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題名:涵蓋信用風險、銀行間傳染風險、與流動性風險的臺灣金融系統風險量化模型
書刊名:中央銀行季刊
作者:鍾經樊 引用關係
出版日期:2011
卷期:33:2
頁次:頁13-40
主題關鍵詞:信用風險銀行間傳染風險流動性風險政府存款保證風險風險貢獻指標實證研究
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(13) 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:13
  • 共同引用共同引用:3
  • 點閱點閱:67
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.鍾經樊(2010)。我國銀行信用損失評估之研究。中央銀行季刊,32(2),13-46。new window  延伸查詢new window
3.Elsinger, H.、A. Lehar、M. Summer(2006)。Using Market Information for Banking System Risk Assessment。International Journal of Central Banking,March。  new window
研究報告
1.Chan-Lau, J. A.(2010)。Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems。  new window
2.International Monetary Fund(2009)。Responding to the Financial Crisis and Measuring Systemic Risks。  new window
3.International Monetary Fund(2010)。Meeting New Challenges to Stability and Building a Safer System。  new window
4.Adrian, T.、Brunnermeier, M.(2009)。CoVar。  new window
5.Aikman, D.、Alessandri, B. E.、P. Gai、S. Kapadia、Martin, E.、Mora, N.、Sterne, G.、Willison, M.(2009)。Funding Liquidity Risk in A Quantitative Model of Systemic Stability。  new window
6.Alessi, L.、C. Detken(2009)。Real Time’ Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity。  new window
7.Chan-Lau, J. A.(2009)。Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal。  new window
圖書
1.International Monetary Fund、Bank for International Settlements、Financial Stability Board(2009)。Guidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments: Initial Considerations, Report to the G-20 Finance Ministers and Central Bank Governors。  new window
其他
1.Bank of England(2009)。The Role of Macropudential Policy。  new window
2.Hannoun, H.(2010)。Towards A Global Financial Stability Framework。  new window
3.Whelan, K.(2009)。Containing Systemic Risk。  new window
 
 
 
 
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