This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
A useful set of resources, including some on operational risk, is at http://www.math.ethz.ch/~kaufmann/RM.html, which has course material for lectures on Risk Management given by Prof. Dr. Paul Embrechts at ETH Zurich.