6.10 Recursos adicionales

• Herramienta interactiva: https://vmoprojs.shinyapps.io/Valueatrisk/
• Lecturas recomendadas:
  • Tasche (2018). “Expected Shortfall and Beyond”
  • Basel Committee (2006). “International Convergence of Capital Measurement and Capital Standards”
  • Cruz, M. (2004). “Operational Risk Modeling and Analysis”