Rutter Associates LLC - Credit Portfolio, Market Risk Management

Return to Articles > Risk Management-General

Asset Valuation

Valuing "Hard-to-Value" Assets and Liabilities: Notes on Valuing Structured Credit Products by Charles Smithson, Journal of Applied Finance , Issues 1 & 2, 2009
Value Added by Charles Smithson, Risk, June 2009
Valuing Hard-to-Value Assets by Charles Smithson, Risk, September 2008
Valuing CDOs of ABSs by Charles Smithson and Neil Pearson, Risk, March 2008
Valuing Tranches of CDOs on Corporates by Charles Smithson and Neil Pearson, Risk, December 2007
Valuing Assets Held in Investment Portfolios by Charles Smithson, Risk, March 2004
Valuing Credit Assets by Charles Smithson and Gene D Guill, Risk, January 2004

Economic Capital

The Concepts of Economics by Charles Smithson, Risk, October 2007
Measuring & Managing Risk in Pension Plan by Charles Smithson and Mattia Filiaci, Risk, May 2004
Economic Capital by Charles Smithson, Risk, November 2003

Enterprise Risk Management

Fair Value Accounting

Fair-vlue Accounting: Right and Relevant by Charles Smithson and Cathy Schrand, Risk, November 1999
Setting Accounting Standards with Fair Value by Charles Smithson and Cathy Schrand, Risk, October 1999

Operational Risk

Regulation

Option Modeling

One Big Happy Family by Charles Smithson, Risk, July 2007
Extending the Family Tree of Option Pricing Models - Part 2 by Charles Smithson and Shang Song, Risk, November 1995
Extending the Family Tree of Option Pricing Models - Part 1 by Charles Smithson and Shang Song, Risk, October 1995
Family Tree of Option Pricing Models by Charles Smithson, Risk, October 1991

Auction Structures