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徵  信機  構   (Credit Bureau)............................................228
                 信用風險壓力測試            (Credit Risk Stress Test).................229

                 經濟資本     (Economic Capital  ,  EC)...............................233
                 模型  驗  證   (Model Validation)........................................235



                4
              第
                     篇

                     作業風險

                 基  本指標法     (Basic Indicator Approach  ,  BIA)..............238

                 作業風險標準法           (Operational Risk of Standardized
                 Approach).....................................................................240
                 選擇性標準法        (Alternative Standardized Approach  ,
                 ASA)............................................................................243
                 內部衡量法       (Internal Measurement Approach)..............245
                 暴險指標-作業風險            (Exposure Indicator  ,  EI)...........248
                 損失機率     VS.  損失金額      (Probability of Loss Event  ,

                 PE  、  Loss Given that Event  ,  LGE)...............................249
                 Gamma   風險權數    γ  值   (  調整係數  )..............................250
                 風險  概況  指數      (Risk Profile Index  ,  RPI).....................251
                 損失分配法       (Loss Distribution Approach  ,  LDA).........254



              索引   .....................................................................  255
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