1. Basel Committee on Banking Supervision (1996), Supervisory framework for the use of ‘backtesting’ in conjunction with the internal models approach to market risk capital requirements. www.bis.org
2. Basel Committee on Banking Supervision (2004), International Convergence of Capital Measurement and Capital Standards, a Revised Framework. www.bis.org
3. Basel Committee of Banking Supervision (2005a), Update on work of the Accord Implementation Group related to validation under the Basel II Framework, Newsletter No. 4. www.bis.org/publ/bcbs_nl4.htm
4. Basel Committee of Banking Supervision (2005b), Validation of Low Default Portfolios, Newsletter No. 6. www.bis.org/publ/bcbs_nl6.htm
5. Basel Committee on Banking Supervision (2005c), An Explanatory Note on the Basel II IRB Risk Weight Functions. www.bis.org