1. International convergence of capital measurement and capital standards;Basel Committee on Banking Supervision,1988
2. An internal model-based approach to market risk capital requirements;Basel Committee on Banking Supervision,1995
3. Supervisory framework for the use of “backtesting” in conjunction with the internal model-based approach to market risk capital requirements;Basel Committee on Banking Supervision,1996
4. International convergence of capital measurement and capital standards, a revised framework comprehensive version;Basel Committee on Banking Supervision,2006
5. How accurate are value-at-risk models at commercial banks?;Berkowitz,2001