Bibliografia

Alexander, Carol, Market Risk Analysis Vol IV: Value at Risk Models, 2009, Wiley, Hull, John, Risk Management and Financial Institutions, 2023, 6th edition, Wiley, :

Alexander, Carol, Market Risk Analysis Vol III: Value Pricing, Hedging and Trading Financial Instruments, 2008, Wiley, 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) 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, High-level summary of Basel III reforms, 2017 (https://www.bis.org/bcbs/publ/d424_hlsummary.pdf):