一、中文部份
1.王甡著，「證券商對市場風險之內部控管初探」，民國87年10月。
2.王甡著，「金融機構市場風險之資本規範-內部模型分析法 (Internal Model Approach,IMA)與事先承諾法
(Pre-Commitment Approach,PCA)，」證券商業同業公會雙月刊，民國87年3月。
3.江景清、陳淑玲著，「風險管理專題：淺談資本風險值(CAR) - 一 個衡量銀行資本適足性之新概念，」貨幣規測 與信用評等，民國82年3月，頁80-87。
4.汪為開著，「VaR(Value at Risk)在風險管理上之應用，」金鼎證券風險管理特刊，民國87年9月，頁38-54。
5.吳千稜譯，「風險管理的興起，」金鼎證券風險管理特刊，民國87年9月，頁1-8。
6.黃巧媚著，「風險調整後資本報酬率之觀念與應用，」金鼎證券風險管理特刊，民國87年9月，頁33-37。
7.張振山著，「我國證券商資本適足性制度之研究，」財政部證券暨期貨管理委員會87年度研究發展專題報告， 頁55-57。8.財團法人中華民國證券櫃檯買賣中心，民國87年，證券櫃檯買賣業務法令彙編(增修訂資料)，8月。
9.陳春山著，證券交易法論，五南圖書出版公司，民國83年5月，第二版二刷，頁112-115。
10.葉為國著，「如何建構一個整合性之風險管理系統及組織-以綜合證券商為範例，」金鼎證券風險管理特刊， 民國87年9月，頁13-32。
11.鄭燦堂著，風險管理-理論與實務，翰林圖書出版公司，民國79年4月，再版，頁61-98。
12.賴源河著，證券管理法規，成陽印刷股份有限公司，民國85年2月，增修訂版，頁170-175。
13.劉德明著，「論綜合證券商之預警制度與財務規範，」證券櫃檯第31期專題報導(二)，頁12-30。14.劉連煜著，公司法理論與判決研究(一)，民國84年元月出版，頁299-313。
15.劉玉珍、周行一、李志宏、李怡宗、李福隆、洪崇文，「世界各國證券商管理制度之比較研究-日本、瑞典、 法國及德國，」中華民國證券商業同業公會委託研究計畫，民國88年 5月，頁59-73。
二、英文部份
1. Breeden, D., and S. Viswanathan, "Why do firms hedge? An asymmetric information model," Working paper, Duke University,1990.
2. Smithson, C., and L. Minton, "Value-At-Risk(1) Understanding the various ways to calculate VAR," Risk, Vol 9, No. 1, January
1996, pp.148-149.
3. Culp, C.L., M.H. Miller, and A.M.P. Neves, "Value At Risk: Uses and Abuses," Journal of Applied Corporate Finance,
Vol.10, No.4, Winter 1998, pp.26-38.
4. Demarzo, P., and D. Duffie, "Corporate incentives for hedging and hedge accounting," Working paper, Northwestern
University,1992.
5. Dimson, E., and P. Marsh, "Stress tests of capital requirements,"Journal of Banking & Financce ,21(1997),pp.1521.
6. Allen, F., and A.M. Santomero, "The theory of financial intermediation," Journal of Banking & Finance, 21(1998),pp.1461-1485.
7. Gennotte, G., and D. Pyle, "Capital controls and bank risk," Journal of Banking and Finance, Vol.15, 1991, pp.805-824.
8. 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.
9. 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.
10. Cummins, J.D., M.F. Grace, and R.D. Phillips, "Regulatory Solvency Prediction in Property-Liability Insurance :
Risk-Based Capital, Audit Ratios, And Cash Flow Simulation," Working Paper No.98-20, August 1998, pp1-8.
11. Franks, J.R., S.M. Schaefer, M.D. Staunton, "The direct and compliance costs of financial regulation," Journal of
Banking and Finance, Vol.21(1998), pp.1547-1572.
12. Merton, R.C., "On the application of the continuous-time theory of finance to financial intermediation and insurance,"
Geneva Papers on Risk and Insurance Theory, Vol.14, 1989, pp.225-261.
13. Santomero, A., "Financial risk management : the whys and hows, Financial Markets,Institutions ,and Investments,"
Vol.4(5), 1995, pp.1-14.
14. Stulz, R., "Optimal hedging policies," Journal of Financial and Quantitative Analysis, Vol.19, 1984, pp.127-140.
15. Smith, C.W., and R. Stulz, "The determinants of firm''s hedging policies," Journal of Financial and Quantitative
Analysis, Vol.20, 1985, pp.391-406.
16. Wall and Pringle(1989), Mian(1996), Nance,Smith and Smithson(1993), Sinkey and Carter(1994), Gunther and Siems,
Cummin, Phillips and Smith (1997).
17. Warner, J., "Bankruptcy costs:some evidence," Journal of Finance, Vol.32, 1977, pp.337-347.
18. Weiss L., "Bankruptcy resolution：direct costs and violation of priority of claims," Journal of Finance and Economics,
Vol.27, 1990, pp.285-314.