Bibliografia

Principal

  • Saunders, Anthony and Marcia Millon Cornett (2018) Financial Institutions Management – A Risk Management Approach 9th Edition, McGraw-Hill International
  • Riskmetrics (2007) Creditmetrics – Technical Document Riskmetrics
  • Jorion, Philippe (2005) Value at Risk – The New Benchmark for Managing Financial Risk Mc-Graw Hill, 3rd edition
  • Hull, John C. (2015) Risk Management and Financial Institutions Fourth Edition, Wiley.
  • Crouhy, Michel, Dan Galai and Robert Mark (2014) The Essentials of Risk Management 2nd Edition, McGraw-Hill
  • Bessis, Joel (2015) Risk Management in Banking – Fourth Edition Wiley

Secundária

Não foi definida bibliografia secundária