I would like to make this post a helpful repertory of Risk Measurement documents. Your suggestions and Feedbacks are appreciated. Learn together.

Gereal

Risk Measurement for Financial Institutions :

Coherent risk measures and coherent capital allocation :

Risk Budgeting

Risk Budgeting for Pension Plans :

Market Risk

Credit Risk

To be continued...

[此贴子已经被作者于2007-2-13 13:05:47编辑过]