2Alexander,Carol,1998,"Volatility and Correlation:Measurement,Models and Applications," in Alexander,C.,ed.,Risk Management and Analysis,Wiley,Chichester,England.
3Artzner,Philippe,Freddy Delbaen,Jean-Marc Eber,and David Heath,1999,"Coherent Measures of Risk," Mathematical Finance 9 (July),203-228.
4Basel Committee on Banking Supervision,1998b,Amendment to the Basel Capital Accord of July 1988,BIS,Basel,Switzerland.
5Basel Committee on Banking Supervision,1998a,"Capital Requirements and Bank Behaviour:The Impact of the Basel Accord," working paper,BIS,Basel,Switzerland.
7Stulz,Rene,2000,Financial Engineering and Risk Management,Southwestern Publishing,New York.
8Williams,Deborah,2000,"Selecting and Implementing Enterprise Risk Management Technologies," in Marc Lore and Lev Borodovsky,eds.,The Professional Handbook of Risk Management,Butterworth,London.
