Intrinsic Value's short working papaers in that area refresh the readers' knowledge of market risk measurement and management techniques. Those papers include term structure models for fixed income securities and volatility exposures. The risk measures covered include Value-at-Risk, expected shortfall, and several other coherent measures. Correlations and copulas, the usage of parametric and non-parametric estimation methods, and extreme value theory, exotic options and mortgage backed securities are also covered in those papers.