一、中文部分
1.王文宇、邱榮輝、黃金澤，「金融資產證券化之理論與實務」，元照出版，民92年
2.王濟川、郭志剛，「Logistic迴歸模型-方法及應用」，五南書局出版，民92年
3.台灣土地銀行股份有限公司，「九十二年度第二次發行台灣工業銀行企業貸款債權信託證券化受益證券公開說明書」，民92年
4.李佩芝譯，Donald, R.van Deventer and Kenji Imai著，「信用風險模型與巴塞爾協定」，台灣金融研訓院出版，民93年
5.林佳蓉，「信用風險模型之發展與衡量-以中長期資金運用制度為例」，國立中山大學財務管理學系研究所碩士論文，民89年
6.孫瑞隆，「信用風險與總體因素關係之研究-應用於資產證券化」，國立中山大學財務管理研究所碩士論文，民93年7.耿智群，「信用風險應用於金融資產證券化之研究-以CreditMetricsTM為例」，國立中山大學財務管理研究所碩士論文，民93年8.陳文達、李阿乙、廖咸興，「資產證券化理論與實務」，智勝文化出版，民91年
9.陳木在、陳錦村，「商業銀行風險管理」，新陸書局出版，民90年
10.陳雙卯，「海外指數連動債券之設計、評價與避險分析」，國立中山大學財務管理學系研究所碩士論文，民92年11.萬通商業銀行股份公司，「發行法國里昂銀行台北分行企業貸款債券證券化受益憑證公開說明書」，民92年
12.劉威漢，「財金風險管理-理論、應用與發展趨勢」，智勝文化，民93年
13.蕭振福，「銀行實務與會計」，駿業出版社，民89年
14.儲蓉，「CDO 論述─證券化的新主流」，民92 年
15.儲蓉，「不良債權證券化－金融重建的另一稗選擇」，台灣金融財務季刊第四輯第四期，民92年
二、英文部分
1.Altman, Edward. I. (1968), “Financial Ratios, Discriminant Analysis and the Prediction of Corporate: Bankruptcy” Journal of Finance, Vol 23, p589-p609.
2.Anthony Saunders and Linda Allen (2002), Credit Risk Measurement-New Approached to Value at Risk Other Paradigms, 2th edition, John Wiley & Sons Inc.
3.Arnaud de Servigny and Olivier Renault (2004), Measuring and Managing Credit Risk, McGraw Hill.
4.Charles Smithson (2003), Credit Portfolio Management, John Wiley & Sons Inc.
5.John C. Hull (2003), Options, Futures, and Other Derivatives, 5th edition, Prentice Hall.
6.Kim Jongwoo (1999), ”A way to Condition the Transition Matrix on Wind”, CreditMetrics Monitor,1st Quarter,p1-p12.
7.Michel Crouhy and Robert Mark and Dan Galai (2004), Risk Management, McGraw Hill.
8.Morgan J.P.(1997), “CreditMetricsTM－TechnicalDocument”.
9.Neil D. Pearson (2002), Risk Budgeting: Portfolio Problem Solving with Value-at-Risk, John Wiley & Sons Inc.
10.ETO Gallati (2003) , Risk Management and Capital Adequacy, McGraw Hill.
11.Robert A. Jarrow (2001),”Default Parameter Estimation Using Market Prices” ,Financial Analysts Journal,Vol.57,Issue5.
12.Robert A. Jarrow and Philip Protter (2004),” Structural Versus Reduced Form Models:A New Information Based Perspective”, Journal of Investment Management, Vol.2, No.2, p1–p10.
13.Robert A. Jarrow and Stuart M. Turbull (1995),”Pricing Derivatives On Financial Securities Subject to Credit Risk”, Journal of Finance , Vol.50,p56-p86.
14.Robert A. Jarrow and Stuart M. Turnbull (2000),” The intersection of market and credit risk”, Journal of Banking & Finance ,Vol 24,p271-p299.
15.Sudheer Chava and Robert A. Jarrow (2001),”Bankruptcy Prediction with Industry Effects, Market versus Accounting Variables, and Reduced Form Credit Risk Models”, Johnson Graduate School of Management Working Paper, Cornell University.
16.Sudheer Chava and Robert A. Jarrow (2002),” Bankruptcy Prediction with Industry Effects”, Financial Management Association annual meetings.
17.Tibor Janosi and Robert Jarrow and Yildiray Yildirim (2002),” Estimating Expected Losses and Liquidity Discounts Implicit in Debt Prices”, Journal of Risk, Vol. 5, No. 1, Fall.
18.Tibor Janosi and Robert Jarrow and Yildiray Yildirim (2003),” Estimating Default Probabilities Implicit in Equity Price”, Journal of Investment Management, Vol. 1, No 1, First Quarter.
19.Wilson Thomas (1997),”Measuring and Managing Credit Portfolio Risk ”The Journal of lending and credit risk management , July , p61-p72.