Welcome to the Contingency Analysis family of websites, an extensive resource on financial risk management in the capital, commodity and energy markets. There is also information on trading, financial engineering, corporate governance and financial regulation. You can download my published research. There is information on my consulting and training services.
I am an author and consultant with twenty years experience managing financial risk. I launched this family of websites in 1996. Over the years, the sites have had many changes. They have always been a preeminent destination for professionals confronting financial risk.
- GlynHolton.com: A blog about financial risk management and related topics.
- RiskGlossary.com: An encyclopedia on risk, trading, financial engineering, corporate governance and regulation.
- Value-at-Risk.net: The website for my book Value-at-Risk: Theory and Practice.
- RiskArchive.com: 15,000 archived postings to the Financial Risk Management Forum over the period 1996 – 2009.
- Consulting: I provide high-level consulting in the measurement and management of financial risk in the capital, commodity and energy markets.
- Training: I offer corporate training in value-at-risk and financial mathematics.
- Holton, Glyn A. (2013). Value-at-Risk: Theory and Practice, 2nd ed. e-book at http://value-at-risk.net.
- Holton, Glyn A. (2004). Defining risk, Financial Analysts Journal, 60 (6), 19–25.
- Holton, Glyn A. (2003). Negatively skewed trading strategies, Derivatives Week, 12 (42), 8–9.
From the Archives
- 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…