Ginting, Peransius, author
Penerapan value at risk dengan metode varian kovarian pada asset dan kewajiban PT. Bank Mega Tbk.
2002
 UI - Tesis Membership
Camelia Nas Darisan, author
Penerapan model value at risk dengan metode varian-kovarian pada Pt. Bank Universal Tbk
2002
 UI - Tesis Membership
Ivan Malik, author
Management of bank's assets and liabilities: measurement of interest rate risk : case study PT. Bank X Tbk
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2001
 UI - Tesis Membership
Eri Pramono, author
Analisis perhitungan resiko kredit dengan metode value at risk : studi kasus PT Bank X Cabang Z Jakarta
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2002
 UI - Tesis Membership
Coyle, Brian, author
Introduction to Interest-rate risk
Financial World Publishing, 2001
 Buku Teks
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