1. Allen, S. (2001). Institutional background in financial risk management, Course material. New York: New York University.
2. Allen, S. (2003). Financial risk management: A practitioner’s guide to managing market and credit risk. Hoboken, NJ: Wiley.
3. Antonowicz, A. (2008, 13 August). Wall Street Trader gets largest bonus ever – £156 million. Mirror News. Available at
http://www.mirror.co.uk/news/top-stories/2008/08/13/wall-street-trader-gets-largest-bonus-ever-156-million-115875-20695469/
.
4. Basel Committee on Banking Supervision. (1996, January). Amendment to the capital accord to incorporate market risks.
5. Basel Committee on Banking Supervision. (2006, June). International convergence of capital measurement and capital standards: A revised framework, Comprehensive version.