1. On the Inception of Sound Derivative Products in Emerging Markets, Real-world Observations and Viable Solutions;Journal of Financial Regulation and Compliance,2006
2. BCBS (2017, February 28). Revisions to the Basel II Market Risk Framework. Available online: https://www.bis.org/publ/bcbs158.pdf.
3. BCBS (2018, June 26). Guidelines for Computing Capital for Incremental Risk in the Trading Book. Available online: https://www.bis.org/publ/bcbs159.htm.
4. BCBS (2020, November 22). Reducing Excessive Variability in Banks’ Regulatory Capital Ratios. Available online: https://www.bis.org/bcbs/publ/d298.pdf.
5. BCBS (2021, February 28). Minimum Capital Requirements for Market Risk. Available online: https://www.bis.org/bcbs/publ/d352.htm.