期刊論文1. | Gennotte, Gerard、Pyle, David(1991)。Capital controls and bank risk。Journal of Banking and Finance,15(4/5),805-824。 |
2. | Aggarwal, R.、Jacques, K.(1997)。The impact of EDICIA and prompt corrective action on bank capital and risk: estimates using a simultaneous equations model。Journal of Banking and Finance,25,1139-1160。 |
3. | 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要求額。信用資訊,2(4),1-44。 延伸查詢 |
4. | Sironi, A.、Zazzara, C.(2003)。The Basel Committee Proposals for a New Capital Accord: Implications for Italian Banks。Review of Financial Economics,12(1),99-126。 |
5. | 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。 延伸查詢 |
6. | 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 |
7. | 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 |
8. | 敬永康(20020300)。信用風險暴露額、風險權數及分散效果探討--新版巴塞爾協定之內部評等制度。貨幣觀測與信用評等,34,116-122。 延伸查詢 |
9. | 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。 延伸查詢 |
10. | 沈大白、敬永康(20010300)。新版巴塞爾資本協定(上)--總論及信用風險權數調整方案。貨幣觀測與信用評等,28,113-123。 延伸查詢 |
11. | 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。 |
12. | Bates, Chris(2002)。BASEL Committee revels blueprint for new Capital Accord。International Financial Law Review,21,18-21。 |
13. | 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。 |
14. | JP Morgan & Chase Company(2003)。BASEL II a guide to operational risk implications。ABA Banking Journal,95,48-52。 |
15. | 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。 |
16. | 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。 |
17. | Thomas, Garside、Bech, Jens(2003)。Dealing with BASEL II: the impact of the New BASEL Capital Accord。Balance Sheet,11,26-32。 |
18. | Linnell, I.(2001)。A critical review of the new capital adequacy framework paper issued by the Basle Committee on。Journal of Banking & Finance,25,187-197。 |
19. | Roger, W. F.(2003)。Basel II- scope of application in the United States。BIS review,1-6。 |
20. | Schafer, D.(2003)。The New Basel Capital Accord and its Impact on Small and Medium-sized Companies。Economic Bulletin,40,209-215。 |
21. | 沈大白、敬永康(20010500)。新版巴塞爾資本協定(下)--信用風險避險工具。貨幣觀測與信用評等,29,111-121。 延伸查詢 |
22. | 金融聯合徵信中心(2002)。新巴塞爾資本協定實施之考量。信用資訊,2(5),1-4。 延伸查詢 |
23. | Belkin, B.、Suchower, S. J.、Forest, L. R.(1998)。The Effect of Systematic Credit Risk on Loan Portfolio Value at Risk and on Loan Pricing。CreditMetrics Monitor,1,17-28。 |
研究報告1. | Bank for International Settlement、Basel Committee on Banking Supervision(2003)。The New Basel Capital Accord。 |
2. | The BASEL Committee on Banking Supervision(2001)。The New BASEL Capital Accord: Consultative Document。 |
3. | Bank for International Settlement、Basel Committee on Banking Supervision(1999)。A New Capital Adequacy Framework。 |
4. | The Basel Committee on Banking Supervision(2001)。The Internal Ratings-Based Approach: Supporting Document。 |
5. | The Basel Committee on Banking Supervision(2001)。The Standardised Approach to Credit Risk: Supporting Document。 |
6. | The Basel Committee on Banking Supervision(2001)。Overivew of The New Basel Capital Accord。 |
7. | 財政部金融局、中華民國銀行商業同業公會(2003)。新巴塞爾資本協定共同研究小組第一階段研究報告。 延伸查詢 |
8. | Dimson, E.、Marsh, P.(1997)。Stress Tests of Capital Requirements。Wharton School Center for Financial Institutions。 |
圖書1. | 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 |
2. | Basel Committee on Banking Supervision(2001)。The New Basel Capital Accord: an explanatory note。 |
3. | Basel Committee on Banking Supervision(2001)。Results of the Second Quantitative Impact study。Basel:Bank for International Settlement。 |
4. | 曾令寧、黃仁德(1996)。現代銀行監理與風險管理。台北:台灣金融研訓院。 延伸查詢 |
5. | 曾令寧、黃仁德(1998)。現代銀行監理與風險管理。 延伸查詢 |
6. | 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 |
7. | Bank for International Settlement、Basel Committee on Banking Supervision(2001)。The New Basel Capital Accord Consultative Document。 |
8. | Bank for International Settlement、Basel Committee Publications(1999)。A New Capital Adequacy Framework。 |
9. | Bank for International Settlement、Basel Committee on Banking Supervision(2001)。Overview of the New Basel Capital Accord。 |
10. | Bank for International Settlement、Basel Committee on Banking Supervision(2003)。Overview of The New Basel Capital Accord。 |
11. | 蘇明發、徐士勛(1998)。風險性資產自有資本比率規定對我國銀行業影響之研究。臺北:臺北銀行經濟研究室。 延伸查詢 |
12. | 陳木在、陳錦村(2001)。商業銀行風險管理。陳木在、陳錦村。 延伸查詢 |
13. | 郭照榮、沈中華(2001)。金融機構管理。 延伸查詢 |
單篇論文1. | Basel Committee on Banking Supervision(20000331)。Bank for International Settlement (BIS) (1999) A New Capital Adequacy Framework: Consultative,Basel。 |
2. | Bank for International Settlement(2002)。The Quantitative Impact Study for Operational Risk: Overview of Individual Loss Data and Lessons Learned,Basel:Bank for International Switzerland。 |
3. | Bank for International Settlement(20010531)。The Standardized Approach to Credit Risk, Consultative Document: Supporting Document to the New Basel Capital Accord,Basel。 |
4. | Bank for International Settlement(2002)。The Quantitative Impact Study for Operational Risk: Overview of Individual Loss Data and Lessons Learned,Basel。 |
5. | Dennis, P.,Stolz, S.(2002)。The New Basel Capital Accord and Its Implications for Developing Countries。 |