Financial risk management (English Wikipedia)

Bolt, Wilko; Haan, Leo de; Hoeberichts, Marco; Oordt, Maarten van; Swank, Job (September 2012). "Bank Profitability during Recessions" (PDF). Journal of Banking & Finance. 36 (9): 2552–64. doi:10.1016/j.jbankfin.2012.05.011. Archived from the original (PDF) on 3 October 2020. Retrieved 22 March 2022.

doi.org

Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance. 7 (1): 77–91. doi:10.2307/2975974. JSTOR 2975974.
Bolt, Wilko; Haan, Leo de; Hoeberichts, Marco; Oordt, Maarten van; Swank, Job (September 2012). "Bank Profitability during Recessions" (PDF). Journal of Banking & Finance. 36 (9): 2552–64. doi:10.1016/j.jbankfin.2012.05.011. Archived from the original (PDF) on 3 October 2020. Retrieved 22 March 2022.
Aggarwal, Raj; DeMaskey, Andrea L. (30 April 1997). "Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies". The Journal of Portfolio Management. 23 (3): 88–95. doi:10.3905/jpm.1997.409611. S2CID 153476555.
Khandani, Amir E.; Lo, Andrew W. (2007). "What Happened To The Quants In August 2007?" (PDF). Journal of Financial Markets. 14 (1): 1–46. doi:10.1016/j.finmar.2010.07.005. hdl:1721.1/108275.

duke.edu

people.duke.edu

Guangliang He and Robert Litterman (1999). "The Intuition Behind Black-Litterman Model Portfolios". Goldman Sachs Quantitative Resources Group

economicsnetwork.ac.uk

Dr Andros Gregoriou (N.D.) Commercial Bank Risk Management

efinancialcareers.com

Sarah Butcher (2017). "The $bn struggle to replicate Goldman Sachs' special powers", efinancialcareers.com

emerald.com

"Contrary to conventional wisdom it may be rational to hedge translation exposure.": Raj Aggarwal (1991). "Management of Accounting Exposure to Currency Changes: Role and Evidence of Agency Costs". Managerial Finance, Vol. 17 No. 4, pp. 10-22.

fa-mag.com

Jeffrey L. Stouffer (2011). Protecting A Bond Portfolio With Futures Contracts, Financial Advisor Magazine

factset.com

insight.factset.com

Nicholas Edwards (2024). How To Select a Portfolio Optimizer That Supports Your Investment Priorities

fastercapital.com

Staff (2023). "Mitigating Overnight Position Volatility". fastercapital.com
Faster Capital (2024). Retail vs: Commercial Banking Risk Profiles

fdic.gov

Angela Hinton and Chester Polson (2021). "The Historic Relationship Between Bank Net Interest Margins and Short-Term Interest Rates". FDIC Quarterly. 15:2

financestrategists.com

True Tamplin (2023). "Benchmarking and Performance Attribution", Finance Strategists

fsb.org

Financial Stability Board (2013). "Principles for An Effective Risk Appetite Framework"

gartner.com

Financial Risk Management, Finance Glossary. Gartnergartner.com
See: "Financial Management System (FMS) - Gartner Finance Glossary". Gartner. Retrieved 6 January 2022.

handle.net

hdl.handle.net

Khandani, Amir E.; Lo, Andrew W. (2007). "What Happened To The Quants In August 2007?" (PDF). Journal of Financial Markets. 14 (1): 1–46. doi:10.1016/j.finmar.2010.07.005. hdl:1721.1/108275.

hkib.org

bankinggps.hkib.org

Hong Kong Institute of Bankers (2023). Risk Management

iacpm.org

International Association of Credit Portfolio Managers (2018). "The Evolution of XVA Desk Management"
International Association of Credit Portfolio Managers (2022). "Risk mitigation techniques in credit portfolio management"

icmagroup.org

PwC (2016). An overview of the LCR, NSFR and LR

iijournals.com

Aggarwal, Raj; DeMaskey, Andrea L. (30 April 1997). "Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies". The Journal of Portfolio Management. 23 (3): 88–95. doi:10.3905/jpm.1997.409611. S2CID 153476555.

imf.org

elibrary.imf.org

Li Ong (2014). "A Guide to IMF Stress Testing Methods and Models", International Monetary Fund
E. Boukherouaa et al (2021). Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance. International Monetary Fund Departmental Papers

imf.org

Jorge A. Chan-Lau (2006). Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance International Monetary Fund

institutionalinvestor.com

The Rise of the Chief Risk Officer, Institutional Investor (March 2017).

investopedia.com

W. Kenton (2021). "Harry Markowitz", investopedia.com
Will Kenton (2023). What Is Risk Management in Finance, and Why Is It Important?, investopedia.com
Fadi Zaher (2022). Using Economic Capital to Determine Risk, investopedia.
Steven Nickolas (2023). "Tier 1 Capital vs. Tier 2 Capital", Investopedia
Troy Segal (2021). "What Is a Bank Stress Test? How It Works, Benefits, and Criticism", Investopedia
James Chen (2021). "Risk-Adjusted Return on Capital (RAROC) Explained & Formula", Investopedia
Alicia Tuovila (2023). Understanding Risk-Weighted Assets, Investopedia
Will Kenton (2022). "Business Risk", Investopedia
Marshall Hargrave (2022). Dupont Analysis, Investopedia.
Claire Boyte-White (2023). 4 Reasons a Company Might Suspend Its Dividend, Investopedia
Staff (2020). What is index option trading and how does it work?, Investopedia
C. Kopp (2022). "Bond Laddering: How it Works, Benefits, Variations", investopedia.com
Staff (2021). How Credit Rating Risk Affects Corporate Bonds, Investopedia
Justin Kuepper (2023). Using the Kelly Criterion for Asset Allocation and Money Management, Investopedia
Will Kenton (2020). Roy's Safety-First Criterion (SFRatio) Definition and Calculation, Investopedia
Troy Segal (2022). "What is inflation and how does inflation affect investments?". Investopedia
James Chen (2022). "Inflation Hedge", Investopedia
Ebony Howard (2024). "Crypto Asset Management: Definition, How It Works, and Goals", Investopedia

ivo-welch.info

corpfin.ivo-welch.info

See § "Does Corporate Risk Management Create Value?" in Capital Budgeting Applications and Pitfalls. Ch 13 of Ivo Welch (2022). Corporate Finance, 5 Ed. IAW Publishers. ISBN 978-0984004904

jstor.org

Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance. 7 (1): 77–91. doi:10.2307/2975974. JSTOR 2975974.

klofinancialservices.com

Staff (31 January 2022). "Managing Portfolio Risk in A High-Inflation Market". KLO Financial Services. Retrieved 12 May 2023.

kpmg.com

assets.kpmg.com

libretexts.org

biz.libretexts.org

"Risk Management and the Firm’s Financial Statement — Opportunities within the ERM" in Esther Baranoff, Patrick Brockett, Yehuda Kahane (2012). Risk Management for Enterprises and Individuals. Saylor Academy

mckinsey.com

Michel-Kerjan and Lorenzo Serino (2024). "Navigating shifting risks in the insurance industry". mckinsey.com

mit.edu

ocw.mit.edu

Jonathan Lewellen (2003). Financial Management - Risk Management. MIT OCW

web.mit.edu

Khandani, Amir E.; Lo, Andrew W. (2007). "What Happened To The Quants In August 2007?" (PDF). Journal of Financial Markets. 14 (1): 1–46. doi:10.1016/j.finmar.2010.07.005. hdl:1721.1/108275.

moodysanalytics.com

Karen Moss (2018). "Funds-transfer-pricing in Banks: what are the main drivers?". Moodys Analytics

morganstanley.com

See. e.g., Morgan Stanley (2022). "Managing Inflation Risk through Improved Portfolio Optimization"

morningstar.com

“How Investors Can Limit Climate and ESG Risk”, Morningstar

naic.org

content.naic.org

Risk-Based Capital (RBC) For Insurers Model Act 2012. National Association of Insurance Commissioners

nasdaq.com

Daniel Laboe (2021). How To Properly Hedge Your Portfolio Using Put Options, nasdaq.com

navegastrategies.com

Kurt Winkelmann, Raghu Suryanarayanan, Ferenc Szalai (2019). "Managing Private Equity Risk"

newyorklifeinvestments.com

"Geopolitical risk in a shifting world order", New York Life Investments

nyu.edu

pages.stern.nyu.edu

See for example, "Corporate Finance: First Principles", in Aswath Damodaran (2014). Applied Corporate Finance. Wiley. ISBN 978-1118808931

occ.gov

Office of the Comptroller of the Currency (2019). Comptroller's Handbook: "Corporate and Risk Governance"

oecd.org

Iota Kaousar Nassr (2021). Artificial Intelligence, Machine Learning and Big Data in Finance. OECD

opengamma.io

quant.opengamma.io

See e.g. OpenGamma Quantitative Research (2013). The Pricing and Risk Management of Credit Default Swaps

openriskmanual.org

Open Risk Manual (2021). "Risk Limit"
Open Risk Manual (2021). "Limit framework"

openstax.org

Risk Management and the Financial Manager. Ch. 20 in Julie Dahlquist, Rainford Knight, Alan S. Adams (2022). Principles of Finance. OpenStax, Rice University. ISBN 9781951693541.{{cite book}}: CS1 maint: multiple names: authors list (link)

oreilly.com

See discussion under § Shareholder Value, ROE, and Cash Flow Analyses in: Jamie Pratt and Michael Peters (2016). Financial Accounting in an Economic Context (10th Edition). Wiley Finance. ISBN 978-1-119-30616-0

prmia.org

Stanley Myint (2022). Introduction to Corporate Financial Risk Management. PRMIA Thought Leadership Webinar

pwc.com

Price Waterhouse Coopers (2017). Achieving hedge accounting in practice under IFRS 9

quarchome.org

Riccardo Rebonato (N.D.). Theory and Practice of Model Risk Management.

railpen.com

"Cybersecurity Risk & Resilience", Royal London Asset Management

risk.net

Dmitry Pugachevsky (2023). Managing inflation risk with hedging strategies, risk.net

riskprep.com

Mukul Pareek (2021). "Credit Migration Framework"

saylordotorg.github.io

Why Corporations Hedge; Ch 3.7 in Baranoff et. al.

semanticscholar.org

api.semanticscholar.org

Aggarwal, Raj; DeMaskey, Andrea L. (30 April 1997). "Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies". The Journal of Portfolio Management. 23 (3): 88–95. doi:10.3905/jpm.1997.409611. S2CID 153476555.

sfu.ca

Alexander J. McNeil (1999). "Extreme Value Theory for Risk Managers"

soa.org

Thomas M. Grondin (2001). "Risk Management Practices in the Insurance Industry". Society of Actuaries
David Ingram (2005). "Advancing Risk Management". Society of Actuaries
Ian Farr, Adam Koursaris and Mark Mennemeyer (2016). "Economic Capital for Life Insurance Companies". Society of Actuaries

ssrn.com

papers.ssrn.com

J Skoglund (2010). "Funds Transfer Pricing and Risk Adjusted Performance Measurement". SAS Institute.
Ballotta, L., & Fusai, G. (2018). "A gentle introduction to value at risk". SSRN 2942138 .

ssrn.com

Anshul Vyas (2025). Revolutionizing Risk: The Role of Artificial Intelligence in Financial Risk Management, Forecasting, and Global Implementation. SSRN 5224657
Ballotta, L., & Fusai, G. (2018). "A gentle introduction to value at risk". SSRN 2942138 .

stanford.edu

William F. Sharpe (1991). "The Arithmetic of Active Management" Archived 2013-11-13 at the Wayback Machine. Financial Analysts Journal Vol. 47, No. 1, January/February

web.stanford.edu

William F. Sharpe (1999). "Factor-based Expected Returns, Risks and Correlations"

treas.gov

occ.treas.gov

"Changes to Applicability Thresholds for Regulatory Capital and Liquidity Requirements" (PDF). occ.treas.gov. Retrieved 13 March 2025.

treasurers.org

wiki.treasurers.org

"Minimum Requirement for own funds and Eligible Liabilities"; see MREL, treasurers.org
Reverse stress test, Association of Corporate Treasurers
Interest Rate Risk in the Banking Book, treasurers.org

umn.edu

open.umn.edu

Risk Management and the Financial Manager. Ch. 20 in Julie Dahlquist, Rainford Knight, Alan S. Adams (2022). Principles of Finance. OpenStax, Rice University. ISBN 9781951693541.{{cite book}}: CS1 maint: multiple names: authors list (link)

value-at-risk.net

See e.g. "Build vs Buy" in Holton, G. (2013). Value-at-Risk: Theory and Practice, Second Edition

variancejournal.org

Guo, Qiheng, Daniel Bauer, and George H. Zanjani. 2021. "Capital Allocation Techniques: Review and Comparison." Variance 14 (2).

vernimmen.com

Managing financial risks; summary of Ch. 51 in: Pascal Quiry; Yann Le Fur; Antonio Salvi; Maurizio Dallochio; Pierre Vernimmen (2011). Corporate Finance: Theory and Practice (3rd ed.). Wiley. ISBN 978-1119975588

web.archive.org

Bolt, Wilko; Haan, Leo de; Hoeberichts, Marco; Oordt, Maarten van; Swank, Job (September 2012). "Bank Profitability during Recessions" (PDF). Journal of Banking & Finance. 36 (9): 2552–64. doi:10.1016/j.jbankfin.2012.05.011. Archived from the original (PDF) on 3 October 2020. Retrieved 22 March 2022.
Michel Crouhy (2006). "Risk Management, Capital Attribution and Performance Measurement"
David Shimko (2009). Quantifying Corporate Financial Risk. archived 2010-07-17.
David Shimko (2009). Dangers of Corporate Derivative Transactions
Jeremy Fabbri (2020). Should You Use Spreadsheets for Risk Management?
Doron Nissim (2010). Analysis and Valuation of Insurance Companies Archived 2019-10-20 at the Wayback Machine, Columbia Business School
William F. Sharpe (1991). "The Arithmetic of Active Management" Archived 2013-11-13 at the Wayback Machine. Financial Analysts Journal Vol. 47, No. 1, January/February

wiley.com

media.wiley.com

Pamela Drake and Frank Fabozzi (2009). What Is Finance?

wolterskluwer.com

Wolters Kluwer (2021). "Enhancing fund transfer pricing systems"

worldcat.org

Conti, Cesare & Mauri, Arnaldo (2008). "Corporate Financial Risk Management: Governance and Disclosure post IFRS 7", Icfai Journal of Financial Risk Management, ISSN 0972-916X, Vol. V, n. 2, pp. 20–27.

worldfinance.com

World Finance (N.D.). Credit value at risk