1. When more is less: using multiple constraints to reduce tail risk;Alexander;J. Bank. Financ.,2012
2. Basel Committee on Banking Supervision (BCBS), 2005. An explanatory note on the Basel II IRB risk weight functions. Consultative Document.
3. Crisis-related shifts in the market valuation of banking activities;Calomiris;J. Financ. Intermed.,2014
4. Recent developments in consumer credit risk assessment;Crook;Eur. J. Oper. Res.,2007
5. Daníelsson, J., James, K., Valenzuela, M., Zer, I., 2012 Dealing with systemic risk when we measure it badly. London School of Economics Working Paper.