Page 179 - 作業風險管理－新巴塞爾資本協定下之應用
P. 179
Chapter 5 作業風險之衡量 <<<
) )
( (
M
M
18% 18% 18% 15% 12% 12%
18% 18% 18% 15% 12% 12%
0.035 0.035
(14) (12)
12% 15%
M
M
3
3
0.035 0.035
)
)
(
(
3
3
M M
(2) (4)
(1) (3) (5) (1) (3)
0.035 0.035 0.035
(6)
0.035 (4)
(2) 0.035
1 5 = ) 15%
( 1 ( 4 ) ] 1 3 = ) [ (
(10) (11) (12) [ 1 ( (5) (6) (7) (8) (9) (10)
(7) (8) (9) 2 + ) 1 ( 3 + )
( 1 0 ) + ( 1
1 ) + 1 ( 2 )
]
(11)
(13)
5-16 5-17
! "#!$% &'() *+ ,-+ ./
0 1 2
! "#!$% &'() *+ ,-+ ./
0 1 2
165 <<<
