Collection of important documents for risk management

[Ken Abbott]

Below is a collection of important documents, required reading for students and professionals in the field of risk management. The list is divided into subjects and will be updated.

Overview

 

[Ken Abbott]

Buy side

 

[Ken Abbott]

Commodities

 

[Ken Abbott]

Credit risk

 

[Ken Abbott]

Fixed income

 

[Ken Abbott]

IT

 

[Ken Abbott]

Models

 

[Ken Abbott]

Liquidity
These are regulatory papers on liquidity risk management.

 

[Ken Abbott]

Private Equity

 

[Ken Abbott]

Quant

 

[Ken Abbott]

Regulatory

 

[Ken Abbott]

Securitized

 

[Ken Abbott]

Where are some great papers on retail finance:

https://www.occ.treas.gov/publicati...pe/comptrollers-handbook/file-pub-ch-a-rl.pdf

https://www.occ.treas.gov/publications/publications-by-type/comptrollers-handbook/pub-ch-a-ccl.pdf

https://www.occ.gov/publications/pu...ptrollers-handbook/deposit-related-credit.pdf

https://www.occ.gov/publications/publications-by-type/comptrollers-handbook/pub-ch-a-il.pdf

https://www.occ.gov/publications/publications-by-type/comptrollers-handbook/ch-mortgage-banking.pdf

https://www.occ.gov/publications/publications-by-type/comptrollers-handbook/pub-ch-sl.pdf

https://www.occ.gov/publications/publications-by-type/comptrollers-handbook/liquidity.pdf

https://www.newyorkfed.org/medialibrary/media/research/epr/07v13n3/0712hirt.pdf

https://www.pwc.com/gx/en/banking-c...tail-banking-2020-evolution-or-revolution.pdf

 

[Ken Abbott]

London Whale papers (plus more)
EconPapers: Yale School of Management YPFS Cases

 

[red_devil]

Really helpful material. Thank you !

 

[Fer Carranza]

Took the weekend to read over some stuff, great. thank you

 

[GeoFor]

I thank God for your existence!!!

 

[Ken Abbott]

I thank God for your existence!!!

Maybe a bit hyperbolic there, but I'm happy to be of use.

 

[kuangdi]

Thanks for the lecture today at Cornell, these are great stuff!

 

[vaqueas]

awesome...good stuff ! (y)