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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
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第
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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