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題名:農會信用部資本計提與風險調整報酬率指標之研究
書刊名:農業經濟叢刊
作者:顏晃平張靜文 引用關係吳榮杰
作者(外文):Yen, Huang-pingChang, Jing-wenWoo, Rhung-jieh
出版日期:2009
卷期:14:2
頁次:頁29-64
主題關鍵詞:農會信用部選擇權訂價新版巴塞爾協定風險調整資本報酬率Credit department of farmers' associationsOption pricingRisk adjusted return on capitalNew Basel capital accord
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(1) 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:1
  • 共同引用共同引用:1
  • 點閱點閱:29
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.雷立芬、傅祖壇、張靜貞(1996)。農會信用部對臺灣農村經濟發展之影響。基層金融,32,117-151。  延伸查詢new window
3.Jorion, Philippe(2002)。How Informative Are Value-at-Risk Disclosures?。The Accounting Review,77(4),911-931。  new window
4.Merton, Robert C.(1977)。An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory。Journal of Banking & Finance,1(1),3-11。  new window
5.Crouhy, Michel D.、Galai, Dan、Mark, Robert(2000)。A Comparative Analysis of Current Credit Risk Models。Journal of Banking and Finance,24(1/2),59-117。  new window
6.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
7.Merton, Robert C.(1974)。On the pricing of corporate debt: The risk structure of interest rate。Journal of Finance,29(2),449-470。  new window
8.吳榮杰(2003)。加速制訂農業金融法以健全農業金融體系。臺灣經濟論衡,1(7),31-37。  延伸查詢new window
9.吳榮杰、周百隆、陳永琦、黃士榮(2000)。建構健全完整的農業金融體系。農業金融論叢,44,29-48。  延伸查詢new window
10.陳昇鴻、施麗玉、黃琮琪(2004)。農會信用部存款保險差別費率水準之研究。農林學報,53(3),235-250。  延伸查詢new window
11.Barry, Peter J.(2001)。Modern Capital Management by Financial Institutions: Implications for Agricultural Lenders。Agricultural Finance Review,61(2),103-122。  new window
12.Duana, Jin-Chuan、Yu, Min-The(1994)。Assessing the Cost of Taiwan's Deposit Insurance。Pacific-Basin Finance Journal,2(1),73-90。  new window
13.Duana, Jin-Chuan、Yu, Min-The(1993)。Clearance Sales in the Farmland Market?。Journal of Agricultural and Resource Economics,18(2),160-174。  new window
14.Featherstone, Allen M.、Boessen, Christian R.(1994)。Loan Loss Severity of Agricultural Mortgages。Review of Agricultural Economics,16(2),249-258。  new window
15.Featherstone, Allen M.、Roessler, Laura M.、Barry, Peter J.(2006)。Determining the Probability of Default and Risk-rating Class for Loans in the Seventh Farm Credit District Portfolio。Review of Agricultural Economics,28(1),160-174。  new window
16.Jorion, Philippe(2000)。Risk Management Lessons from Long-term Capital Management。European Financial Management,6(3),277-300。  new window
17.Katchova, Ani L.、Barry, Peter J.(2005)。Credit Risk Models and Agricultural Lending。Journal of Agricultural Economics,87(1),194-205。  new window
18.Majumder, Debasish(2006)。Inefficient Markets and Credit Risk Modeling: Why Merton's Model Failed。Journal of Policy Modeling,28(3),307-318。  new window
19.Zech, Lyubov、Pederson, Glenn(2004)。Application of Credit Risk Models to Agricultural Lending。Agricultural Finance Review,64(2),91-106。  new window
20.Zhengfei, Guan、Lansink, Alfons Oude(2006)。The Source of Productivity Growth in Dutch Agriculture: A Perspective from Finance。American Journal of Agricultural Economics,88(3),644-656。  new window
研究報告
1.Kafetzaki-Boulamatsis, M.、Tasche, D.(2001)。Combined Market and Credit Risk Stress Testing Based on the Merton Model。Ulm, Germany。  new window
圖書
1.Crosbie, P.。Modelling Default Risk。Modelling Default Risk。San Francisco, CA。  new window
 
 
 
 
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