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第 4 章 資本適足性 —— 巴塞爾風險基準資本 67

參考文獻

[1] Basel Committe on Banking Super vision (1995), “An Internal Model-
Based Approach to Market R isk Capital Requirement,” Basel Report ,

April.

[2] Basel Committee on Banking Supervision (1993), “Measurement of

[3] Basel Committee on Banking Supervision (1988), “International Banks’ Exposures to Interest Rate Risk,” Basel Report , April, pp. 1-34.

Report Convergence of Capital Measurements and Capital Standards,” , July. Basel
[4] Board of Governors of the Federal Reserve System (1995), “Capital:

Capital Adequacy 2. Guidelines,” Federal Register , 60, pp. 8177-8182.

[5] Board of Governors of the Federal Reserve System (1989), “Capital
Adequacy 3. Guidelines for State Member Banks: Risk-Based

Measures,” Regulation H, 12CFR208, Appendix A, March 15, pp. 1-26.
[6] Board of Governors of the Federal Reserve System (1989), “Capital

Adequacy Guidelines for Bank Holding Companies: Risk-Based

61. Measure,” Regulation Y, 12CFR225, Appendix A, March 15, pp. 27-
[7] Bradsher, K. (1995), “FDIC Cuts Commercial Bank Premium,” New

York Times , November 15.
[8] Deloitte & Touche LLP (1995) , “Semiannual Roundup of Events

Affecting Banks as of June 30, 1995,” Banking Briefs , July 27, pp. 31-

32.
[9] Federal Financial Institutions Examination Council (1995), “Peer

Group Data as of March 31, 1995,” , March. Uniform Bank Performance
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