VaR and Risk Management

Useful Internet sites

• PRMIA - Professional Risk Managers International Association
• Barry Schachter's excellent site!!
• Rob Mackay at Oliver, Wyman and Co.
• RiskInstitute
• GARP
• Bankers Trust
• Kamakura
• RiskMetrics
• VaR calculator
• Contingency Analysis
• Askari Risk Management
• Risk Management and Insurance
• John Mingo
• Richard Scora
• Algorithmics
• RiskLab
• MBRM
• Capital Market Risk Advisors
• Principia Partners
• Infinity
• FEA
• Barra
• Andersen Consulting
• Arthur Andersen
• Axiom Software Laboratories
• Caminus LLC
• Centre Solutions
• CMG
• Deloitte Touche Tohmatsu
• Derivatives Portfolio Management
• Enterprise Advisors
• Ernst and Young
• FinancialCAD
• Financial Engineering Associates
• Financial Software Systems
• Front Caital Systems
• FNX
• IBM
• Infinity
• Inventure
• KPMG
• MKIRisk
• Monis
• NumeriX
• Pricewaterhouse Coopers
• Reuters Risk Management
• RiskCare
• Ristec
• SAS Institute
• Savvysoft
• Summit
• Sungard
• Sun Mictosystems
• Winterthur International
• Xenomorph
• XL Capital

  Regulators

• BIS
• G-30
• FSA
• SEC
• market risk disclosure rules
• market risk reporting
• FED, FRB
• David Tadmor
• our GARP report
• Swiss Central Bank
• Financial Accounting Standards Board

  Insurance Comapnies

• Risk and Insurance Management Society
• Willis Corroon
• Swiss Re
• Marsh McLennan
• Towers
• SSCTech
• Risk Web
• Aetna
• rcmfinancial
• Aria
• Zurich Group

  Risk Management in SEC reports

• Citigroup
• Bank of New York
• Republic Bank
• SEB
• AIG
• Equitable
• Duke Energy Corp
• Philip Morris
• Sony
• Nike
• Ford Motor
• International Paper
• Dell Computer
• The Williams Companies

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