Page 86 - 現代銀行監理與風險管理(增修訂二版)

68 現代銀行監理與風險管理

[10] Fissel, G. S. (1994), “Risk M easurement, Actuarially Fair Deposit

Insurance Premium and the FDIC’s Risk-Related Premium System,”
FDIC Banking Review , 17:1, pp. 16-27.

[11] Fox, J. (1995), “FDIC Paves Premium for Most Banks Down to
Zero,” American Banker , 15, pp. 1-2.

[12] Hanweck, G. A. and B. Shull (1996), Interest Rate Volatility:

Understanding Analyzing, and Manag
Based Capital . New York: Irwin. ing Interest Rate Risk and Risk-

[13] Lank, E. C. (1995), “Ground Zero,”
[14] OCC, FRS, and FDIC (1995), “R isk-Based Capital Standards: Interest CSBS Examiner , 17, pp. 1-9.

Rate Risk,” Federal Register , 60:148, pp. 39490-39494.
[15] OCC, FRS, and FDIC (1995), “J oint-Agency Statement: Supervisory

Policy Statement Concerning a Supervisory Framework for Meas-

uring and Assessing Banks’ Interest Rate Risk Exposure,” Federal
Register , 60:148, pp. 39495-39571.

[16] Rieke, R. D. (1995), “Reglators Force Weird Way to View Rate
Risk,” American Banker , December 28.