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一、英文部分 Antonella Foglia(2009), “Stress Testing Credit Risk: A Survey of AuthoritiesApproaches,” International Journal of Central Banking, 5(3), 10-45. Board of Governors of the Federal Reserve System (2009), “The Supervisory Capital Assessment Program: Design and Implementation.” Board of Governors of the Federal Reserve System (2009), “The Supervisory Capital Assessment Program: Overview of Results,” Charles Enoch (2006), “Opening Remark,” Expert Forum on Advanced Techniques on Stress Testing:Application for Supervisors, IMF: Washington, D.C. Glenn Hoggarth, Steffen Sorensen and Lea Zicchino (2005), “Stress tests of UK banks using a VAR approach” Working Paper, No. 282, Bank of England. Olivier De Bandt, C. Bruneau and W. El Amri (2008), “Stress Testing and Corporate Finance,” Journal of Financial Stability, 4(3), 258-274. Philippe Jorion (2007), “Value at risk: the new benchmark for managing financialrisk,” 3rd Ed., Mcgraw-Hill. Renato Filosa (2007), “Stress testing of the stability of the Italian banking system: aVAR approach,” Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica in its series Heterogeneity and Monetary Policy, No. 0703, 1-46. Settor Amediku (2006), “Stress tests of the Ghanaian Banking Sector: A VARApproach” WP/BOG-2006/02, Bank of Ghanaian. 二、網站部份 金管會「本國銀行辦理98年度壓力測試」取自 http://www.fsc.gov.tw/Layout/main_ch/News_NewsContent.aspx?NewsID=40747&frame=1&LanguageType=1&path=1736 金管會「本國銀行辦理98年度壓力測試結果」取自 http://www.fsc.gov.tw/Layout/main_ch/News_NewsContent.aspx?NewsID=41011&frame=1&LanguageType=1&path=1736
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