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題名:新版巴塞爾協定對我國農業金融管理之影響與啟示
書刊名:應用經濟論叢
作者:謝淑玲
作者(外文):Hsieh, Shu-ling
出版日期:2008
卷期:84
頁次:頁27-70
主題關鍵詞:農業金融新版巴塞爾協定Agricultural financeBasel II
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:1
  • 點閱點閱:31
期刊論文
1.Altman, Edward I.、Saunders, Anthony(1997)。Credit Risk Measurement Development over the Last 20 Years。Journal of Banking & Finance,21(11/12),1721-1742。  new window
2.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
3.Gordy, Michael B.(2000)。A Comparative Anatomy of Credit Risk Models。Journal of Banking & Finance,24,119-149。  new window
4.張修齊、梁連文、蔡永福、黃追、謝俊(20070900)。農漁會信用部適用BaselⅡ之可行性探討。存款保險資訊季刊,20(3),98-116。new window  延伸查詢new window
5.江大樹、蘇毓昌(2003)。農漁會信用部改革政策評析。暨大電子雜誌,20。  延伸查詢new window
6.Jones, D.、Jones, David(2000)。Emerging Problems with the Basel Capital Accord: Regulatory Capital Arbitrage and Related Issues。Journal of Banking & Finance,24,35-58。  new window
7.European Central Bank(2001)。The New Capital Adequacy Regime - The ECB Perspective。Monthly Bulletin,5,1-24。  new window
8.Rime, Bertrand(2003)。The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach。Swiss National Bank,5,1-36。  new window
9.Swaan, Tom De(1998)。Capital Regulation: The Road Ahead。Federal Reserve Bank of New York Economic Policy Review,10,231-235。  new window
10.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
11.翁文祺(1999)。實務新知-Value at Risk。證券暨期貨管理,17,19-24。  延伸查詢new window
12.Krainer, Robert E.(2002)。Banking in a Theory of the Business Cycle: A Model and Critique of the Basle Accord on Risk-based Capital Requirements for Banks。International Review of Law and Economics,21,413-433。  new window
13.Kirstein, Roland(2002)。The New Basle Accord, Internal Ratings, and the Incentives of Banks。International Review of Law and Economics,21,393-412。  new window
14.Altman, Edward I.、Saunders, Anthony(2001)。An Analysis and Critique of BIS Proposal on Capital Adequacy and Ratings。Journal of Banking & Finance,25,25-46。  new window
15.Krahnen, Jan Pieter、Weber, Martin(2001)。Generally Accepted Rating Principles: A Primer。Journal of Banking & Finance,25,3-23。  new window
16.Carey, Mark、Hrycay, Mark(2001)。Parameterizing Credit Risk Models with Rating Data。Journal of Banking & Finance,25,179-270。  new window
17.Ferri, Giovanni、Liu, Li-Gang、Majnoni, Giovanni(2001)。The Role of Rating Agency Assessments in Less Developed Countries: Impact of the Proposed Basel Guidelines。Journal of Banking & Finance,25,115-148。  new window
18.Carey, Mark(2002)。A Guide to Choosing Absolute Bank Capital Requirements。Journal of Banking & Finance,26,929-951。  new window
19.Altman, Edward I.、Bharath, Sreedhar T.、Saunders, Anthony(2002)。Credit Ratings and the BIS Capital Adequacy Reform Agenda。Journal of Banking & Finance,26,909-921。  new window
20.Danielsson, Jon、Jorgensen, Bjorn N.、de Vries, Casper G.(2002)。Incentive for Effective Risk Management。Journal of Banking & Finance,26,1407-1425。  new window
21.Danielsson, Jon(2002)。The Emperor Has No Clothes: Limits to Risk Modelling。Journal of Banking & Finance,26,1273-1296。  new window
22.Mingo, J. J.(2000)。Policy Implications of the Federal Reserve Study of Credit Risk Models at Major U.S. Banking Institutions。Journal of Banking & Finance,40,1403-1422。  new window
23.Jones, David、Mingo, John(1999)。Credit Risk Modeling and Internal Capital Allocation Processes: Implications for a Models-based Regulatory Bank Capital Standard。Journal of Economics & Business,51,79-108。  new window
24.陳達新、林允永、邱智偉(2000)。公司市場風險管理:J. P. Morgan Corporate Metrics的模型與應用。證券金融,66,91-102。  延伸查詢new window
25.黃建森、吳惠巧(2001)。金融風險管理之基本內涵。信用合作,67,28-33。  延伸查詢new window
26.Prescott, Edward S.(1997)。The Pre-commitment Approach in a Model of Regulatory Banking Capital。Federal Reserve Bank of Richmond Economic Quarterly,83,23-50。  new window
27.黃振德(2005)。新版巴塞爾資本協定與全國農業金庫發展策略。農政與農情,156。  延伸查詢new window
28.張修齊、梁連文、蔡永福、黃追、謝俊(2007)。日本農協體系風險管理制度與因應Basel II之探討。存款保險資訊季刊,20(2),27-62。new window  延伸查詢new window
29.Kupiec, Paul H.(1998)。Stress Testing in a Value at Risk Framework。The Journal of Derivatives,6(1),7-24。  new window
會議論文
1.Hamerle, A.、Liebig, T.、Rosch, D.(2002)。Credit Risk Factor Modeling and the Basel II IRB Approach。0。  new window
研究報告
1.李紀珠、邱靜玉(2003)。當前農漁會信用部改革之評析。沒有紀錄。  延伸查詢new window
2.Kupiec, P. H.、O'Brien, J. M.(1995)。The Pre-commitment Approach: Using Incentives to Set Market Risk Capital Requirement。Washington, DC。  new window
3.Bigus, Jochen(2001)。Creditor Conflicts Prior to Bankruptcy and Credit Rationing。0。  new window
4.Santo, J. A. C.(2000)。Bank Capital Adequacy in Contemporary Banking Theory: A Review of the Literatures。Switzerland。  new window
5.Euro-currency Standing Committee(1998)。On the Use of Information and Risk Management by International Banks。Switzerland。  new window
6.Gordy, Michael B.(2002)。A Risk-factor Model Foundation For Ratings-based Bank Capital Rules。Washington, DC。  new window
7.Jones, David、Mingo, John(1998)。Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-based Regulatory Capital Standard。Washington, DC。  new window
8.Meyer, L. H.(2000)。The Challenges of Global Financial Institution Supervision。Washington, DC。  new window
9.Saidenberg, Marc、Schuermann, Til(2003)。The New Basel Capital Accord and Questions for Research。New York, NY。  new window
10.Kupiec, Paul H.(2002)。Internal Models-based Capital Regulation and Bank Risk-taking Incentives。Washington, DC。  new window
11.Kupiec, Paul H.(2001)。The New Basel Capital Accord: The Devil Is in the (Calibration) Details。Washington, DC。  new window
12.賴武吉(2004)。農業金融專案報告。臺北市。  延伸查詢new window
學位論文
1.吳俊賢(2000)。市場風險與銀行資本適足性之研究--風險值模型之應用(碩士論文)。東吳大學。  延伸查詢new window
2.江義玄(2000)。投資組合之風險評價:新模擬方法的應用(碩士論文)。國立政治大學。  延伸查詢new window
3.施宜君(2000)。信用風險之評價與應用,0。  延伸查詢new window
圖書
1.Bessis, Joël(1998)。Risk Management in Banking。Chichester:John Wiley & Sons, Inc。  new window
2.Best, P.(1998)。Implementing Value at Risk。New York:John Wiley and Sons。  new window
3.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
4.Bebczuk, Ricardo N.(2003)。Asymmetric Information in Financial Markets Introduction and Applications。Asymmetric Information in Financial Markets Introduction and Applications。Cambridge, UK。  new window
5.Gallati, Reto R.(2003)。Risk Management and Capital Adequacy。New York, NY:McGraw-Hill。  new window
其他
1.Basel Committee on Banking Supervision(1999)。Credit Risk Modeling: Current Practices and Applications,Switzerland。  new window
2.Basel Committee on Banking Supervision(2001)。New Basel Capital Accord,Switzerland。  new window
3.Basel Committee on Banking Supervision(2002)。Public Disclosures by Banks: Results of the 2000 Disclosure Survey,Switzerland。  new window
4.Basel Committee on Banking Supervision(2001)。The Internal Ratings Based Approach: Supporting Document to the New Basel Capital Accord,Switzerland。  new window
5.Basel Committee on Banking Supervision(2001)。The Standardized Approach to Credit Risk,Switzerland。  new window
6.Basel Committee on Banking Supervision(1998)。Credit Risk Models at Major U.S. Banking Institutions: Current State of the Art and Implications for Assessments of Capital Adequacy,Washington, DC。  new window
7.林思維,敬永康(2003)。信用風險IRB研究小組報告,0。  延伸查詢new window
 
 
 
 
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