1. Minimum Capital Requirements for Market Risk. [document] Bank for International Settlements;Basel Committee on Banking Supervision,2016
2. Credit Risk+: A Credit Risk Management Framework;Credit Suisse Financial Products,1997
3. Trading Book and Credit Risk: How Fundamental is the Basel Review?;J.-P Laurent;Journal of Banking and Finance,2016
4. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates;R Merton;Journal of Finance,1974
5. Concentration Risk Under the Default Risk Charge (DRC)