1. Albanese C (1997) Credit Exposure, Diversification Risk and Coherent VaR. Working paper, Department of Mathematics, University of Toronto
2. Albrecht P (1998) Risikoadjustierte Performancemessung in der Schadenversicherung. In: Oehler A (ed) Credit Risk und Value-at-Risk Alternativen. Schäffer-Poeschel, Stuttgart, pp 229–257
3. Artzner P, Delbaen F, Eber JM, Heath D (1999) Coherent Measures of Risk. Mathematical Finance 9:203–228
4. Basle Committee on Banking Supervision (1996) Amendment to the Capital Accord to Incorporate Market Risks, No. 24, Jan. 1996
5. Basle Committee on Banking Supervision (1998) Operational Risk Management, No. 42, Sept. 1998