一、中文部份
林 忠，「實施巴塞爾協定的有關問題」，國際金融參考資料，第三十四輯，103-109頁，民國82年7月。
黃少華，「市場風險對資本適足率之影響」，產業金融，第96期，84-103頁，民國86年。
黃天麟，「金融市場」，三民書局，民國82年8月。
許嘉棟，「金融自由化、國際化與央行之貨幣政策」，中央銀行季刊，第十八卷第四期，1-10頁，民國85年12月。梁國樹，「外匯自由化與金融發展」，中央銀行季刊，第十六卷第三期，8-20頁，民國83年9月。葉秋南，「美國金融業風險管理」，財團法人金融聯合徵信中心，民國86年。
鄭世松，「台灣金融業的風險管理」，中國商銀月刊，第十五卷第十一期，1-15頁，民國85年11月。蔡有財，「銀行經營失敗之防範與對策之研究」，三民書局，民國78年。
，「銀行自有資本與風險性資產計算方法說明」，有限責任財政部金融局員工消費合作社編印，民國87年8月。
，「金融革新小組報告彙編」，財政部金融革新小組，民國87年6月。
李景玲，「資本適足性與銀行風險關係之研究」，交通大學管理科學研究所碩士論文，民國85年6月。徐崇豪，「以線性模式測試我國銀行業市場風險之資本標準」，臺灣大學會計學研究所碩士論文，民國85年6月。陳俐君，「存款準備金與資本雙重管制對銀行投資組合影響之研究」，中山大學財務管理研究所碩士論文，民國84年6月。劉美纓，「風險性資產導向資本管制政策效果之研究」，交通大學管理科學研究所博士論文，民國83年6月。二、英文部份
Abrams, Richard K and Paulina Beato (1998), "The Prudential Regulation and Management of Foreign Exchange Risk," IMF Working Paper, March, p3-33.
Basle Committee on Banking Supervision (1980), Supervision of Banks'' Foreign Exchange Positions, Bank for International Settlements, Basle.
(1988), International Convergence of Capital Measurement and Capital Standards, Bank for International Settlements, Basle.
(1995), An Internal Model-Based Approach to Market Risk Capital Requirements, Bank for International Settlements, Basle.
(1996a), Overview of the Amendment to the Capital Accord to incorporate market risks, Bank for International Settlements, Basle.
(1996b), Amendment to the Capital Accord to incorporate market risks, Bank for International Settlements, Basle.
(1996c), Supervisory framework for the use of "backtesting" in conjunction with the internal models approach to market risk capital requirements, Bank for International Settlements, Basle.
(1996d), Interpretation of the Capital Accord for the multilateral netting of forward value foreign exchange transactions, Bank for International Settlements, Basle.
(1997a), History of the Basle Committee and its Membership, Bank for International Settlements, Basle.
(1997b), Compendium of Documents, Bank for International Settlements, Basle.
(1997c), Core Principles for Effective Banking Supervision, Bank for International Settlements, Basle.
Bergovist, Robert and Mats Ericsson (1993), "Capital Adequacy Rules for Market Risks," Sveriges Riksbank: Quarterly Review.
Crouhy, Michael and Dan Galai (1986), "An Economic Assessment of Capital Requirement in the Banking Industry," Journal of Banking and Finance, 10, 231-241.
Folkerts-Landau, David, and Carl-Johan Lindgren (1998), "Toward a Framework for Financial Stability," World Economic and Financial Surveys, International Monetary Fund , Washington D.C.
Goldstein, Morris, David Folkerts-Landau, Peter Garber, Liliana Rojas-Suarez , and Michael Spencer (1993), "International Capital Markets-Part1. Exchange Rate Management and International Capital Flows," World Economic and Financial Surveys, International Monetary Fund, April., Washington D.C.
Hartmann, Philipp (1994), "Foreign Exchange Risk Regulation : Issues for Industrial and Developing Countries," IMF Working Paper, December.
International Monetary Fund (1993), "International Capital Markets Developments, Prospects, and Key Policy Issues," World Economic and Financial Surveys, Washington D.C.
(1994), "International Capital Markets Developments, Prospects, and Key Policy Issues," World Economic and Financial Surveys, Washington D.C.
(1995), "International Capital Markets Developments, Prospects, and Key Policy Issues," World Economic and Financial Surveys, Washington D.C.
(1996), "International Capital Markets Developments, Prospects, and Key Policy Issues," World Economic and Financial Surveys, Washington D.C.
(1998), "International Capital Markets Developments, Prospects, and Key Policy Issues," World Economic and Financial Surveys, Washington D.C.
Leahy, Michael P. (1991), "Determining Foreign Exchange Risk and Bank Capital Requirements," International Finance Discussion Paper, No 400, Board of Governors of the Federal Reserve System, Washington D.C.
Levonian, Mark, and Sarah Kendall (1993), "A Contingent Claim Analysis of Risk-Based Capital Standards for Banks," Research Discussion Paper #9302. Reserve Bank of Australia.
Levonian, Mark (1994), "Bank Capital Standards for Foreign Exchange and Other Market Risks," Federal Reserve Bank of San Francisco Economic Review, P3-18.
Neter, John., Wasserman, William., and Michael H. Kutner (1990), Applied Linear Statistical Models, Irwin, Third Edition.
Powell, Andrew, and Veronica Balzarotti (1977),"Capital Requirements for Latin American Banks in Relation to their Market Risks : The Relevance of the Basle 1996 Amendment to Latin America,"Inter-American Development Bank Working Papers, May.
Song, Inwon (1998), "Korean Banks'' Responses to the Strengthening of Capital Adequacy Requirements," Federal Reserve Bank of San Francisco, March.
Weston, Stephanie and Brian Gray (1994), "The Supervisory Treatment of Banks'' Market Risk," Research Discussion Paper, Bank Supervision Department Reserve Bank of Australia, December.
Working Party on Financial Stability in Emerging Market Economies (1997), "Financial Stability in Emerging Market Economies," April.