This website is a knowledgebase of 15,000 postings to a professional finance forum during the 1990s and 2000s. Through these archives, you will learn things that aren't covered in any MBA program or in any textbook. It is like sitting on a trading floor and talking with traders, risk managers and financial engineers during lulls in the action. Browsing through the numerous discussions is an education. Or search for information on specific topics. What sorts of topics? Here are some examples:

• What is "trading the skew" and what are the risks? Read ...
• Intuitively, why must a correlation matrix be positive definite or positive semidefinite? Read ...
• How to respond if your VaR measure fails a regulatory backtest? Read ...
• Are there any quality journals for financial risk management? Read ...
• Career advice: transitioning to quantitative finance. Read ...
• What is a product controller's task, and how does it differ from risk management? Read...

There are three ways to access the archive, all of which are available through the sidebar on the left:

• Search the archives
• Read highlights  ̶  some of the best archive discussions, hand picked and categorized by topic.
• Browse the actual archives, which are organized in chronological order.

If you are interested, there is a brief history of the original forum.

Happy reading!

http://riskarchive.com copyright (c) Contingency Analysis, 1996 - 2009