The risk measurement revolution -- Measures of financial risk -- Basic issues in measuring market risk -- Non-parametric vaR and ETL -- Parametric VaR and ETL -- Simulation approaches to VaR and ETL estimation -- Incremental and component risks -- Estimating liquidity risks -- Backtesting market risk models -- Stress testing -- Model risk

1. Portfolio management
2. Capital market
3. Foreign exchange -- Management
4. Risk management