Books

The Fundamentals of Risk Measurement, Marrison, C.I., McGraw Hill, 2002

Press

Click here to read press coverage and news releases.

Articles

Hypo International Strengthens Risk Management with a Large-Scale, Secure Spreadsheet-Management Framework, Jafry, Y., Marrison, C. and Umkehrer-Neudeck, U. Interfaces, July-August 2008.

Credit risk contagion, Marrison, C., and D. Martin, Risk, April 2007.

A computational framework for the near-elimination of spreadsheet risk, Jafry, Y., Sidoroff, F. and Chi, R., July 2006. This paper was first published in the proceedings of the 2006 conference of the European Spreadsheet Risk Intererst Group (EuSpRIG).

Basel Implementation for Specialized Lending Assets, Marrison, C.I., Risk Integrated White Paper, October 2005.

Fannie Mae, Freddie Mac, and the Road to Redemption, Brown, D., and K. Posner, Morgan Stanley Equity Research North America : Mortgage Finance , July 2005. (Written by Morgan Stanley equity research acknowledging technical advice from Risk Integrated).

Basel ’s Benefits and Challenges, Marrison, C.I., Finance Today, November 2004.

Measurement, Estimation, and Comparison of Credit Migration Matrices, Jafry, Y., and T. Schuermann, Journal of Banking and Finance, August 2004.

Institution-Level Risk Measurement for Asset Managers, Marrison, C.I., Risk, September 2001.

Risk Measurement for Project Finance Guarantees, Marrison, C.I., The Journal of Project Finance, Summer 2001.

Changing Regulatory Capital to Include Liquidity and Management Information, Marrison, C.I., Schuermann, T.D. and Stroughair, J., The Journal of Risk Finance, August 2000.