1Basel Committee on Banking Supervision. The New Basel Capital Accord[Z]. Fourth Consultative Document.
2Basel Committee on Banking Supervision. Sound Practice for the Management and Supervision of Operational Risk[Z]. 2003,(2).
3King.J.L. Operational Risk: Measurement and Modeling [M]. John Wiley & Sons Ltd,2001.
4Jorion, Philippe. Value at Risk: the New Benchmark for Managing Financial Risk[M]. Mcgraw-Hill,2001.
5Basel Committee. The Quantitative Impact Study for Opera Tional Risk: Overview of Individual Loss Data and Lessons Learned [A]. 2001 ,(2).
6Klugman, Panjer, and Willmot. Loss Models: from Data to Decision[M]. John Wiley & Sons,1998.
7Challenges and Possible Solutions in Enhancing Operational Risk Measurement. Bank of Japan,Financial and Payment System Office Working Paper, 2000(September): 1171-1179.
