Following is the list of most popular and comprehensive books on Risk Management.

The Essentials of Risk Management by Michel Crouhy, Dan Galai, and Robert Mark

The Essentials of Risk Management provides you with a practical, non-ivory tower approach that is necessary to effectively implement a superior risk management program. Written by three of the leading figures with extensive practical and theoretical experience in the global risk management and corporate governance arena, this straightforward guidebook features such topics as: Corporate governance, compliance and risk management, How to implement integrated risk management, Measuring, managing and hedging market, credit (retail and corporate), operational and model risk, and The roles of board members and senior management in managing risk.

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Financial Risk Manager Handbook (Wiley Finance) by Philippe Jorion

Financial Risk Manager Handbook, Fifth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) FRM exam, the global benchmark examination for financial risk management professionals, and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion-with the full support of GARP—this definitive guide summarizes the core body of knowledge for financial risk managers, covering such topics as: Market, credit, operational, liquidity, and integrated risk management, Quantitative methods, Capital markets, Investment management and hedge fund risk, Relevant regulatory and legal issues essential to risk professionals.

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Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk (with CD-ROM) by Steve L. Allen

Financial Risk Management is divided into three equally informative parts, each filled with in-depth insights and valuable advice gleaned from years of risk management experience. Part one provides a general background to financial risk management and illustrates how risk arises in financial firms. You’ll discover key concepts used to manage risk and learn–through some of the most prominent financial disasters of the past twenty-five years–how to avoid failures in risk management. Part two examines the methodology of market risk management and discusses its application to forward risk, spot risk, vanilla options risk, and exotic options risk. As each type is discussed, a detailed analysis is given of models used to price these risks as well as how these models can be used to measure and control risk. After these issues are thoroughly explored, part three of Financial Risk Management rounds out the discussion with lessons on the management of portfolio risk. Here, you will gain a firm understanding of value-at-risk (VaR), stress testing, and management of portfolio credit risk.

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Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk by Philippe Jorion

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk.

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