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題名:認識影子銀行的固有風險:入門與實務經驗
書刊名:國際金融參考資料
作者:莊萱如甘雯綺
出版日期:2014
卷期:66
頁次:頁143-184
主題關鍵詞:影子銀行系統性風險太大不能倒道德風險管理改革
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(2) 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:2
  • 共同引用共同引用:0
  • 點閱點閱:3
檢視2007 至2009 年金融危機期間,「影子銀行」一詞成為大眾經常討論的議題。本文爰介紹影子銀行體系的形式和運作方式,以及其與金融市場系統性風險及近來金融危機之關聯性,並特別強調能有助於決策者的觀點,俾利推動強化金融市場韌性的新監理制度。本文分為兩大章:第壹章入門介紹影子銀行;第貳章則詳述金融危機期間,金融市場運作如何失靈,以及從當前改革措施中可學習到的相關實務經驗。
期刊論文
1.Avraham, Dafna、Selvaggi, Patricia、Vickery, James(2012)。A Structural View of Bank Holding Companies。Federal Reserve Bank of New York Economic Policy Review,18(2),65-82。  new window
2.Keynes, John Maynard(1937)。The General Theory of Employment。Quarterly Journal of Economics,51(2),209-223。  new window
3.Krishnamurthy, Arvind(2010)。How Debt Markets Have Malfunctioned in the Crisis。Journal of Economic Perspectives,24(1),3-38。  new window
4.McCulley, Paul(200905)。The Shadow Banking System and Hyman Minsky's Economic Journey。Global Central Bank Focus PIMCO。  new window
5.McCulley, Paul(200807)。The Paradox of Deleveraging。Global Central Bank Focus。  new window
6.McCulley, Paul(200709)。Teton Reflections。Global Central Bank Focus。  new window
7.Pulliam, Susan、Richardson, Karen(20051112)。Warren Buffett, Unplugged。Wall Street Journal。  new window
8.White, Lawrence J.(2012)。The Credit Rating Agencies: How Did We Get Here? Where Should We Go?。Antitrust Chronicle,4(1)。  new window
會議論文
1.Bernanke, Ben(2012)。Some Reflections on the Crisis and the Policy Response。Speech at the Russell Sage Foundation and The Century Foundation Conference on "Rethinking Finance",(會議日期: April 13)。New York。  new window
2.Bernanke, Ben(2011)。Implementing a Macroprudential Approach to Risk Supervision and Regulation。Speech at the 47th Annual Conference on Bank Structure and Competition,(會議日期: May 5)。  new window
3.Haldane, Andrew G.(2012)。On Being the Right Size。The 2012 Beesley Lectures, Institute of Economic Affairs' 22nd Annual Series,(會議日期: October 25)。London。  new window
研究報告
1.Ashcraft, Adam、Goldsmith-Pinkham, Paul、Vickery, James。MBS Ratings and the Mortgage Credit Boom。Federal Reserve Bank of New York。  new window
2.Brewer III, Elijah、Jagtiani, Julapa(201109)。How Much Did Banks Pay to Become Too-Big-to-Fail and to Become Systemically Important?。  new window
3.Davis Polk & Wardwell LLP(201209)。Dodd-Frank Progress Report。  new window
4.Financial Stability Oversight Council(201207)。2012 Annual Report。Washington, D.C。  new window
5.Minsky, Hyman P.(1992)。The Financial Instability Hypothesis。New York:Bard College。  new window
6.Pozsar, Zoltan、Adrian, Tobias、Ashcraft, Adam、Boesky, Hayley(201202)。Shadow Banking。deral Reserve Bank of New York。  new window
7.Pozsar, Zoltan、Singh, Manmohan(201112)。The Nonbank-Bank Nexus and the Shadow Banking System。Washington, D.C:International Monetary Fund。  new window
8.Skreta, Vasiliki、Veldkamp, Laura(200902)。Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation。Cambridge, Massachusetts:National Bureau of Economic Research。  new window
9.White, William R.(201208)。Ultra Easy Monetary Policy and the Law of Unintended Consequences。  new window
圖書
1.Bagehot, Walter(1873)。Lombard Street: A Description of the Money Market。London:New York:John Murray:Charles Scribner's Sons。  new window
2.Basel Committee on Banking Supervision。Global Systemically Important Banks: Assessment Methodology and the Additional Loss Absorbency Requirement。Basel, Switzerland:Bank for International Settlements。  new window
3.Bernanke, Ben(20100721)。Statement before the U.S. Senate Committee on Banking, Housing, and Urban Affairs。Washington, D.C。  new window
4.Board of Governors of the Federal Reserve System、Securities and Exchange Commission、Commodity Futures Trading Commission(201107)。Risk Management Supervision of Designated Clearing Entities。Washington, D.C。  new window
5.Friedman, Milton、Friedman, Rose(1990)。Free to Choose: A Personal Statement。Harcourt Brace Jovanovich。  new window
6.Galbraith, John Kenneth(1993)。A Short History of Financial Euphoria (。New York:Viking Books。  new window
7.Knight, Frank H.(1921)。Risk, Uncertainty, and Profit。Boston:New York:Houghton Mi-in Co.:Riverside Press Cambridge。  new window
8.Mises, Ludwig von(1981)。The Theory of Money and Credit。Indianapolis:Liberty Fund。  new window
9.Withers, Hartley(1920)。The Meaning of Money。New York:E.P. Dutton & Co.。  new window
10.Wriston, Walter(1986)。Risk and Other Four-Letter Words。New York:Harper and Row。  new window
11.Keynes, John M.(1936)。The General Theory of Employment, Interest, and Money。London, UK:A Harbinger Book:Palgrave Macmillan。  new window
12.Schumpeter, Joseph A.(1976)。Capitalism, Socialism and Democracy。New York:Haper & Row。  new window
13.Smith, A.(1776)。Wealth of Nations, Book IV: On Systems of Political Economy。London:Methuen & Co.。  new window
其他
1.Financial Stability Board(20111027)。Shadow Banking: Strengthening Oversight and Regulation。  new window
2.American International Group(20081110)。Conference Call Credit Presentation: Financial Results for Quarter Ended September 30, 2008。  new window
3.Financial Stability Board(201211)。Update of Group of Global Systemically Important Banks (G-SIBs),Basel, Switzerland。  new window
4.Financial Stability Board(201206)。OTC Derivative Market Reforms: Third Progress Report on Implementation,Basel, Switzerland。  new window
5.Financial Stability Board(20111104)。Policy Measures to Address Systemically Important Financial Institutions,Basel。,http://www.financialstabilityboard.org/publications/r_111104bb.pdf。  new window
6.Fitch Ratings(20090820)。Surprises, Challenges, and the Future。  new window
7.Fitch Ratings(20060921)。Indices Dominate Growth as Banks' Risk Position Shifts。  new window
8.Freeh, Louis J.(20120801)。Statement before the U.S. Senate Committee on Agriculture, Nutrition and Forestry,Washington, D.C。  new window
9.Gorton, Gary B.(20090509)。Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007,Yale School of Management National Bureau of Economic Research。  new window
10.Greenspan, Alan(19880512)。An Overview of Financial Restructuring,Chicago。  new window
11.Investment Company Institute(20090317)。Report of the Money Market Working Group,Washington, D.C。  new window
12.King, Mervyn(20090317)。Finance: A Return from Risk,London。  new window
13.Minsky, Hyman P.(198609)。Stabilizing an Unstable Economy,Bard College。  new window
14.Nakamoto, Michiyo,Wighton, David(20070709)。Citigroup Chief Stays Bullish on Buyouts。  new window
15.President's Working Group on Financial Markets(20101021)。Money Market Fund Reform Options。  new window
16.Rosenblum, Harvey(2012)。Choosing the Road to Prosperity: Why We Must End Too Big to Fail,Dallas:Federal Reserve Bank of Dallas。,www.dallasfed.org/fed/annual/index.cfm。  new window
17.Schapiro, Mary L.(20120822)。Statement of SEC Chairman Mary L. Schapiro on Money Market Fund Reform,Washington, D.C。  new window
18.Schapiro, Mary L.(20120621)。Testimony on "Perspectives on Money Market Mutual Fund Reforms"before the Committee on Banking, Housing, and Urban Affairs of the U.S. Senate,Washington, D.C。  new window
圖書論文
1.Covitz, Daniel、Liang, Nellie、Gustavo, Suarez。The Evolution of a Financial Crisis: Panic in the Asset-Backed Commercial Paper Market。Washington, D.C:Federal Reserve Board。  new window
2.Gorton, Gary B.、Souleles, Nicholas S.(2006)。Special Purpose Vehicles and Securitization。The Risks of Financial Institutions (National Bureau of Economic Research Conference Report)。Chicago:London:University of Chicago Press:University of Chicago Press。  new window
3.Kay, John(2010)。Should We Have 'Narrow Banking'?。The Future of Finance: the LSE Report。London School of Economics and Political Science。  new window
4.Partnoy, Frank(2009)。Overdependence on Credit Ratings Was a Primary Cause of the Crisis。Hackensack, New Jersey:World Scientific Publishers。  new window
 
 
 
 
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