Page 327 - 現代銀行監理與風險管理(增修訂二版)

第 12 章 流動性 —— 管理指南與評估原則 309

參考文獻

[1] Basel Committee on Banking Supervision (1997), “Core Principles for
the Effective Banking Supervision,” Basel Report , September, pp. 1-44.

[2] Basel Committee on Banking Supervision (1997),

Methods , compendium of documents provided by the Basel Committee Basic Supervisory

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d
e
d
[3] Basel Committee on Banking Supervision (1997), on Banking Supervision, Volume I, pp. 1-207. Supervision v
A
n
a
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on Banking Supervision, Volume , compendium of documents provided by the Basel Committee Ⅱ , pp. 1-181.
[4] Basel Committee on Banking pervision (1997), “International Super-
visory Issues,” compendium of documents provided by the Basel
Ⅲ , pp. 1-113.
Committee on Banking Supervision, Volume
[5] Basel Committee on Banking Supervision (1997), “Principles for

Management of Interest Rate Risk,” Basel Report , pp. 1-33.
[6] Basel Committee on Banking Supervision (1997), “A Framework for

Measuring and Controlling Liquidity,” in compendium of documents
provided by the Basel Committee on

pp. 171-191. Banking Supervision, Volume I,
[7] Federal Deposit Insurance Corporat ion (1996), “Interest Rate Risk,”

DOS Manual of Examination Policies , pp. 5.2-1-5.2-18.
[8] Federal Deposit Insurance Corporation (1996), “Adoption of Revised

CAMEL Rating System,” December 16, pp. 1-2.

[9] Federal Financial Institutio ns Examination Council (1997), A User’s
Guide for the Uniform Bank Performance Report , pp. Ⅲ 48-55.

[10] Federal Financial Institutions E Financial Institutions Rating System,” xamination Council (1996), “Uniform Federal Register , 61:139, pp.