Value at Risk and Bank Capital Management

Selected Free Risk Management Related Websites

The interest in risk management is now so large and widespread that it is possible to find a large amount of risk management papers and resources on the Internet. While it may be almost impossible to list all websites with at least some relevant risk management, useful information, I wanted to provide a list of personal favorites. Most of them may be already well known to risk management specialists, who will certainly be able to find a few relevant sites I may have omitted or who may disagree with my choice. However, I hope this list can provide a useful starting point for nonspecialists and, perhaps, suggest one or two more sites to some of the specialists. A large number of risk management related websites are linked to software companies offering various market, credit, or operational risk management tools, or to consulting companies offering advisory services for risk management projects, or to companies offering executive training courses. I have excluded these cases from my list, with a very few exceptions for certain websites that contained working papers that are also on my reference list. Of course, my selection and the definition of the dividing line about whether there was enough free documentation available was subjective, and some will disagree. In any case, to avoid any misunderstanding I must make it clear that I do not personally favor the companies whose sites are listed over those whose websites are not included, nor I have direct professional links or interests in the listed...

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