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<PRE> Credit Risk Measurement and Management </PRE><PRE>Securitization Standing Committee. “Demystifying Securitization for Unsecured Investors.” New York: Moody’s Investors Service, January 2003. <br>Operational and Integrated Risk Management/Basel Reference Readings </PRE><PRE>Rebonato, Riccardo. “Theory and Practice of Model Risk Management.” Oxford: Quantitative Research Centre (QUARC) of the Royal Bank of Scotland, Oxford Financial Research Centre – Oxford University, September 2002. <br>Kuritzkes, Andrew, Til Schuermann and Scott M. Weiner. "Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates." Brookings-Wharton Papers on Financial Services: 2003. Ed. Robert E. Litan and Richard Herring. Washington D.C.: Brookings Institutional Press, 2003. <br>Bliss, Robert R. and George G. Kaufman. “Derivatives and Systemic Risk: Netting, Collateral and Closeout.” WP 2005-03. Chicago: Federal Reserve Bank of Chicago, 2005. <br>Counterparty Risk Management Policy Group II. “Toward Greater Financial Stability: A Private Sector Perspective. The Report of the Counterparty Risk Management Policy Group II.” New York, July 2005. <br>“New capital requirements for credit institutions (Basel II),” Deutsche Bundesbank, Monthly Report, September 2004. <br>Basel Committee on Banking Supervision. “ Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework.” Basel: Bank for International Settlements, November 2005. <br>Basel Committee on Banking Supervision. “Overview of the Amendment to the Capital Accord to Incorporate Market Risks.” Basel: Bank for International Settlements, January 1996. <br>Basel Committee on Banking Supervision. “Amendment to the Capital Accord to Incorporate Market Risks.” Basel: Bank for International Settlements, November 2005.</PRE><PRE>Basel Committee on Banking Supervision. “Supervisory Framework for the Use of ’Backtesting‘ in Conjunction with the Internal Models Approach to Market Risk Capital Requirements.” Basel: Bank for International Settlements, January 1996. <br>Risk Management and Investment Management </PRE><PRE>Hsieh, David and William Fung. “The Risk in Fixed-Income Hedge Fund Strategies.” Journal of Fixed Income 12 (2002): 6-27.</PRE>
<P> 81918.rar (3.28 MB) 本附件包括：

• 2006StudyGuide.pdf
• AmendmentMarketRiskNov2005.pdf
• BaseIIAccordNov2005.pdf
• CRMPG-II.pdf
• DemystifyingSecuritizationsJan03.pdf
• DerivativesandSystemicRisk.pdf
• NewCapitalRequirementsCreditInstitutions.pdf
• OverviewofAmendmentMarketRisk.pdf
• RiskinFixedIncomeHedgeFundStrategies.pdf
• RiskMeasurementRiskManagementandCapitalAdequacy.pdf
• SupervisoryFramework.pdf
• TheoryandPracticeofModelRiskManagement.pdf

2007-1-2 12:13:00 上传

FRM官方阅读材料，值得一看。

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关键词：值得一看 阅读材料 FRM counterparty Requirements University