| 期刊論文1. | 行政院金融監督管理委員會(2004)。為配合國際規範推動實施新巴塞爾資本協定,函請我國銀行業者及早規劃因應新巴塞爾資本協定相關措施,並建立妥善風險管理機制。金融業務參考資料月刊,2004(11),15-30。 延伸查詢![new window](/gs32/images/newin.png) | 2. | 徐如慧(20040900)。Basel Ⅱ實務運作要點。建華金融季刊,26,11-69。 延伸查詢![new window](/gs32/images/newin.png) | 3. | Hoggarth, G.、Whitley, John(2003)。Assessing the Strength of UK Banks through Macroeconomic Stress Test。Financial Stability Review,14。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Kalirai, H.、Scheicher, Martin(2002)。Macroeconomic Stress Testing:Preliminary Evidence for Austria。Financial Stability Report,3,58-74。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 研究報告1. | Čihák, M.(2004)。Stress testing: a review of key concepts。Czech National Bank。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Arpa, M.、Giulini, Irene、Ittner, Andreas、Pauer, Franz(2000)。The influence of macroeconomic developments on Austrian banks:implications for banking supervision。Basel:Bank for International Settlements。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Blaschke, W.、Jones, M. T.、Majnoni, G.、Peria, S. M.(2001)。Stress Testing of Financial Systems:An Overview of Issues, Methodologies, and FSAP Experiences。Washington DC:IMF。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Čihák, M.(2004)。Designing Stress Testing for Czech Banking System。Czech National Bank。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Jones, M. T.、Hilbers, Paul、Slack, Graham(2004)。Stress Testing Financial System:What to Do When the Governor Calls。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | Basel Committee on Banking Supervision(2004)。International Convergence of Capital Measurement and Capital Standards--A Revised Framework。Basel:Bank for International Settlements。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Hungarian National Bank、the Financial Stability Department and Economics Department of Magyar Nemzeti Bank(2003)。Report on Financial Stability。Budapest:Hungarian National Bank。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | International Monetary Fund、the staff of Monetary and Financial System and Statistics Departments(2003)。Financial Soundness Indicators -- Background Paper。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | International Monetary Fund and World Bank、the Staffs of World Bank and the International Monetary Fund(2003)。Financial Sector Assessment Program --Review, Lessons, and Issues Going Forward。Washington, DC:IMF。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | International Monetary Fund and World Bank、the Staffs of the International Monetary Fund and the World Bank(20050222)。Financial Sector Assessment Program--Review, Lessons, and Issues Going Forward。Washington, DC:IMF。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Sundararajan, V.、Enoch, C.、Jose, A. San、Hilbers, P.、Krueger, R.、Moretti, M.、Slack, G.(2002)。Financial Soundness Indicators:Analytical Aspects and Country Practices。Washington, DC:IMF。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Basel Committee on Banking Supervision(199504)。An Internal Model-based Approach to Market Risk Capital Requirements。Basle, Switzerland:Bank for International Settlements。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Basel Committee on Banking Supervision(199601)。Amendment to the Capital Accord to Incorporate Market Risks。Basle, Switzerland:Bank for International Settlements。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Basel Committee on Banking Supervision(2004)。Implementation of Basel II:Practical Considerations。Basel:Bank for International Settlements。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 單篇論文1. | Čihák, M.(2005)。Stress Testing:Hands-on Exercise Background Note,Washington D.C.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | International Monetary Fund and World Bank(2003)。Analytical Tools of the FSAP,Washington, DC:IMF。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書論文1. | International Monetary Fund(20040730)。[Compilation Guide on Financial Soundness Indicators] Introduction。Compilation Guide on Financial Soundness Indicators。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | National Bank of Denmark(2003)。Sensitivity Analysis and Stress Testing of Danish Banking Institutions。Financial Stability。Copenhagen:National Bank of Denmark。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |