Page 121 - 現代銀行監理與風險管理(增修訂二版)
P. 121
第 5 章 資本適足性 —— 新巴塞爾資本協定 103
Adequacy Framework,” Basel Report , January, pp. 1-62.
[13] Basel Committee on Banking Supervision (1988), “International
Convergence of Capital Measurements and Capital Standards,” Basel
Report , July, pp.1-136.
[14] Das, Satyajit (1998), Credit Derivatives —— Trading and Management
＆ Sons.
.
New York: John Wiley
of Credit and Default Risk
[15] Federal Deposit Insurance Corporation (2001), “Basel Committee on
Banking Supervision Proposed Revision to 1988 Basel Capital
[16] Francis, J., J. Fros Accord,” FIL-7-2001, January 23, pp. 1-16. t, and W. Gregg (1999), The Handbook of Credit
Derivatives . New York: McGraw Hill.
