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Annexes

Annex 6

BIBLIOGRAPHY

Basle Committee on Banking Supervision (1994): Risk Management Guidelines for Derivatives. Basle: Bank for International Settlements, July.

Basle Committee on Banking Supervision (1996): Amendment to the Capital Accord to Incorporate Market Risks. Basle: Bank for International Settlements, January.

Committee on Payment and Settlement Systems (1992): Delivery Versus Payment in Securities Settlement Systems. Basle: Bank for International Settlements, September.

Committee on Payment and Settlement Systems (1995): Cross-Border Securities Settlements. Basle: Bank for International Settlements, March.

Committee on Payment and Settlement Systems (1996): Settlement Risk in Foreign Exchange Transactions. Basle: Bank for International Settlements, March.

Technical Committee of the International Organization of Securities Commissions (1994): Risk Management Guidelines for Derivatives. Montreal: IOSCO, July.

Technical Committee of the International Organization of Securities Commissions (1996a): Client Asset Protection. Montreal: IOSCO, August.

Technical Committee of the International Organization of Securities Commissions (1996b): Report on Cooperation Between Market Authorities and Default Procedures. Montreal: IOSCO, March.

Technical Committee of the International Organization of Securities Commissions (1996c): Report on Margin. Montreal: IOSCO, March.

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