Please forward VaR Week to others who you think might be interested.
Feedback is welcome.
US Federal Reserve. Supervisory Letter 01-6, recommending enhancements to disclosures of market risks by large banking organizations, based on the recomendations of the Working Group on Public Disclosure. Enhancements to Publick Disclosure. Not strictly a VaR-related document, so I won't add it to my site, but here is a link, if you wish to download it. Shen, Hubert. 2001.