Financial Risk Management

References

1. Anderson, A. (2013). Business Statistics for Dummies. Wiley.
2. BCBS (1988). International convergence of capital measurement and capital standards, July.
3. BCBS (1996). Amendment to the capital accord to incorporate market risks, January.
4. BCBS (2006). International convergence of capital measurement and capital standards: A revised framework (comprehensive version), June.
5. BCBS (2009). Revisions to the Basel II market risk framework, July.
6. BCBS (2010). Basel III: A global regulatory framework for more resilient banks and banking systems, December.
7. BCBS (2014a). Basel III: The net stable funding ratio, October.
8. BCBS (2014b). Basel III leverage ratio framework and disclosure requirements, January.
9. BCBS (2019a). Minimum capital requirements for market risk, January (revised February).
10. BCBS (2019b). Explanatory note on the minimum capital requirements for market risk, January.
11. BCBS (2021). Principles for the effective management and supervision of climate‐related financial risks. Consultative Document, November.
12. BCBS (2023). OPE calculation of RWA for operational risk, OPE25 Standardised approach (version effective as of 1 January 2023).
13. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), pp. 307–327.
14. FCA (2019). The Senior Managers and Certification Regime: Guide for FCA Solo‐Regulated Firms, July.
15. FSB (2018). Strengthening Governance Frameworks to Mitigate Misconduct Risk: A Toolkit for Firms and Supervisors ...