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Herring, R., & Schuermann, T. (2005-03-03). Capital Regulation for Position Risk in Banks, Securities Firms, and Insurance Companies. In Capital Adequacy beyond Basel: Banking, Securities, and Insurance. : Oxford University Press. Retrieved 24 Feb. 2021, from https://oxford.universitypressscholarship.com/view/10.1093/acprof:oso/9780195169713.001.0001/acprof-9780195169713-chapter-1.