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題名:BASELⅡ標準法下景氣對臺灣銀行業資本適足率的衝擊:模擬分析
書刊名:臺灣銀行季刊
作者:陳永興吳榮振
出版日期:2004
卷期:55:4
頁次:頁117-142
主題關鍵詞:BASELⅡ標準法景氣臺灣銀行業資本適足率
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(1) 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:9
  • 點閱點閱:10
期刊論文
1.周大慶(1999)。銀行資本適足率與風險管理。金融研訓季刊,94,58-65。  延伸查詢new window
2.潘雅慧(20020600)。新巴塞爾資本協定及信用風險模型化之研析。中央銀行季刊,24(2),35-53。new window  延伸查詢new window
3.Sironi, Andrea、Zazzara, Cristiano(2003)。The Basel Committee Proposals for a new Capital Accord: Implications for Italian Banks。Review of Financial Economics,12,99-126。  new window
4.李三榮(20020600)。Basel Ⅱ。臺灣金融財務季刊,3(2),105-124。  延伸查詢new window
5.徐如慧(20020700)。新版巴塞爾資本協定總論(下)--作業風險、監理審查、及市場制約機制。證交資料,483,22-38。  延伸查詢new window
6.徐如慧(20020600)。新版巴塞爾資本協定總論(上)--概述及信用風險計算方法。證交資料,482,2-26。  延伸查詢new window
7.張大成(20021200)。新版巴賽爾協定--過去、現在與未來。存款保險資訊季刊,16(2),87-132。new window  延伸查詢new window
8.曾令寧、黃仁德(20011200)。新式巴塞爾資本協定。臺灣金融財務季刊,2(4),131-147。new window  延伸查詢new window
9.Altman, Edward(2001)。Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets。Journal of Banking and Finance,25(1),1-2。  new window
10.Bates, Chris(2002)。BASEL Committee revels blueprint for new Capital Accord。International Financial Law Review,21,18-21。  new window
11.Dietsch, Michel、Petey, Joel(2002)。The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements。Journal of Banking and Finance,26(2),303-323。  new window
12.JP Morgan & Chase Company(2003)。BASEL II a guide to operational risk implications。ABA Banking Journal,95,48-52。  new window
13.Jacobson, Tor、Jesper, Linde、Kasper, Roszbach(2002)。The IRB approach in the BASEL Committee's proposal for new capital adequacy rules: some simulation-based illustrations。Sveriges Riksbank Economic Review,4,35-73。  new window
14.Hammes, Wolfgang、Mark, Shapiro(2001)。The implications of the new capital adequacy rules for portfolio management of credit assets。Journal of Banking and Finance,25,97-115。  new window
15.Linnell, Lan(2001)。A critical review of the new capital adequacy framework paper issued by the Basel Committee。Journal of Banking and Finance,25,187-197。  new window
16.Morrison, Jeffrey S.(2003)。Preparing for BASEL II Modeling requirements。RMA Journal,86,72-78。  new window
17.Schafer, Dorothea(2003)。The New BASEL Capital Accord and its Impact on Samall and Medium-Sized Companies。Economic Builetin,40,209-215。  new window
18.Thomas, Garside、Bech, Jens(2003)。Dealing with BASEL II: the impact of the New BASEL Capital Accord。Balance Sheet,11,26-32。  new window
19.王鶴松(20030200)。新巴賽爾銀行資本適足率協定與風險管理。臺灣經濟金融月刊,39(2)=457,1-7。  延伸查詢new window
研究報告
1.The BASEL Committee on Banking Supervision(2001)。The Internal Ratings-Based Approach: Supporting Document。  new window
2.The BASEL Committee on Banking Supervision(2001)。The New BASEL Capital Accord: Consultative Document。  new window
3.The BASEL Committee on Banking Supervision(2001)。The Standardized Approach to Credit Risk: Supporting Document。  new window
4.The BASEL Committee on Banking Supervision(2002)。The Quantitative Impact Study for Operational Risk。  new window
5.The BASEL Committee on Banking Supervision(2002)。Quantitative Impact Survey of New BASEL Capital Accord。  new window
6.財政部金融局 BASEL II 共同研究小組(2003)。信用風險標準法第一階段研究報告。  延伸查詢new window
學位論文
1.許美蓉(2001)。我國銀行經營風險架構解析(碩士論文)。銘傳大學。  延伸查詢new window
2.蘇芳乾(2001)。景氣變動對我國製造業財務比率之影響(碩士論文)。國立政治大學。  延伸查詢new window
3.王志文(2002)。資本適足率制度變革對銀行資產組合暨資本與風險之影響--台灣地區之實證研究(碩士論文)。國立東華大學。  延伸查詢new window
4.胡志宏(2002)。新版巴塞爾資本協定對我國金融業信用風險管理之衝擊(碩士論文)。元智大學。  延伸查詢new window
5.陳孟雅(2003)。BaselII對銀行信用風險管理之影響(碩士論文)。東吳大學。  延伸查詢new window
6.許碧枝(2004)。BaselⅡ對台灣銀行業資本適足率的影響:兼論銀行業未來經營策略(碩士論文)。國立雲林科技大學。  延伸查詢new window
7.陳永興(2004)。BASELII標準法下景氣對臺灣銀行業資本適足率的衝擊:模擬分析(碩士論文)。國立雲林科技大學。  延伸查詢new window
圖書
1.黃仁德、曾令寧(2003)。現代銀行監理與風險管理。財團法人台灣金融研訓院。  延伸查詢new window
2.Ong, Michael、徐如慧(2003)。內部信用風險模型--資本配置與績效評量。台北:科大文化事業股份有限公司。  延伸查詢new window
3.陳木在、陳錦村(2001)。商業銀行風險管理。臺北:新陸書局股份有限公司。  延伸查詢new window
4.Samu, Peura、Jokivuolle, Esa(2003)。Simulation-based stress testing of banks regulatory capital adequacy。Suomen Panki Bank of Finland。  new window
5.Saunders, A.、Cornett, M.(2003)。Financial Institutions Management: A Risk Management。McGraw-Hill Companies。  new window
6.Saunders, Anthony、郭照榮、沈中華(2001)。金融機構管理。華泰文化事業公司。  延伸查詢new window
7.有限責任財政部金融局員工消費合作社(1998)。銀行自有資本與風險性資產計算方法說明。有限責任財政部金融局員工消費合作社。  延伸查詢new window
8.周大慶、沈大白、張大成、敬永康、柯瓊鳳(2002)。風險管理新標竿--風險值理論與應用。臺北:智勝文化。  延伸查詢new window
 
 
 
 
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