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題名：金融保險機構之動態財務分析與壓力測試(上)
書刊名：臺灣金融財務季刊
作者：許永明 引用關係
作者(外文)：Shiu, Yung-ming
出版日期：2002
卷期：3:3
頁次：頁135-157
主題關鍵詞：動態財務分析；壓力測試；金融保險機構；風險；資本適足性
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(0) 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:0
  • 共同引用共同引用:8
  • 點閱點閱:51
Other
1.Gorvett, R. W.(1998)。Dynamic Financial Analysis of Property-Liability Insurance Companies。  new window
2.Browne, Mark J. and Robert E. Hoyt(1995)。Economic and Market Predictors of Insolvencies in the Property-Liability Insurance Industry。  new window
期刊論文
1.Cox, J. C.、Ingersoll, J. E.、Ross, S. A.(1985)。A Theory of the Term Structure of Interest Rate。Econometrica，53(2)，385-408。  new window
2.王甡、吳壽山(20000900)。金融機構資產組合壓力測試之文獻回顧、執行方法與管理意涵。臺灣金融財務季刊，1(1)，41-57。new window  延伸查詢new window
3.Browne, Mark J.、Carson, James M.、Hoyt, Robert E.(1999)。Economic and Market Predictors of Insolvencies in the Life-Health Insurance Industry。Journal of Risk and Insurance，66(4)，643-659。  new window
圖書
1.The Federal Reserve Board(2000)。Commercial Bank Examination Manual。  new window
2.Bank for International Settlements(1996)。Amendments to the Capital Accord to Incorporate Market Risks。  new window
3.Browne, M. J.、Carson, J. M.、Hoyt, R. E.(2000)。Dynamic Financial Models of Life Insurers。Society Of Actuary。  new window
4.Greene, William H.(2000)。Econometric Analysis。Upper Saddle River, New Jersey：Prentice Hall Znternational Inc.。  new window
5.Hull, John C.(1997)。Options, Futures, and Other Derivatives。Upper Saddle River, NJ：Prentice-Hall Inc.。  new window
6.Brealey, Richard A.、Myers, Stewart C.(2000)。Principles Of Corporate Finance。McGraw-Hill。  new window
其他
1.財政部保險司新聞稿(19991206)。風險資本額制度。  延伸查詢new window
2.財政部(20010705)。「銀行資本適足性管理辦法」草案公告。  延伸查詢new window
3.財政部(20010626)。銀行票券金融公司年報應行記載事項準則。  延伸查詢new window
4.許永明(2001)。金融監理制度與革新。new window  延伸查詢new window
5.Adams, M. B. and M. J. Buckle(2000)。The Determinants of Operations Performance in the Bermuda Insurance Market。  new window
6.Appel, David, Mark W. Mulvaney and Susan E. Witcraft(1997)。Dynamic Financial Analysis of a Workers’ Compensation Insurer。  new window
7.Bank for International Settlements(2001)。Stress Testing in Practice: A Survey of 43 Major Financial Institutions。  new window
8.Bank for International Settlements(1998)。Amendments to the Capital Accord to Incorporate Market Risks。  new window
9.Bank for International Settlements(1995)。A Internal Model-based Approach to Market Risk Capital Requirements。  new window
10.Canadian Institute of Actuaries(1998)。Standard of Practice on Dynamic Capital Adequacy Testing。  new window
11.Canadian Institute of Actuaries(1993)。Standard of Practice on Dynamic Solvency Testing for Fraternal Benefits Society。  new window
12.Canadian Institute of Actuaries(1991)。Standard of Practice on Dynamic Solvency Testing for Life Insurance Companies。  new window
13.Casualty Actuarial Society(2000)。Dynamic Financial Analysis Research Handbook。  new window
14.Chaplin, G. B.(1997)。A Review of Term-Structure Models and Their Application。  new window
15.D’Arcy, S. P., R. W. Gorvett, J. A. T. E. Hettinger and R. J. Walling(1998)。Using the Public Access DFA Model: A Case Study。  new window
16.D'Arcy, S. P., R. W. Gorvett, J. A. Herbers, T. E. Hettinger, S. G. Lehmann and M, J. Miller(1997)。Building a Public Access PC-based DFA Model。  new window
17.Daykin, C. D. and Hey, G. B.(1990)。Managing Uncertainty in a General Insurance Company。  new window
18.Daykin, C. D., T. Pentikainen and M. Pesonen(1994)。Practical Risk Theory for Actuaries。  new window
19.Feldblum, S.(1996)。NAIC Property- Casualty Insurance Company Risk-Based Capital Requirements。  new window
20.Feldblum, S.(1992)。European Approaches to Insurance Solvency。  new window
21.Financial Services Authority(1998)。Guide to Banking Supervisory Policy。  new window
22.Geoghegan, T. J. et al.(1992)。Report on the Wilkie Stochastic Investment Model。  new window
23.Gup, B. E. and R. Brooks(1993)。Interest Rate Risk Management- The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments。  new window
24.Hayashi, F.(2000)。Econometrics。  new window
25.Hodes, D. M., Sholom Feldblum and Antoine A. Neghaiwi(1999)。The Financial Modeling of Property-Casualty Insurance Companies。  new window
26.Hogg, N.(1994)。Business Forecasting Using Financial Models。  new window
27.Holzheu, T. and B. Meyer(2000)。Solvency of Non-Life Insurers- Balancing Security and Profitability Expectations。  new window
28.Huber, P. P.(1997)。A Review of Wilkie's Stochastic Asset Model。  new window
29.Jenkins, T. C.(2000)。Operational Risk and Control。  new window
30.Jorion, F. and S. J. Khoury(1996)。Financial Risk Management- Domestic and International Dimensions。  new window
31.Kaufman, A. M. and T. A. Ryan(2000)。Strategic Asset Allocation for Multi-Line Insurers Using Dynamic Financial Analysis。  new window
32.Kirschner, G. S.(2000)。A Cost/Benefit Analysis of Alternative Investment Strategies Using Dynamic Financial Analysis Tools。  new window
33.Kitts, A.(1990)。Comments on a Model of Retail Price Inflation。  new window
34.Klugman, S. A., H. H. Panjer and G. E. Willmot(1998)。Loss Models: Form Data to Decisions。  new window
35.Klumpes, P. J. M.(2000)。Alternative Performance Measures of Life Insurance Firms for Management Control and Performance Management: Evidence from Australia and the UK。  new window
36.Mongo, D. F. and J. M, Mulvey(2000)。Capital Adequacy and Allocation Using Dynamic Financial Analysis。  new window
37.Moody's Investor Service(2000)。One Step in the Right Direction: The New C-3a Risk-Based Capital Component。  new window
38.Muir, Martin and Steve Sarjant(1997)。Dynamic Solvency Testing。  new window
39.NAIC(2000)。IRIS Life/Health Edition。  new window
40.Office of the Comptroller of the Currency(1998)。Comptroller’s Handbook: Loan Portfolio Management。  new window
41.Office of the Superintendent of Financial Institutions(1997)。Guideline for Capital Adequacy Requirements- Market Risk。  new window
42.Risk Metrics Group(1999)。Risk Manage¬ment: A Practical Guide。  new window
43.Ryan, J. P., P. R Archer-Lock, A. J Czemuszewicz, N. R Gillott, P. H. Hinton, D. Ibeson, S. A Malde, D. Paul, and N. Shah(2001)。Financial Condition Assessment。  new window
44.Santomero, A. M.(1997)。Commercial Bank Risk Management: An Analysis of the Process。  new window
45.Saunders, Anthony(2000)。Financial Institutions Management: A Modern Perspective。  new window
46.Shiu, Yung-Ming(2001)。Unveil Value at Risk- Approaches and Issues。  new window
47.Society of Actuaries(1996)。Dynamic Financial Condition Analysis Handbook。  new window
48.Swamy, P. A. V. B., J. R. Barth, R. Y. Chou, and J. S. Jahera, Jr.(1996)。Determinants of U.S. Commercial Bank Performance: Regulatory and Econometric Issues。  new window
49.The Federal Reserve Board(2000)。Bank Holding Company Supervision Manual。  new window
50.Thomas, R. L.(1997)。Modern Econometrics。  new window
51.Walling, R. J., T. E. Hettinger, C. C. Emma and S. Ackerman(1999)。Customising the Public Access Model Using Publicly Available Data。  new window
52.Wilkie, A. D.(1986)。A Stochastic Investment Model for Actuarial Use。  new window
53.Wilkie, A. D.(1995)。More on a Stochastic Model for Actuarial Use。  new window
 
 
 
 
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