RESTI A., SIRONI A. (2008), Rischio e Valore nelle banche, Milano: EGEA (Chapters 19, 21, 23, 26).
MONTANARO E. (2020), Gestione del Capitale, Part I and Part II.
OTHER SUGGESTED READINGS:
SANTOMERO A. M. (1997), Commercial Bank Risk Management: An Analysis of the Process, The Wharton School, University of Pennsylvania, Financial Institution Center 95-11-C.
DANÍELSSON ET AL (2001), An Academic Response to Basel II, LSE Financial Markets Group, Special Paper No. 130.
RESTI A. (2017), Bank internal rating: are capital floors a suitable tool to restore their credibility? Journal of Financial Management, Markets, and Institutions, 2, 2016.