· Jorion. Value at Risk: The New Benchmark for Managing Financial Risk, 3rd ed.
　　Chapter 10 – VaR Methods
　　Chapter 11 – VaR Mapping
　　Chapter 14 – Stress Testing
· McDonald. Derivatives Markets, 2nd ed. Boston: Addison-Wesley, 2006.
　　Chapter 6 – Commodity Forwards and Futures
· Saunders. Financial Institutions Management, 5th ed. New York: McGraw-Hill, 2005.
　　Chapter 15 – Foreign Exchange Risk
· Stulz. Risk Management & Derivatives. Mason, Ohio: Thomson South-Western, 2003.
　　Chapter 4 – A Firm-Wide Approach to Risk Management
　　Chapter 8 – Identifying and Managing Cash Flow Exposures
　　Chapter 15 – The Demand and Supply for Derivative Products
· Tuckman. Fixed Income Securities, 2nd ed. New York: Wiley, 2002.
　　Chapter 1 – Bond Prices, Discount Factors, and Arbitrage
　　Chapter 2 – Bond Prices, Spot Rates, and Forward Rates
　　Chapter 3 – Yield to Maturity
　　Chapter 4 – Generalizations and Curve Fitting
　　Chapter 5 – One-Factor Measures of Price Sensitivity
　　Chapter 6 – Measures of Price Sensitivity Based on Parallel Yield Shifts
　　Chapter 7 – Key Rate and Bucket Exposures
　　Chapter 9 – The Science of Term Structure Models

From the Credit Risk Measurement and Management section:

· Christopher Culp. Structured Finance and Insurance: The Art of Managing Capital and Risk. Hoboken: John Wiley & Sons, Inc., 2006.
　　Chapter 16 – Securitization
· De Servigny and Renault. Measuring and Managing Credit Risk. New York: Mc-Graw-Hill, 2004.
　　Chapter 2 – External and Internal Ratings
　　Chapter 3 – Default Risk: Quantitative Methodologies
　　Chapter 4 – Loss Given Default
　　Chapter 6 – Cre dit Risk Portfolio Models
　　Chapter 7 – Credit Risk Management and Strategic Capital Allocation
· Dev, editor. Economic Capital: A Practitioner Guide. London: Risk Books, 2004.
　　Chapter 7 – Economic Capital for Counterparty Credit Risk, by Evan Picoult and David Lamb.
· Meissner. Credit Derivatives, Application, Pricing and Risk Management. Malden, MA, Blackwell Publishing, 2005.
　　Chapter 3 – Synthetic Structures
· Michael Ong, Internal Credit Risk Models: Capital Allocation and 　　Performance Measurement, (London: Risk Books, 1999).
　　Chapter 4 – Loan Portfolios and Expected Loss
　　Chapter 5 – Unexpected Loss
　　Chapter 6 – Portfolio Effects: Risk Contributions and Unexpected Losses
· Saunders. Financial Institutions Management, 5th ed. New York: McGraw-Hill, 2005.
　　Chapter 11 – Credit Risk: Individual Loan Risk
　　Chapter 16 – Sovereign Risk
· Stulz. Risk Management & Derivatives. Mason, Ohio: Thomson South-Western, 2003.
　　Chapter 18 – Credit Risks and Credit Derivatives

From the Operational and Integrated Risk Management section:

· Allen, Boudoukh and Saunders. Understanding Market, Credit, and Operational Risk: The Value at Risk Approach. Oxford: Blackwell Publishing, 2004.
　　Chapter 5 – Extending the VaR Approach to Operational Risk
Crouhy, Galai, and Mark. Risk Management. New York: McGraw-Hill, 2001.
　　Chapter 14 – Capital Allocation and Performance Measurement
Culp. The Risk Management Process; Business Strategy and Tactics. Hoboken: John Wiley & Sons, Inc, 2001.
　　Chapter 17 – Identifying, Measuring, and Monitoring Liquidity Risk
· Davis (editor), Operational Risk: Practical Approaches to Implementation (London: Risk Books, 2005).
　　Chapter 12 – Aligning Basel II Operational Risk and Sarbanes Oxley 404 Projects, by Nick Bolton and Judson Berkey
De Servigny and Renault. Measuring and Managing Credit Risk. New York: Mc-Graw-Hill, 2004.
　　Chapter 10 – Regulation
· Dowd. Measuring market risk. New York: John Wiley & Sons, Inc., 2005.
　　Chapter 16 - Model Risk
· Gallati. Risk Management and Capital Adequacy. New York: McGraw-Hill, 2003.
　　Chapter 6 – Case Studies
· Saunders. Financial Institutions Management, 5th ed. New York: McGraw-Hill, 2005.
　　Chapter 14 – Technology and Other Operational Risks
· Stulz. Risk Management & Derivatives. Mason, Ohio: Thomson South-Western, 2003.
　　Chapter 2 – Investors and Risk Management
　　Chapter 3 – Creating Value with Risk Management

From the Risk Management and Investment Management section:

· Amenc, Noel and Veronique Le Sourd. Portfolio Theory and Performance Analysis. West Sussex: Wiley, 2003.
　　Chapter 4 – The Capital Asset Pricing Model and Its Application to Performance Measurement
· Jorion. Value at Risk: The New Benchmark for Managing Financial Risk, 3rd ed.
　　Chapter 7 – Portfolio Risk: Analytical Methods
　　Chapter 17 – VaR and Risk Budgeting in Investment Management
· Lars Jaeger, editor. The New Generation of Risk Management for Hedge Funds and Private Equity Investments. London: Euromoney Books, 2003.
　　Chapter 6 – Funds of Hedge Funds,by Sohail Jaffer
　　Chapter 27 – Style Drifts: Monitoring, Detection and Control, by Pi erre-Yves Moix
· Lars Jaeger. Through the Alpha Smoke Screens, A Guide to Hedge Fund Return Sources. New York: Euromoney Institutional Investor, 2005.
　　Chapter 5 – Individual Hedge Fund Strategies
· Richard Grinold and Ronald Kahn, Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd Edition, (New York: McGraw-Hill, 1999).
　　Chapter 17 – Performance Analysis

Does NOT include the following Core Readings from the FRM 2008 Study Guide:

Not Included from the Market Risk Measurement and Management section:

· Hull . Options, Futures, and Other Derivatives, 6th ed. New York: Prentice Hall, 2006.
　　Chapter 3 – Hedging Strategies using Futures
　　Chapter 5 – Determination of Forward and Futures Prices
　　Chapter 6 – Interest Rate Markets
　　Chapter 7 – Swaps
　　Chapter 9 – Properties of Stock Options
　　Chapter 10 – Trading Strategies Involving Options
　　Chapter 11 – Binomial Trees
　　Chapter 13 – The Black-Scholes-Merton Model
　　Chapter 15 – The Greek Letters
　　Chapter 16 – Volatility Smiles
　　Chapter 22 – Exotic Options