| Reference: | 中文部份(依作者筆畫排列)
王甡，“證券商對市場風險之內部控管初探”，證交資料，民國88年1月。
王甡，“我國現行證券商自有資本適足比率規範之探討與建議”，證券公會，民國88年7月。
杜化宇(譯)，期貨與選擇權概論，雙葉書廊，民國88年9月。
李明璋，“建構金融交易的積極性風險管理機能”，會計研究月刊，民國87年4月。
陳松男(著)，現代投資學，新陸書局，民國86年7月。
陳威光(著)，選擇權：理論、實務與應用，智勝文化事業有限公司，民國90年1月。
張雅惠，應用風險值評估共同基金之績效，國立政治大學金融研究所，碩士論文，民國89年6月。
證券暨期貨管理委員會，證券商自有資本適足制度相關規定及計算說明，民國87年7月。
寰宇證券投資顧問公司(譯)，金融風險管理(上)(下)，美商麥格爾•希爾國際股份有限公司(臺灣) 民國88年1月。
英文部份
Basle Committee on Banking Supervision, (1995), An Internal Model-Based Approach to Market Risk Capital Requirements, Basle, Switzerland.
Basle Committee on Banking Supervision, (1996a), Amendment to the Capital Accord to Incorporate Market Risks, Basle, Switzerland.
Basle Committee on Banking Supervision, (1996b), Overview of the Amendment to the Capital Accord to Incorporate Market Risks, Basle, Switzerland.
Basle Committee on Banking Supervision, (1996c), Supervisory Framework for the Use of “Backtesting” in Conjunction with the Internal Models Approach to Market Risk Capital Requirements, Basle, Switzerland.
Basle Committee on Banking Supervision, (1997), Explanatory Note:Modification of the Basle Capital Accord of July 1988, as amended in 1996.
Basle Committee on Banking Supervision, (1998), Operational Risk Management, Basle, Switzerland.
International Organization of Securities Commissions, (1995), The Implications for Securities Regulators of the Increased Use of Value at Risk Models by Securities Firms, A Report by the Technical Committee, Montreal, Canada.
International Organization of Securities Commissions, (1998a), Risk Management and Control Guidance for Securities Firms and Their Supervisors, A Report by the Technical Committee, Montreal, Canada.
International Organization of Securities Commissions, (1998b), Methodologies for Determining Minimum Capital Standards for Internationally Active Securities Firms Which Permit Use of Models under Prescribed Conditions, A Report by the Technical Committee, Montreal, Canada.
Jorion, P., (1997), Value at Risk:The New Benchmark For Controlling Market Risk, McGraw-Hill Book Company.
Morgan, J. P., (1996),RiskMetrics Technical Document, Fourth Edition, New York.
Jackson, P., Maude, D. J. and Perraudin, W., (1997), “ Bank Capital and Value at Risk,” The Journal of Derivatives, Spring 1997:73-89.
Sharpe, W., (1970), Portfolio Theory and Capital Markets, McGraw-Hill Book Company.
Smithson, C. W., (1999), Managing Financial Risk, McGraw-Hill Book Company. |
