Bibliografia

Hull, John, Risk Management and Financial Institutions, 5th edition, Wiley, 2015 Alexander, Carol, Market Risk Analysis Vol IV: Value at Risk Models, Wiley, 2009:

Basel Committee on Banking Supervision, High-level summary of Basel III reforms, 2017 (https://www.bis.org/bcbs/publ/d424_hlsummary.pdf) Basel Committee on Banking Supervision, Basel III: Finanlising post-crisis reforms, 2017 (https://www.bis.org/bcbs/publ/d424.htm) Basel Committee on Banking Supervision, Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework, 2006 (https://www.bis.org/publ/bcbs128.htm) Alexander, Carol, Market Risk Analysis Vol III: Value Pricing, Hedging and Trading Financial Instruments, Wiley, 2008 Hull, John, Risk Management and Financial Institutions, 5th edition, Wiley, 2015 Alexander, Carol, Market Risk Analysis Vol IV: Value at Risk Models, Wiley, 2009: