THE WILLIAM MARGRABE GROUP, INC., CONSULTING, PRESENTS
THE DERIVATIVES 'ZINE^TM     November 2001

ÖDerivatives Links on the WWW  Last revised: March 02, 2002

These links are FREE!!! ( as far as I can tell), AT YOUR OWN RISK, and the Group provides no warranties.

Table of Contents

Links to sections of this document that contain links to web sites and pages in the following categories:

• ACADEMICS AND ASSOCIATIONS
• PUBLICATIONS & WORKING PAPERS
• DERIVATIVES VOCABULARY
• OTHER DERIVATIVES INFORMATION
• PERSONAL FINANCE
• RISK MANAGEMENT
• ECONOMIC STATISTICS
• OTHER FINANCIAL INFORMATION
• OTHER INFORMATION
• SEARCH ENGINES

Links Available at www.Margrabe.com

• CREDIT DERIVATIVES. Links, Q&A, etc.
• CREDIT RISK. Links, Q&A, etc.
• 7/28/00 CURRENCY, CURRENCY DERIVATIVES, & CURRENCY RISK MANAGEMENT
• EQUITY, EQUITY DERIVATIVES, & EQUITY RISK MANAGEMENT
• ENERGY, ENERGY DERIVATIVES, & ENERGY RISK MANAGEMENT
• FIXED INCOME, F.I. DERIVATIVES, & F.I. RISK MANAGEMENT

Links Available at www.FreeOptionPricing.com

• SOFTWARE FOR FREE. Built by WMG, Inc. and others.
• SOFTWARE FOR SALE. By various vendors.

Search Engines

• http://www.altavista.com/

• http://www.askjeeves.com/

• http://www.dogpile.com/

• http://www.excite.com/info/mrlucky/

• 7/28/00 http://www.google.com/ 

• http://www.hotsheet.com/hsbody.html Contains links to many portals, search engines, meta-search engines, and web guides.

• http://infoseek.go.com/

• http://www.lycos.com/

• http://www.mapquest.com/ 

• 7/28/00 www.webcrawler.com 

• http://www.yahoo.com/

ACADEMICS AND ASSOCIATIONS

• Adamchuk, Alexander. The University of Chicago Financial Mathematics Seminar, U. of Chicago Financial Engineering and Risk Management Workshop, FinMath.com @ Chicago, Bookshelf
• Avellaneda, Marco. NYU professor's syllabus for his course at the Courant Institute, "Math Finance I" (1995, 1996).
• 8/28/01 Boyle, Phelim. Director, Centre for Advanced Studies in Finance, School of Accountancy, University of Waterloo. Author of Derivatives.  
• Brown, Stephen. Professor Brown's home page, with links to papers by him and other NYU faculty members.
• Benninga, Simon. Professor Benninga's home page, with working papers, course materials, info about his books.
• Bruner, Robert. Professor at University of Virginia with interests in M&A.
• Carr, Peter. Personal information, downloadable papers, and lecture notes.
• Chance, Don. Syllabus and notes for "F5174 Financial Derivatives and Risk Management I" & on-line textbook.
• Courant. The schedule for the Courant Institute's mathematical finance seminar, most Thursdays at 5:30 p.m.
• Crack. Professor Timothy Falcon Crack's finance readings at Indiana University.
• Daigler. Robert T. Daigler, Professor at Florida International University, provides much financial (especially Derivatives) information, including a Futures and Options Bibliography, articles in the Review of Futures Markets, and links to other financial and derivatives sites.
• Das, Sanjiv Ranjan. The Harvard professor's web site includes his working papers and presentation slides.
• DeRosa, David. Yale adjunct professor, currency option guru, Bloomberg columnist, former hedge fund manager.
• Diebold, Frank. Papers, etc.
• GARP. Global Association of Risk Professionals. Links, activities, Q&A.
• Goetzmann. William N. Goetzmann's potpourri of on-line financial textbooks, class notes, downloadable papers, graphs, graphics, and much more.
• Harvey. Professor Campbell Harvey's E-mail address at Duke University, personal home page, including course information, courses, dictionary and Java scripts, and links to many financial WWW sites.
• IAFE. The International Association of Financial Engineers (IAFE) – a trade association for derivatives quants.
• Illinois, University of. The Office for Futures and Options Research (OFOR) maintains a site devoted to its efforts to promote and enhance scholarly research and learning of futures, options, and derivative markets.
• Intermark. Free working papers, mainly about finite difference methods and barrier options.
• 7/28/00 Jackwerth, Jens. 
• Jorion. Philippe Jorion's Orange County Case, "Using Value at Risk to Control Financial Risk".
• 7/28/00 Journal of Finance. Its home page, which directs you to articles in forthcoming issues and lots of other great stuff. Finance Site List. 
• Leuthold, Prof Raymond. Futures and Options reading list , mainly concerning agricultural futures.
• 7/28/00 Berndt Odegaard. Home page. 
• Park, Prof. Hun. Syllabus for Finance 362 - Futures and Options at University of Illinois at Champaign-Urbana.
• Polytechnic Univ. Center for Finance & Technology's 'Brown Bag' Seminar Series, Tuesdays, 12-1 p.m.
• Olivier Renault. Classic Models in Continuous time Finance.
• Mark Rubinstein. "Derivatives Books, Software, Databases and Courses"
• Rutkowski, Marek and Marek Musiela. A Mathematical Finance Database.
• Samperi. Dominick Samperi papers.
• Sharpe. William Sharpe's home page , a discussion of his Sharpe Ratio, and java applets for portfolio analysis.
• Sherrick, et al. "Recovering Probabilistic Information from Option Markets."
• Subrahmanyam. Professor Marti Subrahmanyam's home page. Scholarly papers and course outlines.
• Sundaram. Professor Rangarajan K. Sundaram's home page. Scholarly papers.
• Taleb. Nassim Taleb's home page, with his Book, papers, interview in Derivatives Strategy, and schedule of his seminars on the Dynamic Hedging of Exotics, and debate with Philippe Jorion about Value-at-Risk.
• Trautmann, Prof. Dr. S. Reading list for his seminar, "Option Valuation Models of the Second Generation."
• The Round Table Group. Links to more than 100 universities.
• Wilhem, Jochen. Am meistens auf Deutsch but it provides access to working papers, some in English.
• Zimmermann, Heinz. Home page, including reading list, publications, lists of colleagues, etc.

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BOOKS, PERIODICALS, AND WORKING PAPERS

Books

• Amazon.com. To search for books about derivatives, use this:
  
• 8/28/01 Boyle, Phelim and Feidhlim Boyle. Derivatives: The Tools that Changed Finance. "A unique book on Derivatives that arts students will enjoy." 
• Rubinstein, Mark. "Derivatives Books, Software, Databases and Courses"

Periodicals

• Applied Derivatives Trading. A monthly web'zine that focuses on trading derivatives.
• Derivatives Strategy. The hot new derivatives trade journal where you can "Ask Dr. Risk", each month.
• Financial Engineering News. "The Newspaper of Financial Engineering."
• nal.
• FRB Atlanta Economic Review [.pdf]
• FRB Chicago Economic Perspectives and Fed Letter [.pdf]
• FRB Dallas Financial Industry Issues [.pdf]
• FRB Kansas City Financial Industry Perspectives [.pdf]
• FRB St. Louis Annual International Economics Trends [.pdf]
• FRB San Francisco Economic Letters
• NetExposure. The new "Electronic Journal of Financial Risk.
• Risk Magazine. An early and still major derivatives trade jour

Working Papers

• SSRN. Social Science Research Network "Electronic library" of downloadable papers.
• Federal Reserve Band of Atlanta. Federal Reserve Bank of Atlanta Working Papers Index.
• Federal Reserve Bank of Boston. Publications.
• Federal Reserve Bank of Chicago. Publications and academic papers.
• Federal Reserve Bank of Cleveland. Publications.
• Federal Reserve Bank of Dallas. Index of Publications and Resources.
• FRB Kansas City. Economic research.
• FRB Minneapolis. Working Papers Available.
• FRB New York. Technical research papers designed to stimulate discussion and elicit comments.
• FRB Philadelphia. Research publications.
• FRB Richmond. Working papers.
• FRB San Francisco. Publications and resources.
• FRB St. Louis. Publications and resources.
• IMF. Publications.
• Savvysoft. White papers on derivatives.

SOFTWARE FOR FREE

Many web sites claim to have working software that you can download or use online. We make no guarantees about their quality. Most important, don't forget, if you are going to put somebody else's software inside your computer, use protection. You can get access to all these sites through www.FreeOptionPricing.com. 

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SOFTWARE FOR SALE

An introduction to some derivatives software currently commercially available is available at www.FreeOptionPricing.com. 

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DERIVATIVES AND FINANCIAL VOCABULARY

If you can't find your word in the Derivatives Dictionary or Devil's Derivatives Dictionary, take a look at the long list of other resources at http://www.margrabe.com/FinancialVocabulary.htm  

• Enron. Glossary of electric utility terms.
• California Energy Commission. Glossary of power project financing. 
• Applied Derivatives Trading. Glossary.
• Australian Financial Review. Dictionary of Investment Terms.
• Australian Stock Exchange. Glossary.
• Campbell Harvey. Glossary of financial – mainly derivatives – terms.
• CIBC. Glossary.
• CFTC. Glossary.
• Chicago Mercantile Exchange. Glossary of Futures & Options Terms .
• Enron. Glossary of electric utility terms.
• Federal Reserve Board. Glossaries, etc.
• Finance Wat.ch. Four-Language Glossary on Derivative Instruments.
• Freddie Mac. Derivatives Glossary.
• Gastineau-Kritzman. Dictionary of Financial Risk Management, Revised Edition.
• Innovation. International Financial Encyclopaedia.
• In-the-Money.com. Glossary of derivatives terms and notation, incl. graphs of strategy payoffs. .
• Investor's Galleria. Glossary of financial terms.
• California Energy Commission. Glossary of power project financing. 
• InvestorWords. A Glossary of investment terms.
• J.P. Morgan. Glossary of global bond market terms.
• Kredietbank-Petercam Derivatives NV. "Exotic options library."
• Mid America Futures Exchange. Glossary of futures terms.
• NASD. Glossary of terms.
• NYSE. Glossary of financial terms.
• Norma Nielson. Glossary of Insurance and Financial Planning Terms.
• Numa. Dictionary of derivatives acronyms.
• Numa. Experimental reference for Futures and Options orders.
• RCM Financial Group. Guide to Financial Instruments.
• Searchgate. Financial Planning and Investment glossary.
• Tradex. Commodity and Futures glossary.
• TMAC. Treasury Management Association of Canada.
• Wachowicz's Web World. Links to financial glossaries.
• Wall Street Directory. Glossary.
• Washington Post. Business glossary.
• Web Risk. Financial glossary.
• The William Margrabe Group, Inc. The Derivatives Dictionary and The Devil's Derivatives Dictionary

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OTHER DERIVATIVES INFORMATION

Sites related to Derivative Products that don't fit the previous categories.

Stock Markets

• American Stock Exchange.
• Amsterdam Stock Exchange.
• Deutsche Boerse.
• NASDAQ Market.
• NASDAQ/AMEX Other Markets Online. Links to dozens of stock exchanges and futures markets around the world.
• New York Stock Exchange.
• Nouveau Marché.
• Paris Bourse.
• Philadelphia Stock Exchange.
• 7/28/00 Tel Avis Stock Exchange.
• Toronto Stock Exchange.

Brokers

• Intercapital brokerage.
• Prebon Yamane.
• Cantor, Fitzgerald.
• FuturesWeb.

Futures Exchanges

• Chicago Board of Trade. One of the two largest Chicago futures and options exchanges.
• Chicago Mercantile Exchange. One of the two largest Chicago futures and options exchanges.
• COMEX. A division of the New York Mercantile Exchange.
• 7/28/00 Commodity Exchanges Online. 
• Deutsche Terminbörse. The German futures and options exchange, in Frankfurt.
• Eurex. "The World's Leading Derivatives Exchange." Mainly German and Swiss products. 
• HKFE. Hong Kong Futures Exchange. 
• KCBT. Kansas City Board of Trade.
• Liffe.
• Marché à Terme International de France (MATIF). The French futures and options exchange, in Paris.
• NASDAQ/AMEX Other Markets Online. Links to dozens of stock exchanges and futures markets around the world.
• NYMEX. New York Mercantile Exchange.
• Singapore International Monetary Exchange Limited.
• 7/28/00 Sydney Futures Exchange.

Options Exchanges

• Options Industry Council. Its Web site, with links to five options exchanges,
• American Stock Exchange. Derivative securities index page.
• Chicago Board Options Exchange. Its Web site, with free CD-ROM software.
• Deutsche Terminbörse. The German futures and options exchange, in Frankfurt.
• Pacific Stock Exchange. Its Web site, including price data with 20 minute delay.
• Philadelpha Stock Exchange. Its Web site, including price data with 15 minute delay.
• Options Clearing Corporation. Its Web site.

Regulators and Regulation

• Bank for International Settlements (BIS). An international banking regulator.
• International Organization of Securities Commissions (IOSCO)
• Central Banks.

Japan

• Financial Reconstruction Commission . 
• Financial Supervisory Agency.
• Securities and Exchange Surveillance Commission.
• Bank of Japan.

UK

• Bank of England. The major bank regulator in the U.K.
• British Bankers Association. "The voice of the banking industry in the UK."
• The Securities and Futures Authority. "Protecting Investors - Promoting Financial Stability."
• Investment Management Regulatory Organisation (
• The Personal Investment Authority (PIA). “It is the main regulator of firms advising on and arranging deals in life assurance and personal pensions, friendly society investments, unit trusts and investment trust savings schemes.”
• Other useful U.K. regulator contacts. 

US

• Culp-Mackay. "Regulating Derivatives: The Current System and Proposed Changes."
• FASB. Financial Accounting Standards Board.Offers info about FAS 133.
• FDIC. It regulates depository institutions in the U.S. and insures consumer deposits.
• Federal Reserve Bank of Chicago. Information about the Federal Reserve Board, many terms, and regulations.
• Federal Reserve Board. It regulates banks and influences monetary policy.
• Federal Trade Commission (FTC). 'Online Investment Opportunity' Education Campaign.  
• Municipal Securities Rulemaking Board. 
• Government Accounting Office (GAO). 
• National Association of Insurance Commissioners. An association of state insurance regulators.
• National Association of Investors Corporation
• National Association of Securities Dealers
• National Consumer's League. National Fraud Information Center & Internet Fraud Watch. 
• NASD Regulation, Inc. Find out the dirt your stock broker.
• North American Securities Administrators Association. Antifraud info.
• OECD. Financial Action Task Force on Money Laundering (FATF). 
• OCC. The Office of the Comptroller of the Currency regulates U.S. domestic commercial banks.
• OCC. Report on Derivatives Activity. SECLaw.com. "An online guide to securities law."
• Securities Industry Association. Web site of trade association.
• Stanford University Law School. Securities Class Action Clearinghouse.
• U.S. Securities and Exchange Commission. Regulates the issuers of securities and markets where securities trade. Its web site includes Investor Assistance & Complaints.

Central Banks

• 7/28/00 Austria - National Bank www.oenb.co.at/oenb  
• 7/28/00 Belgium, National Bank of www.bnb.be 
• 7/28/00 Canada, Bank of www.bank-banque-canada.ca 
• 7/28/00 Central Banks of the World www.bnm.gov.my/link/world_cb.htm 
• 7/28/00 Central Banks on the World Wide Web www.bis.org/cbanks1.htm 
• 7/28/00 Denmark - National Bank www.nationalbanken.dk/nk
• 7/28/00 European Central Bank www.ecb.int
• 7/28/00 Finland, Bank of www.bof.fi
• 7/28/00 France, Banque de www.banque-france.fr
• 7/28/00 Germany - Bundesbank www.bundesbank.de
• Greece, Bank of ??? 
• 7/28/00 Hong Kong Monetary Authority www.info.gov.hk/hkma/ 
• 7/28/00 Ireland - Central Bank www.centralbank.ie??
• 7/28/00 Italy, Bank of  www.bancaditalia.it
• 7/28/00 Japan, Bank of www.boj.or.jp/en/index.htm
• 7/28/00 Luxembourg, Central Bank of www.bcl.lu
• 7/28/00 Malaysia, Bank Negara (Central Bank of Malaysia) www.bnm.gov.my 
• 7/28/00 Netherlands Bank, The www.dnb.nl
• 7/28/00 Portugal, Bank of www.bportugal.pt
• 7/28/00 Spain, Bank of www.bde.es
• 7/28/00 Sweden, Imperial Bank of www.riksbank.se
• 7/28/00 Switzerland - Swiss National Bank www.snb.ch
• 7/28/00 United Kingdom - Bank of England www.bankofengland.co.uk/
• 7/28/00 USA - Federal Reserve Bank www.bog.frb.fed.us/ 

Markets

OTC Derivative Markets

• Fuji Capital Markets Corporation. Online Swap Pricer. USD Libor Swap Pricing Matrix.

• International Swaps and Derivatives Association. The home page and E-mail address for ISDA, a trade association for organizations involved with OTC derivatives. The site includes suggested books, monographs, etc.

Commercial Banks

• Barclays Bank PLC.  
• Canny. Hundreds of links to banks around the world.
• CIBC. A Canadian player banking and derivatives. Offers on-line School of Financial Products.
• Commonwealth Bank of Australia.
• Deutsche Bank. Already a major player, Deutsche has bought a derivatives pioneer, Bankers Trust Co.
• Dresdner Bank. Catch it before Deutsche Bank digests it. 
• First Union. 
• German banks. 
• HypoVereinsbank
• ITC. Hundreds of links to banks around the world.
• JP Morgan.
• Mellon Bank. 
• Sumitomo. Its web site includes a worthwhile discussion of Monte Carlo simulation.
• Swiss Bank Corporation. Newly merged into UBS.
•  Standard Corporate and Merchant Bank (South Africa). 
• UBS. They have stumbled, recently. You can read about it in English and in German.

Investment Banks

• Barclays Capital. The Investment Banking Division of Barclays Bank PLC. 
• Bear, Stearns.
• Credit Suisse First Boston (CSFB). 
• Deutsche Bank. Deutsche Bank Securities (Formerly called Deutsche Morgan Grenfell) and Deutsche Bank Alex. Brown. 
• Goldman, Sachs. Articles about Goldman are available, too.
• Morgan Stanley.
• Merrill Lynch.

Other Firms

• Fannie Mae. The #1 player in the secondary mortgage market.
• Freddie Mac. The #2 player in the secondary mortgage market.
• The World Bank. Competes with U.S. to be #1 giveaway leader to Third World  crooks.

Electrical Power and Power Derivatives

    Energy Markets. The Derivatives 'Zine's dedicated energy page, with links and much more.

• American Electric Power (AEP). A major power company.
• California Energy Commission. Glossary of power project financing. 
• California/Oregon border and Palo Verde.
• Cinergy and Entergy Electricity Futures
• Cinergy and Entergy Electricity Futures
• Edison Electric Institute. 
• Energy East Corp.  "An energy company doing business in New York, Massachusetts, Maine, New Hampshire and New Jersey."
• Enron. Glossary of electric utility terms.
• Western Farmers Electric Cooperative. Glossary of terms about the electric power.
• Cinergy. A major power company.
• Entergy. A major power company.
• Power Company Directory.
• U.S. Energy Information Administration.  
• R. Maxant, R. Tanenbaum, and G. Travers, "Clarity in Understanding Electricity Contracts and their Associated Risks." 

Weather

    Energy Markets. The Derivatives 'Zine's dedicated energy page, with links and much more.

• Accuweather. “The World’s Weather Leader.”

• Environmental Dynamics Research, Inc. Brief and simple discussion of weather derivatives. Weather links, mainly for Florida.

• Weather Derivatives. Lots of weather links.
• Advanced Forecasting Corporation.

• Weatherwise. 

• New Mexico State University.
• Koch Weather Risk Management.
• I-WeX.com. The first weather exchanged that is based in London. 
• RainDay.com. Worldside Weather Insurance Agency Inc. offers retail weather derivatives. 

Credit Derivatives

Credit Derivatives. The Derivatives 'Zine's dedicated credit derivatives page, with links and much more.

  Brady Bonds

• Brady Bond Primer.
• BradyNet. Intercapital's Credit Derivative Default Swap Prices.
• MaxEMG.com. "The Emerging Market Fixed Income trading benchmark." Free trial, Basic Service, & Premium Service.

  Pricing

• CreditMetrics Monitor. "The Valuation of Basket Credit Derivatives," by David X. Li.
• Das and Sundaram. A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives.
• Derivatives Strategy. Credit Derivatives Supplement.
• Derivatives Week. "Pricing Credit Derivatives."
• Deutsche Bank. "Deutsche Bank Successfully Closes Blue Stripe - First Synthetic CLO Transaction."
• Houweling, Patrick. "The Joint Estimation of Term Structures and Credit Spreads."
• Loan Pricing Corporation. The LPC Risk Rater estimates the default probability of a borrower.
• Nandi, Saikat. Valuation Models for Default-Risky Securities: An Overview.
• Savvysoft. "FreeCreditDerivatives.com."
• Scott, Louis. "The Pricing of Default Options and Credit Derivatives."
• Scott, Louis. "A Note on the Pricing of Default Swaps."
• Capital Markets Risk Advisors. Frank Iacono. Credit Derivatives. 
• Tauren, Miikka. "A Comparison of Bond Pricing Models in the Pricing of Credit Risk."

  Market 

• Creditex. Aims to "provide liquidity, standardization and transparency to the credit derivatives market."
• CreditTrade. An online auction system for posting bids and offers. 
• MorganCredit.com. J.P. Morgan's online principal market for credit derivatives. 
• McDermott, Robert. "The Long-Awaited Arrival of Credit Derivatives." 
• Smithson, Charles; Hal Haloppa; and Shaun Rai. CREDIT DERIVATIVES (2): A look at the market, its evolution, and current size.

  Structures

• James, Jessica. "Total Return Swaps" in NetExposure.
• Smithson, Charles; and Hal Haloppa. CREDIT DERIVATIVES (1): What are these youthful instruments and why are they used?

  Risk Management

• Masters, Blythe. "Credit Derivatives and the Management of Credit Risk" in NetExposure.

  Other

• MBIA. 
• [Richard T.] Opie & Company. Web site for credit insurance brokerage.
• Tavakoli, Janet. Home page with links to description and syllabus of (largely) credit derivatives course.

Credit Risk

Credit Risk. The Derivatives 'Zine's dedicated credit risk page, with links and much more.

Emerging Markets

• The Asian Crisis: Chronology and Other Episodes. 
• Central Europe Online. 
• Chronology of the Asian Currency Crisis and its Global Contagion. 
• Emerging Markets Companion. 
• Inside China Today. 
• The Russia Journal.

Methodologies

• BIS. Four papers guiding banks on credit risk management, plus other information.
• CreditMetrics. The RiskMetrics Group's free documentation of their methodology and data. "Four-fifteen" software for sale.
• CreditRisk+. CSFP's free technical documentation of their methodology in Acrobat (.pdf) format.
• Federal Reserve Bank of Chicago. Final Basle Committee Paper on Internal Controls
• Federal Reserve Bank of Chicago. Final Report on Internal Credit Risk Models.
• Federal Reserve Board of Governors. Credit Risk Models at Major U.S. Banking Institutions: Current State of the Art and Implications for Assessments of Capital Adequacy.
• Federal Reserve Board of Governors. Sound Credit Risk Management and the Use of Internal Credit Risk Ratings at Large Banking Organizations.
• FSA and Bank of England. Conference on credit risk.
• Gordy, Michael B.. "A Comparative Anatomy of Credit Risk Models", namely, JP Morgan's RiskMetrics vs. CSFP's CreditRisk+.
• Kamakura. Credit risk modeling. Site under construction.
• K.M.V. Corp. Technical papers in Acrobat (.pdf) format. Credit risk links. EDF^TM in action.
• Meridien research. Credit risk consulting. Reports are available to qualifying persons.
•  Skora, Richard. Lots of articles. 
• SSRN. "Bank Capital Requirements and Managerial Self-Interest".
• Turnbull, Stuart. "The Intersection of Market and Credit Risk."

Project Finance

• Perkins Coie LLP. Legal advice for independent power, transport, mining, and telecommunications projects.
• Thomson Finance. "Searching the globe for projects of merit" requiring more than $5 million. 

Ratings Agencies

• Clifford G. Dow. “An Explanation of 'Junk' Bond Ratings." 
• Duff & Phelps Credit Rating Agency. One of the major credit rating agencies.
• Fitch IBCA. One of the major credit rating agencies.
• Moody’s Investors Services. One of the major credit rating agencies.
• Standard & Poor's. Standard & Poor's Credit Ratings.
• Standard & Poor’s. One of the major credit rating agencies.

Regulation

• FDIC. "Summary of the Basel Committee's Consultative Document: 'A New Capital Adequacy Framework'."
• Bank for International Settlements (BIS). Basel Committee [on Banking Supervision]. "A NEW CAPITAL ADEQUACY FRAMEWORK - Executive Summary."
• BIS. Basel Committee. "A NEW CAPITAL ADEQUACY FRAMEWORK."
• BIS. Assorted publications.

Other

• Asset Forfeiture Collection Agency. If you're a creditor who needs help collecting, get help here. 
• Debt Collection Fast Facts. If you're on the receiving end of debt collection efforts, get advice here. 
• eCredit.com. Make credit decisions, collect after bad decisions, and finance equipment online.
• C-Bass.com. "Credit-based asset servicing and securitization."
• eReorg.com. Trading loans and distressed debt.
• GeoCities. Credit Risk Resources.
• Institute of Credit Management. The largest professional credit management organisation in Europe. 
• NetExposure. Special issue devoted to credit risk.
• Partnoy, Frank. "The Siskel and Ebert of Financial Markets: Two Thumbs Down for the Credit Rating Agencies."
• RiskCenter.com. 
• Jim Rosenthal and Juan Ocampo. Securitization of Credit. John Wiley & Sons, U.S., 1988. 
• Term Sheets for Local Currency Debt.
• Warburg Dillon Read. "European Credit Indices." 
• PETER A. WUFFLI AND DAVID A. HUNT. Fixing the credit problem. (The McKinsey Quarterly, 1993 Number 2, pp. 93—106.) A practical guide to rethinking the organization and management of a bank’s credit processes. 

Other pages full of derivatives links

• Mathtools.net. 
• Burke. Hot Links for Traders, which Gibbons Burke, author of "The Computerized Trader", a regular monthly department in Futures Magazine since May 1992 has compiled and continues to grow.
• Finance Wat.ch. Offers information about global derivatives exchanges, etc.
• International Finance & Commodities Institute (IFCI) Risk Watch . "[A]n introduction and guide to the most important official documents in the area of financial risk management."
• Journal of Finance. Finance Site List. 
• Numa. The Numa Financial Systems offers abundant links to sites on the Web concerning Derivatives Markets (a), Industry (b), and General Reference (c).
• Penny Cagan. Financial risk management sources. 
• Waldemar's List. Many links to useful Web sites concerning futures contracts.
• Wall Street Network. Internet resources for investors.

Miscellaneous other Derivatives Links

• Myths about Financial Derivatives.
• CIBC School of Financial Products. (... the single best educational resource about derivatives ... on the web." (DS, 2/00)
• The Financial Pipeline. (... for concise snapshots of areas outside one's real of expertise, this is a good place to start." (DS, 2/00)

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RISK MANAGEMENT

• Capital Markets Risk Advisors. "... a gold mine of risk management articles, presentations and speeches ..." (Derivatives Strategy, 2/00)
• The RiskMetrics Group. "... a free, online course called 'Exploring Risk ..." and much more.  (DS, 2/00) 
• Value at Risk Resources. "... the best web site on value-at-risk the world has ever seen."  (DS, 2/00) 
• SAS Institute.   

ECONOMIC STATISTICS AND DATA

Thanks to David Cay Johnston, "Statistics and Even Lore of the Dismal Science," New York Times, 9/15/97, for most of these links.

• Berkeley Options Database. CBOE data 1976-1995.
• Bill Goffe. Resources for Economists on the Internet contains a wealth of economic information, including financial links such as stock price series.
• BLS. Bureau of Labor Statistics.
• Census Bureau. U.S. Census Bureau official statistics.
• CBO. The Congressional Budget Office.
• Datastream. A major vendor of data.
• DRI. Part of Standard & Poor's ocean of data.
• Federal Budget. The U.S. federal budget.
• ISDA. 1998 Market survey.
• FEDSTATS. Statistics from more than 70 U.S. federal government agencies, etc.
• GOVPX. "The benchmark for Treasuries."
• www.MarketVector.com. Current and historical exchange rates, interest rates, equity indexes, and economic indicators. 
• NBER. National Bureau of Economic Research.
• OECD. Organization for Economic Cooperation and Development.
• Olsen & Assoc. Exchange rate data for over 100 currencies.
• Oregon State. Federal government expenditures by state, county, etc.
• Reuters. A major vendor of data from brokers and exchanges.
• Telerate. A major vendor of data from brokers and exchanges.
• White House. Economic Statistics Briefing Room.

OTHER FINANCIAL INFORMATION

The Financial Press

• ABC News.
• American Banker.
• Atlanta Journal-Constitution.
• BBC News.
• Beyond Computing. 
• Bloomberg. Financial news.
• BusinessWire. 
• CBS MarketWatch. Financial news and data.
• CNN
• Derivatives & Risk Technology. Online edition access from here.
• Drudge Report. He goes where the stink is! Also, links to all the news.
• E-News. Try new magazines -- free!
• [The] European. Online edition of European newspaper.
• Financial Times.
• Forbes. "Capitalist tool."
• FOW. Futures & OTC World home page.
• FXWeek. Online edition.
• International Herald Tribune. "The World's Newspaper."
• Irish Times.
• Los Angeles Times.
• Newshub. Breaking news, plus aged inventory of news stories by category.
• New York Post.
• New York Times.
• Reason Magazine.
• Reuters.
• Risk Management Operations.
• San Jose Mercury.
• Slate. Now free.
• theStreet.com. A web'zine for traders. Showcase for financial writer James Cramer.
• theWhiz.com. An online financial magazine or community. 
• Time Warner. Gateway to online editions of Time, Fortune, People, Money, etc.
• U.S. Newspapers. Hundreds of them!
• Variety.
• Washington Post.
• Waters Information Services, Inc. Home page for publications, archives require subscription.

Other

• Center for International Legal Studies. Complimentary subscriptions to International Reports.
• Davies, Roy. A site concerning financial fraud, scandals, etc.
• Financial Economics Network (FEN). A convenient source of recent working papers and reprints of financial papers, including derivatives papers. Subscribe via SSRN's web page.
• Finance Wise. A search engine with a financial focus.
• GhostScript. The latest GhostScript, GSView, and other shareware.
• IFR. Their Directory of Links to financial sites. The on-line version of IFR Financial Products.
• Investment Research via the Internet. Links to financial sites on the Internet.
• Investor Guide. Market quotes.
• Northern Lights publication search. 
• Schachter. Barry Schachter's home page, including Value at Risk Resources.
• Wachowicz's Web World. Financial links and Power Point slides related to financial management.
• Web Finance. Online magazine for the on-line financial services industry.
• Worth Online. Online Investor Resource Drawer.

The Euro – It may not be a big deal to some people, but it's got Europeans buzzing.

• UBS. Sometimes, it seems as though they got everything else wrong. Do they get the Euro right?
• EMU Net.

Personal Finance

Dr. Risk gets Personal [about personal finance]  The Derivatives 'Zine's dedicated personal finance page, with links and much more.

Trading