This book provides an introduction to Value at Risk (VaR) and expected tail loss (ETL) estimation and is a student-oriented version of Measuring Market Risk (John Wiley & Sons 2002).

An Introduction to Market Risk Measurement includes coverage of:

*Parametric and non-parametric risk estimation

*Simulation

*Numerical Methods

*Liquidity Risks

*Risk Decomposition and Budgeting

*Backtesting

*Stress Testing

*Model Risk

Divided into two parts, part one discusses the various risk measurement techniques, whilst part two provides a toolkit of the main tools required to understand market risk measurement.
http://rapidshare.com/files/7146706/Wiley_Finance_.An_Introduction_to_Market_Risk_Measurement._2003.ISBN0470847484_.pdf.html