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參考文獻

[1] Basel Committee on Banking Supervision (1995), “Planned Supple-
ment to the Capital Accord to Incorporate Market Risks,” Consultative

Document

[2] Basel Committee on Banking Supervision (1995), “An Internal Model- , April.

April. Based Approach to Market Risks Capital Requirement,” Basel Report ,
[3] Bank of England Supervision Surveillance (1994), “Implication of the

Capital Adequacy Directive for the UK Incorporated Institution under
the Banking Act 1987,” Consultative Document , December.

[4] Basel Committee on Banking Supervision (1993), “Measurements of

Banks Exposures to Interest Rate Risks,” Basel Report , April, pp. 1-34.
[5] Board of Governors of Federal Reserve Systems (1989), “Capital

Adequacy Guideline,” 121CFE208, Appendix A, 12CFR225 Appendix

[6] Deloitte & Touche LLP (1996), A & B, March. Banking Brief Financial Management
Series.

[7] Federal Deposit Insurance Corporation, Office of the Comptroller of
the Currency, and Federal Reserve Board (1996), “Risk-Based Capital

Standards: Market Risks Internal Model Backtesting,” 12CFR Part 3,
etc., April.

[8] Federal Deposit Insurance Corporation, Office of the Comptroller of

the Currency, and Federal Reserve Board (1995), “Risk-Based Capital

[9] Global Derivative Study Group (1993), Standards: Market Risks,” 12CFR Part 3, etc., July. Washington, D. C.: Group of Thirty. Derivative: Practices and
Principles.