Page 7 - 風險管理小辭典
P. 7
目 錄
1 篇
第
總 論
風險 (Risk)......................................................................3
市場風險 (Market Ri sk).....................................................5
信用風險 (Credit Risk)....................................................7
商譽風險 (Reputation Risk).............................................9
流動性風險 (Liquidity Risk)..........................................10
作業風險 (Operational Risk)..........................................12
法律風險 (Legal Risk)...................................................15
資本 (Capital)................................................................16
巴塞爾協定 (Basel Accord)............................................17
三大支柱 (The Three Pillars)..........................................19
資本適足率 (Capital Adeq uacy Ratio)............................21
2
第 篇
市場風險
利率風險 (Interest Risk)................................................24
交易簿 (Trading Book)...................................................26
