Market Risk Measurement and Management

• Risk Measurement for the Trading Book

Credit Risk Measurement and Management

• Securitisation of Subprime Mortgage Credit

Operational and Integrated Risk Management

• Practices and Issues in Economic Capital Frameworks
• Enterprise Risk Management: Theory and Practice
• Key Issues in Operational Risk Capital Modeling
• Measuring Operational Risk from Loss Data
• The Failure Mechanics of Dealer Banks
• Principles for the Sound Management of Operational Risk
• Observations and Developments in Risk Appetite Frameworks and IT Infrastructure
• Stress Testing Banks

Regulatory Readings

• A Comparative Assessment of Basel II/III and Solvency II

Risk Management and Investment Management

• Risk Management for Hedge Funds
• Trust and Delegation (Operational Risk in Hedge Funds)
• Madoff Ponzi Scheme

Current Issues in Financial Markets

• Sovereign Creditworthiness and Financial Stability: An International Perspective
• Perspectives on Liquidity Stress Testing (Iceland Example
• Icelandic Financial Crisis and Banking Collapse
• Tails of the Unexpected
• The Dog and the Frisbee
• Challenges of Financial Innovation