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題名:從美國監管資本評估計畫談我國銀行壓力測試之規劃
書刊名:臺灣金融財務季刊
作者:林劭杰
作者(外文):Lin, Shao-chieh
出版日期:2009
卷期:10:4
頁次:頁159-206
主題關鍵詞:壓力測試監管資本評估計畫新巴塞爾資本協定監理審查Stress testSupervisory capital assessment programBasel ⅡSupervisory review
原始連結:連回原系統網址new window
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  • 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:8
  • 點閱點閱:43
Other
1.Basel Committee on Banking Supervision(200407)。Principles for the Management and Supervision of Interest Rate Risk。  new window
期刊論文
1.鍾經樊(20090600)。壓力測試的架構。中央銀行季刊,31(2),7-33。new window  延伸查詢new window
2.沈大白、敬永康(20010100)。壓力測試(Stress Test)--風險值系統的重要輔助工具。貨幣觀測與信用評等,27,89-100。  延伸查詢new window
3.沈大白、賴柏志(20040200)。壓力測試於信用風險模型之應用。信用資訊,2004(2),38-49。  延伸查詢new window
其他
1.中央社(20091023)。銀行壓力測試金管會監理參考。  延伸查詢new window
2.王甡(2001)。壓力測試及其共容於風險值架構之設計--台灣股市1976 年至2000 年之實證分析。  延伸查詢new window
3.沈中華、林昆立(2007)。台灣金融機構適足資本之壓力測試。  延伸查詢new window
4.吳宗錠(2008)。總體壓力測試之執行及運用。  延伸查詢new window
5.陳宗薊(2009)。台灣實施銀行壓力測試可行性芻議。  延伸查詢new window
6.許啟智(20090622)。政府該做金融業壓力測試。  延伸查詢new window
7.彭建超(2009)。我國銀行體系信用風險的總體壓力測試。  延伸查詢new window
8.經濟日報(20090430)。美銀壓力測試金管會:國銀也要測試。  延伸查詢new window
9.廖俊男(2005)。金融體系壓力測試之認識與應用。new window  延伸查詢new window
10.鍾經樊(2009)。台灣金融體系之壓力測試期末報告。  延伸查詢new window
11.Basel Committee on Banking Supervision(200905)。Principles for Sound Stress Testing Practices and Supervision。  new window
12.Board of Governors of the Federal Reserve System(2009)。The Supervisory Capital Assessment Program: Design and Implementation。  new window
13.Board of Governors of the Federal Reserve System(2009)。The Supervisory Capital Assessment Program: Overview of Results。  new window
14.Čihák, Martin(2007)。Introduction to Applied Stress Testing。  new window
15.Committee of European Banking Supervisors(20091001)。CEBS’s Press Release on the Results of The EU-wide Stress Testing Exercise。  new window
16.Committee on the Global Financial System(200104)。A Survey of Stress Tests and Current Practice at Major Financial Institutions。  new window
17.Committee on the Global Financial System(200501)。Stress Testing at Major Financial Institutions: Survey Results and Practice。  new window
18.Fell, J.2006(2006)。Overview of Stress Testing Methodologies: From Micro to Macro。  new window
19.Financial Services Authority(2009)。FSA Statement on Its Use of Stress Tests。  new window
20.Haldane, A. G.(2009)。Why Banks Failed the Stress Test。  new window
21.Moretti, M., S. Stolz, and M. Swinburne(2008)。Stress Testing at the IMF。  new window
22.Sorge, M.(2004)。Stress-testing Financial Systems: An overview of current methodologies。  new window
23.Stulz, R.(2008)。Risk Management Failures: What Are They and When Do They Happen?。  new window
24.Wall Street Journal(20090520)。Smaller Banks Face Losses。  new window
 
 
 
 
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