07 Mar 2007

Implied Volatility (Index options) on BloombergK J 05 Mar 2007

Re: Implied Volatility (Index options) on BloombergMark Taranto 05 Mar 2007

Re: Implied Volatility (Index options) on BloombergK J 05 Mar 2007

Hedging of G Secs05 Mar 2007

Re: Hedging of G SecsMark Taranto 05 Mar 2007

Currency Exposure with a Currency OptionsAndrea 06 Mar 2007

CDS duration revisitedmp 07 Mar 2007

Re: CDS duration revisitedMark Taranto 07 Mar 2007

Re: CDS duration revisited07 Mar 2007

Re: CDS duration revisitedHorseless 07 Mar 2007

Re: CDS duration revisitedmp 07 Mar 2007

Re: CDS duration revisitedHorseless 07 Mar 2007

Re: CDS duration revisitedmp 08 Mar 2007

Re: CDS duration revisitedMark Taranto 08 Mar 2007

Interest Rate Modeling07 Mar 2007

Modelisation of European stock option pricing using Monte carlo methodMcShort 07 Mar 2007

Re: Modelisation of European stock option pricing using Monte car...Mark Taranto 07 Mar 2007

Re: Modelisation of European stock option pricing using Monte...McShort 08 Mar 2007

Reasonable values for Hull-White (Ho-Lee) ParameterKrassimir 08 Mar 2007

European call optionVladimirnov 08 Mar 2007

Re: European call option08 Mar 2007

Re: European call optionMark Taranto 12 Mar 2007

Range Accrual SwapDean Novak 08 Mar 2007

Book: The Basel II Risk ParametersLS 09 Mar 2007

Eurobonds?- 12 Mar 2007

Re: Eurobonds?Mark Taranto 12 Mar 2007

Mkt Vol vs. Forward Volrpreteau 12 Mar 2007

Risk Managment of a Buy and Hold Credit Spread Bookjohn 13 Mar 2007

Re: Risk Managment of a Buy and Hold Credit Spread BookMark Taranto 13 Mar 2007

Re: Risk Managment of a Buy and Hold Credit Spread BookJohn 13 Mar 2007

Compound GammaApprentice_of_Risk 13 Mar 2007

Trading in CommoditiesMartin 14 Mar 2007

Re: Trading in Commoditiessnvk 16 Mar 2007

Re: Trading in CommoditiesMartin 16 Mar 2007

Re: Trading in Commoditiese.trader 19 Mar 2007

VaR and bond futuresMoritz Ural 14 Mar 2007

Re: VaR and bond futuresmp 14 Mar 2007

Re: VaR and bond futuresmal 19 Mar 2007

FX Forward vs equityB 14 Mar 2007

CDO ValuationMike 15 Mar 2007

Re: CDO ValuationVR 16 Mar 2007

Investing in CLO equity trancheAustin 15 Mar 2007

Default probabilities when valuing straight BondJapar Sultanov 16 Mar 2007

Re: Default probabilities when valuing straight BondMike 16 Mar 2007

Re: Default probabilities when valuing straight BondMark Taranto 19 Mar 2007

Re: Default probabilities when valuing straight BondJapar 27 Mar 2007

CLN structuresJapar Sultanov 16 Mar 2007

do bonds accrue on coupon date?rs208 16 Mar 2007

Re: do bonds accrue on coupon date?Mark Taranto 19 Mar 2007

Re: do bonds accrue on coupon date?rs208 19 Mar 2007

Re: do bonds accrue on coupon date?Mark Taranto 19 Mar 2007

Interview at CMUEric 19 Mar 2007

Re: Interview at CMUMark Taranto 19 Mar 2007

how to model the default rate of mortgage loans?Student 19 Mar 2007

default rate assumption for MBS pricingStudent 19 Mar 2007

Re: default rate assumption for MBS pricingMark Taranto 19 Mar 2007

Y(0) x vol(dLN(Y)) as estimator of vol(dY)Aarne Dimanlig 20 Mar 2007

quadratic forms - intriguing inequalityAlessandro Cipolla 20 Mar 2007

Re: quadratic forms - intriguing inequalityMark Taranto 21 Mar 2007

Re: quadratic forms - intriguing inequalityArcady Novosyolov 21 Mar 2007

What's the difference between CMO and CDO?Jay 20 Mar 2007

Re: What's the difference between CMO and CDO?Mark Taranto 21 Mar 2007

Re: What's the difference between CMO and CDO?Jay 21 Mar 2007

Re: What's the difference between CMO and CDO?Mark Taranto 21 Mar 2007

Dividend discount model valuationChristina 20 Mar 2007

Re: Dividend discount model valuationMark Taranto 21 Mar 2007

Re: Dividend discount model valuationChristina 21 Mar 2007

Re: Dividend discount model valuationMark Taranto 21 Mar 2007

Credit Officer in Hedge FundEric 20 Mar 2007

Why par bonds are affected by their key rates only?Student 21 Mar 2007

Re: Why par bonds are affected by their key rates only?Mark Taranto 21 Mar 2007

Re: Why par bonds are affected by their key rates only?Vladimir Shevtsov 30 Mar 2007

Nelson & SiegelOlivier 21 Mar 2007

Re: Nelson & Siegelwassim dbouk 21 Mar 2007

hybrid financing instrumentprakash 21 Mar 2007

Re: hybrid financing instrumentMark Taranto 21 Mar 2007

Re: hybrid financing instrumentGlyn Holton 24 Mar 2007

Issues with Vega risk computationAJ 22 Mar 2007

Re: Issues with Vega risk computationGlyn Holton 22 Mar 2007

Re: Issues with Vega risk computation26 Mar 2007

Re: Issues with Vega risk computationGlyn Holton 28 Mar 2007

VoaltilityVAR 22 Mar 2007

Re: VoaltilityKrassimir 22 Mar 2007

Re: VoaltilityMark Taranto 22 Mar 2007

Re: VoaltilityDmitriy Koptyakov 26 Mar 2007

Re: Voaltilityfeketa 19 Apr 2007

par yield curve given zero curveJude Joseph-Ororho 22 Mar 2007

Re: par yield curve given zero curveMark Taranto 22 Mar 2007

Re: par yield curve given zero curveJude Joseph-Ororho 23 Mar 2007

Re: par yield curve given zero curveVladimir Shevtsov 30 Mar 2007

Seemingly unrelated regressionThomas 22 Mar 2007

Cash Flow at RiskDennis Madsen 23 Mar 2007

OSCAR accreditationSally Trigues 24 Mar 2007

Quanto optionsPetur Jonasson 25 Mar 2007

Re: Quanto optionsMark Taranto 26 Mar 2007

Diploma thesisDK 26 Mar 2007

CLN valuationJapar 28 Mar 2007

Re: CLN valuationMark Taranto 28 Mar 2007

Re: CLN valuationJapar 29 Mar 2007

Re: CLN valuationMark Taranto 29 Mar 2007

cointegrationThomas 28 Mar 2007

Re: cointegrationGlyn Holton 28 Mar 2007

Excel model - IRS valuationTotte 28 Mar 2007

riskglossary termsBob Kennelly 28 Mar 2007

Efficient Porfolio Hedges - Need helpRed 28 Mar 2007

Re: Efficient Porfolio Hedges - Need helpMark Taranto 29 Mar 2007

Re: Efficient Porfolio Hedges - Need help29 Mar 2007

Re: Efficient Porfolio Hedges - Need helpMark Taranto 29 Mar 2007

Economic capitalFer 29 Mar 2007

Re: Economic capital29 Mar 2007

GARCH in Mean..MatlabChalat 30 Mar 2007

Geometric interpolationVladimir Shevtsov 30 Mar 2007

Re: Geometric interpolationMark Taranto 30 Mar 2007

modeling Bond returnsJoseph 01 Apr 2007

Re: modeling Bond returnsMark Taranto 02 Apr 2007

Full time in a Quant programEric 02 Apr 2007

Re: Full time in a Quant programMark Taranto 02 Apr 2007

Re: Full time in a Quant programTU 03 Apr 2007

Re: Full time in a Quant programDHB 12 Apr 2007

Re: Full time in a Quant programTU 12 Apr 2007

Re: Full time in a Quant programMark Taranto 16 Apr 2007

Career Help: Market risk or product control03 Apr 2007

Re: Career Help: Market risk or product control04 Apr 2007

What's the difference between collar and bull spreadWinson 05 Apr 2007

Re: What's the difference between collar and bull spreadGlyn Holton 06 Apr 2007

Re: What's the difference between collar and bull spread06 Apr 2007

books about expected shortfalljoseph 06 Apr 2007

Re: books about expected shortfallGlyn Holton 06 Apr 2007

Re: books about expected shortfalle.trader 11 Apr 2007

Re: books about expected shortfallDHB 12 Apr 2007

PFE methodology for Equity DerivativesCin 10 Apr 2007

MovieDiedier 11 Apr 2007

Re: Moviee.trader 11 Apr 2007

Re: MovieDAX 11 Apr 2007

Re: MovieDiedier 15 Apr 2007

Re: Movie17 Apr 2007

Choleskybrandy 11 Apr 2007

Re: CholeskyMark Taranto 12 Apr 2007

Re: CholeskyGlyn Holton 12 Apr 2007

Re: Choleskye.trader 16 Apr 2007

Monte Carlo Simulation PortfolioApprentice_of_Risk 11 Apr 2007

Re: Monte Carlo Simulation PortfolioLowery 12 Apr 2007

Re: Monte Carlo Simulation PortfolioApprentice_of_Risk 14 Apr 2007

Re: Monte Carlo Simulation PortfolioKrassimir 17 Apr 2007

Re: Monte Carlo Simulation Portfolio17 Apr 2007

Re: Monte Carlo Simulation PortfolioApprentice_of_Risk 17 Apr 2007

brazilian and mexican yield curve conventionsDHB 12 Apr 2007

Re: brazilian and mexican yield curve conventionsVladimir Shevtsov 30 Apr 2007

Risk LimitsDK 13 Apr 2007

Re: Risk Limits17 Apr 2007

Modelling Returns or levels for VaR estimation if levels are stationary?Chris 13 Apr 2007

Re: Modelling Returns or levels for VaR estimation if levels are ...16 Apr 2007

GuruOD 13 Apr 2007

Re: GuruMark Taranto 13 Apr 2007

Re: Gurue.trader 16 Apr 2007

Re: Guru17 Apr 2007

Re: GuruTomek 22 Apr 2007

Re: GuruGaetan Lion 03 May 2007

Career changeOD 13 Apr 2007

Re: Career changeMark Taranto 13 Apr 2007

Re: Career changeOD 15 Apr 2007

RHO: CALL FUTURES OPTIONBINDY 14 Apr 2007

Re: RHO: CALL FUTURES OPTIONMark Taranto 16 Apr 2007

Stochastic processesMay 17 Apr 2007

Re: Stochastic processesjon 17 Apr 2007

Re: Stochastic processes17 Apr 2007

DK17 Apr 2007

Re: DKMark Taranto 17 Apr 2007

Valuing Revenue streams and minimum lease payment17 Apr 2007

Re: Valuing Revenue streams and minimum lease paymentMark Taranto 17 Apr 2007

Re: Valuing Revenue streams and minimum lease payment17 Apr 2007

Re: Valuing Revenue streams and minimum lease paymentfrom the peanut gallery 17 Apr 2007

Re: Valuing Revenue streams and minimum lease payment18 Apr 2007

Re: Valuing Revenue streams and minimum lease paymentmore peanuts 18 Apr 2007

Re: Valuing Revenue streams and minimum lease paymentPeanut Shells 18 Apr 2007

Re: Valuing Revenue streams and minimum lease paymentshells 18 Apr 2007

Re: Valuing Revenue streams and minimum lease paymentMark Taranto 18 Apr 2007

Re: Valuing Revenue streams and minimum lease payment18 Apr 2007

Sub-prime & Alt-A mtge risks to CMOs & CDOsAlex Merc 17 Apr 2007

Re: Sub-prime & Alt-A mtge risks to CMOs & CDOsGaetan Lion 03 May 2007

American call options on futuresVanessa 17 Apr 2007

Re: American call options on futuresMark Taranto 18 Apr 2007

RAROCChris Jonson 18 Apr 2007

Re: RAROCChris Jonson 18 Apr 2007

Computing VaR for short positiontoofreak 18 Apr 2007

Re: Computing VaR for short positionKrassimir 19 Apr 2007

Re: Computing VaR for short position20 Apr 2007

Re: Computing VaR for short positionKrassimir 23 Apr 2007

Vector Model FitchApprentice_of_Risk 19 Apr 2007

forward curve usage in commoditiessnvk4u 20 Apr 2007

risk-neutral probabilityGabel 20 Apr 2007

Re: risk-neutral probabilityMark Taranto 20 Apr 2007

Re: risk-neutral probability23 Apr 2007

time decay (theta) for a zero couponSBR 21 Apr 2007

Re: time decay (theta) for a zero couponDAX 23 Apr 2007

Re: time decay (theta) for a zero couponMark Taranto 23 Apr 2007

Re: time decay (theta) for a zero couponKrassimir 25 Apr 2007

Re: time decay (theta) for a zero couponMark Taranto 25 Apr 2007

Re: time decay (theta) for a zero couponSBR 26 Apr 2007

Re: time decay (theta) for a zero couponKrassimir 27 Apr 2007

Re: time decay (theta) for a zero coupon27 Apr 2007

Re: time decay (theta) for a zero couponKrassimir 27 Apr 2007

Re: time decay (theta) for a zero couponMark Taranto 04 May 2007

calculation of credit,liquidity an market risk in derivativesJUAN 23 Apr 2007

Re: calculation of credit,liquidity an market risk in derivatives24 Apr 2007

Re: calculation of credit,liquidity an market risk in derivat...26 Apr 2007

PV01 for sonia (ois) swaps?24 Apr 2007

Re: PV01 for sonia (ois) swaps?student 24 Apr 2007

Re: PV01 for sonia (ois) swaps?Mark Taranto 24 Apr 2007

Re: PV01 for sonia (ois) swaps?tanguy 10 May 2007

Change of control investor put optionbruso 25 Apr 2007

Re: Change of control investor put optionMark Taranto 25 Apr 2007

Re: Change of control investor put optionbruso 26 Apr 2007

Re: Change of control investor put optionMark Taranto 30 Apr 2007

VaR reported valueZie 29 Apr 2007

Re: VaR reported valueDAX 30 Apr 2007

Re: VaR reported valuehurst 03 May 2007

Re: VaR reported valueHuo 17 May 2007

Time aspect on RAROCKristian Jacobsson 29 Apr 2007

Re: Time aspect on RAROCDAX 30 Apr 2007

Re: Time aspect on RAROCGaetan Lion 03 May 2007

VaR Example30 Apr 2007

Re: VaR ExampleGlyn Holton 02 May 2007

Foreign Inflation-Linked BondsVladimir Shevtsov 30 Apr 2007

Re: Foreign Inflation-Linked BondsA. Coleman 01 May 2007

Re: Foreign Inflation-Linked BondsVladimir Shevtsov 01 May 2007

Re: Foreign Inflation-Linked BondsDAX 02 May 2007

Career advice - Please helpp02 May 2007

Re: Career advice - Please helppSachin V. Kinajlkar 02 May 2007

Good Risk Management Topic for MBA thesis (3 months time)Sachin V. Kinajlkar 02 May 2007

Re: Good Risk Management Topic for MBA thesis (3 months time)MP 04 May 2007

Re: Good Risk Management Topic for MBA thesis (3 months time)Sachin V. Kinajlkar 07 May 2007

Yield curve constructionDmitry 04 May 2007

Re: Yield curve constructionDAX 08 May 2007

buy side and sell sidegs 04 May 2007

Callable Swap and CapD 04 May 2007

Re: Callable Swap and CapMark Taranto 04 May 2007

Margin RequirementSonny 04 May 2007

Re: Margin RequirementMP 05 May 2007

RISK & MTM of IRS portfolio06 May 2007

Re: RISK & MTM of IRS portfolioMark Taranto 07 May 2007

Career AdviseSachin V. Kinajlkar 07 May 2007

treasury rate lockseamonn 08 May 2007

Re: treasury rate locksMark Taranto 08 May 2007

Re: treasury rate lockseamonn 11 May 2007

Re: treasury rate locksMark Taranto 11 May 2007

Career Advice - CFA or CAIASK 08 May 2007

Re: Career Advice - CFA or CAIA (Please Help!!!)SK 11 May 2007

Financial Engineering intereviewEric 08 May 2007

Re: Financial Engineering intereview08 May 2007

Re: Financial Engineering intereviewEric 08 May 2007

Re: Financial Engineering intereview08 May 2007

Re: Financial Engineering intereviewMark Taranto 09 May 2007

Re: Financial Engineering intereviewEric 09 May 2007

Re: Financial Engineering intereviewTU 29 Jun 2007

CDX historical dataKelvin Yeung 09 May 2007

Re: CDX historical dataMark Taranto 09 May 2007

Fund ReturnsSam 09 May 2007

Re: Fund ReturnsMark Taranto 09 May 2007

Model the FICO ScoreJay 09 May 2007

Re: Model the FICO ScoreTU 19 Jun 2007

Risk neutral/adjusted valuation on MBSEric 09 May 2007

Re: Risk neutral/adjusted valuation on MBSMark Taranto 10 May 2007

Re: Risk neutral/adjusted valuation on MBSEric 10 May 2007

Re: Risk neutral/adjusted valuation on MBSMark Taranto 10 May 2007

Ramp v. ShockBC 10 May 2007

Re: Ramp v. ShockMark Taranto 11 May 2007

ProblemDJ 11 May 2007

Re: ProblemMark Taranto 11 May 2007

Futures price from forward datags 12 May 2007

Re: Futures price from forward dataMark Taranto 14 May 2007

Re: Futures price from forward dataGaurav Sharma 18 May 2007

credit metricspankaj baag 14 May 2007

Will the CFA be sueful in my case ?toofreak 14 May 2007

Re: Will the CFA be sueful in my case ?Horseless 14 May 2007

Re: Will the CFA be useful in my case ?toofreak 14 May 2007

Re: Will the CFA be useful in my case ?Horseless 14 May 2007

Re: Will the CFA be sueful in my case ?Mark Taranto 15 May 2007

Re: Will the CFA be sueful in my case ?TU 15 May 2007

Re: Will the CFA be sueful in my case ?Mark Taranto 16 May 2007

Re: Will the CFA be sueful in my case ?TU 16 May 2007

How to hedge risk of raw material by investing in supplier firms?Fermi 31 May 2007

Re: How to hedge risk of raw material by investing in supplier fi...Breathtakingly dishonest 31 May 2007

Re: Will the CFA be sueful in my case ?SK 16 May 2007

Re: Will the CFA be sueful in my case ?18 May 2007

Re: Will the CFA be useful in my case ?toofreak 24 May 2007

economic capitalshaily 15 May 2007

Trader efficiency and others.Diti 15 May 2007

Re: Trader efficiency and others.Glyn Holton 18 May 2007

CDS currency RV tradeShantanu Basu 16 May 2007

Re: CDS currency RV tradeHorseless 16 May 2007

Muni Derivative TradingHerb 16 May 2007

Re: Muni Derivative TradingBA 25 May 2007

Principal component analysisDima 17 May 2007

Re: Principal component analysisGlyn Holton 18 May 2007

Re: Principal component analysis21 May 2007

PRM or FRM?Sarita 17 May 2007

Re: PRM or FRM?Gaurav Sharma 19 May 2007

Re: PRM or FRM?Sarita 20 May 2007

Re: PRM or FRM?Gaurav Sharma 20 May 2007

Re: PRM or FRM?Mary 21 May 2007

3 Month SwapMark Schouten 17 May 2007

Re: 3 Month SwapMark Taranto 18 May 2007

multivariate regressionLearner 17 May 2007

Re: multivariate regressionKrassimir 18 May 2007

Re: multivariate regressionMark Taranto 18 May 2007

Re: multivariate regressionTU 18 May 2007

Re: multivariate regressionLearner 30 May 2007

Re: multivariate regressionBreathtakingly dishonest 30 May 2007

Re: multivariate regressionTU 31 May 2007

Re: multivariate regressionBreathtakingly dishonest 31 May 2007

Re: multivariate regressionMegh 07 Jun 2007

Re: multivariate regressionLearner 09 Jul 2007

Holding PeriodsJABD 18 May 2007

Re: Holding PeriodsGlyn Holton 18 May 2007

Re: Holding PeriodsJABD 19 May 2007

Re: Holding PeriodsGlyn Holton 22 May 2007

Backward calculating volatilityAngie 14 Aug 2007

Coress Currency Swap Basis20 May 2007

wants to ask about Cost of liquiditykomar 21 May 2007

volatility adjustment to the meanTom 21 May 2007

Re: volatility adjustment to the meanKrassimir 22 May 2007

Re: volatility adjustment to the meanMark Taranto 22 May 2007

Re: volatility adjustment to the meanTom 22 May 2007

Re: volatility adjustment to the meanMark Taranto 23 May 2007

Re: volatility adjustment to the meanTom 24 May 2007

Please resommend me a book. Thanks!Vladimir Shevtsov 22 May 2007

Re: Please resommend me a book. Thanks!e.trader 29 May 2007

CCFYen 22 May 2007

Credit Conversion FactorYen 22 May 2007

Portfolio beta.Vladimir Shevtsov 23 May 2007

Re: Portfolio beta.Mark Taranto 23 May 2007

Re: Portfolio beta.Vladimir Shevtsov 23 May 2007

Re: Portfolio beta.Krassimir 23 May 2007

Re: Portfolio beta.Vladimir Shevtsov 23 May 2007

Re: Portfolio beta.Mark Taranto 23 May 2007

Re: Portfolio beta.Vladimir Shevtsov 23 May 2007

Re: Portfolio beta.Mark Taranto 25 May 2007

P/E ratiofoulla 23 May 2007

Re: P/E ratiofoulla 23 May 2007

Re: P/E ratioMark Taranto 23 May 2007

CDS - relationship between prob. of default and recovery rateShantanu Basu 24 May 2007

Models R usHorseless 24 May 2007

Re: CDS - relationship between prob. of default and recovery rateTU 01 Jun 2007

Filtered Extreme Value TheoryAtilla Cifter 24 May 2007

Re: Filtered Extreme Value TheoryKrassimir 24 May 2007

Interest Rate GammaHenning Schnurbusch 24 May 2007

Re: Interest Rate GammaHenning Schnurbusch 24 May 2007

Liquidity measure with floating cashflowsKrassimir 24 May 2007

Re: Liquidity measure with floating cashflowsDAX 30 May 2007

Futures Risk ManagementJerry Whalen 24 May 2007

Re: Futures Risk ManagementDAX 30 May 2007

Risk decompositionRon 25 May 2007

Re: Risk decompositionDAX 30 May 2007

Re: Risk decompositionRon 31 May 2007

Gap analysis: Interest rate riskKidd 25 May 2007

Measuring risk to Net interest incomeCK 25 May 2007

positive vegaMag 26 May 2007

Re: positive vegaDAX 30 May 2007

Re: positive vega30 May 2007

Re: positive vegaBreathtakingly dishonest 30 May 2007

Re: positive vegaDAX 31 May 2007

Re: positive vega31 May 2007

Re: positive vegaBreathtakingly dishonest 31 May 2007

Geometric and arithmetic indexfoulla 27 May 2007

ST Option + LT bond = ST bondEric 29 May 2007

Re: ST Option + LT bond = ST bondBreathtakingly dishonest 29 May 2007

Assumption for calculating VaRMegh Dal 29 May 2007

Re: Assumption for calculating VaRKrassimir 30 May 2007

Re: Assumption for calculating VaRMegh Dal 30 May 2007

Value-At-Risk: Theory and PracticeMcShort 30 May 2007

Re: Value-At-Risk: Theory and PracticeMegh Dal 30 May 2007

Re: Value-At-Risk: Theory and PracticeMcShort 30 May 2007

Operational Risk - advanced modelsRene Sanda 30 May 2007

time-varying cost of capitalyansou3 30 May 2007

Re: time-varying cost of capitalsharad 02 Jun 2007

Re: time-varying cost of capitalyansou3 09 Jun 2007

Basel IIResego 31 May 2007

Re: Basel IIGlyn Holton 31 May 2007

var data inputTC 31 May 2007

Re: var data input02 Jun 2007