| 期刊論文| 1. | Dietsch, M.、Petey, J.(2002)。The credit risk in SME loans portfolio: modeling issues, pricing, and capital requirements。Journal of Banking and Finance，26(2/3)，303-322。   | | 2. | Treacy, W. F.、Carey, M.(2000)。Credit risk rating systems at large US banks。Journal of Banking and Finance，24(1/2)，167-201。 | | 3. | Lopez, J. A.、Saidenberg, M. R.(2000)。Evaluating credit risk models。Journal of Banking and Finance，24(1/2)，151-165。 | | 4. | Merton, Robert C.(1974)。On the pricing of corporate debt: The risk structure of interest rate。Journal of Finance，29(2)，449-470。 | 圖書| 1. | 周大慶、沈大白、張大成、敬永康、柯瓊鳳(2007)。風險管理新標竿：風險值理論與應用。臺北：智勝。 延伸查詢 | | 2. | Mays, E.(1998)。Credit Risk Modeling : Design and Application。New York, NY：Glenlake Publishing Company/ AMACOM。 | | 3. | Basel Committee on Banking Supervision(198807)。International convergence of capital measurement and capital standards。Basel, Switzerland：BIS。 | | 4. | 經濟部中小企業處(2005)。中華民國九十四年中小企業白皮書。經濟部中小企業處。 延伸查詢 | | 5. | 張家華、沈中華(2003)。違約率與總體經濟相關性。信用評等。 延伸查詢 | | 6. | Efron, B.、Tibshirani, R.(1993)。An introduction to the Bootstra。New York：Chapman and Hall。 | | 7. | Basel Committee on Banking Supervision(1999)。Committee on Banking Supervision, Credit risk modeling: current practice and applications。Basel, Switzerland：BIS。 | | 8. | 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 | | 9. | Jorion, Philippe(2000)。Value at Risk: The New Benchmark for Managing Financial Risk。Irvine：University of California。 | | 10. | Morgan, J. P.(1997)。CreditMetrics, Technical Document。 | 圖書論文| 1. | Dwyer, D. W.、Kocagil, A. E.、Stein, R. M.(2004)。The Moody's KMV EDFTM RiskCalc™ v3.1 model。Moody's Special Comment: Moody's Investor Service。 | | 2. | Stein, R. M.、Kocagil, A. E.、Bohn, J.、Akhavein, J.(2003)。Systematic and idiosyncratic risk in middle-market default prediction: A study of the performance of the RiskCalc™ and PFM™ models。Moody's Special Comment: Moody's Investor Service。 | |