8Basel committee on banking supervision,operational Risk,consultative document[Z].Basel.September 2001.URL:http://www.bis.org.
9Third consultative paper(CP3) on the new basel capital accord[Z].The Basel Committee on Banking Supervision Bank for International Settlements CH-4002 Basel.Switzerland.July 30.2003.
10Stelios Bekiros D,Dimitris Georgoutsos A.Estimation of value-at-risk by extreme value and conventional methods:a comparative evaluation of their predictive performance[J].International Financial Markets,Institutions and Money,2005,(7):209-228.