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題名:新巴塞爾資本協定及信用風險模型化之研析
書刊名:中央銀行季刊
作者:潘雅慧
出版日期:2002
卷期:24:2
頁次:頁35-53
主題關鍵詞:新巴塞爾資本協定信用風險模型化
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(8) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:7
  • 共同引用共同引用:2
  • 點閱點閱:13
期刊論文
1.曾令寧、陳威光(19991200)。信用風險模型簡介--信用計量法及信用風險加成法。存款保險資訊季刊,13(2),63-92。new window  延伸查詢new window
2.陳錦村(2002)。金融機構如何利用標準法與自建模型,衡量信用風險與市場風險的資本需求額。信用資訊,2(4)。  延伸查詢new window
3.金融聯合徵信中心(2002)。新版巴塞爾協定。信用資訊,2(1)。  延伸查詢new window
4.黃仁德(20020300)。銀行的內部信用評等及其應用。存款保險資訊季刊,15(3),85-106。new window  延伸查詢new window
研究報告
1.李三榮。有關新巴塞爾資本協定之研究報告。  延伸查詢new window
圖書
1.Asia Banker's Association(2002)。Major Issues from the Perspective of Banks Operation in Asia。  new window
2.Basel Committee on Banking Supervision(1999)。Credit Risk Modelling: current Practices and Applications。  new window
3.Basel Committee on Banking Supervision(2001)。The New Basel Capital Accord: an explanatory note。  new window
4.Basel Committee on Banking Supervision(2001)。Results of the Second Quantitative Impact study。Basel:Bank for International Settlement。  new window
5.Deloittee & Touche。Basel Capital Check 1-6。  new window
6.Euromoney(2001)。Basel gives banks the whip hand。  new window
7.Federal Reserve System Task Force on Internal Credit Risk Models(1998)。Credit Risk Models at Major U.S. Banking Institutions: Current State of the Art and Implications for Assessments of Capital Adequacy。  new window
8.Hong Kong Monetary Authority、Hong Kong banking industry(2001)。Comments on the Second Consultative Package of the New Basel Capital Accord。  new window
其他
1.Basel Committee on Banking Supervision(2001)。The Standardised Approach to Credit Risk。  new window
2.Basel Committee on Banking Supervision(2001)。The New Basel Capital Accord。  new window
3.Basel Committee on Banking Supervision(2001)。The Internal Ratings Based Approach。  new window
4.Basel Committee on Banking Supervision(2001)。Operational Risk。  new window
 
 
 
 
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