(1)RM、Barra的文档,wwqqer大神持续更新中(
https://bbs.pinggu.org/thread-3123543-1-1.html)
(2)Basel Committee on Banking Supervision(
https://www.bis.org/bcbs/)
(3)Market Risk Analysis (I,II,III,IV) by Carol Alexander (论坛上这套书的资源挺多)
(4)根据个人品味从GARP的FRM考试核心阅读书单里挑一些出来参考吧
(5)Financial Risk Forecasting by Jon Danielsson
(6)Value at Risk by Philippe Jorion
and the list goes on,想到再补充吧,感觉太多了