论《巴塞尔协议》对我国商业银行信用风险管理的影响(6)

参考文献

[1]AltmanE.I.FinancialRatios, Discrimination Analysis and the Predictionof Corporate Bankruptcy [J]. Journal of Finance,1968,(23): 589-609

[2]Arnaud de Servigny, Olivier Renault,Measuring andManagingCredit Risk, McGraw-Hill Professional, 2004

[3]Basel Committee, the New Basle Capital Accord (Cp3) 2003.4

[4]Basel Committee, International Convergence of CapitalMeasurement and Capital Standard. 1988,7

[5]Basle Committee on Banking Supervision, International Convergence of CapitalMeasurement and Capital Standards July, Basel, Switzerland: Bank for International Settlements, 1988

[6]Basle Committee on Banking Supervision，Amendment to Capital Accord toIncorporate Market Risks. Basle Committee, Bank of International Settlements，Basle, 1996

[7]Basle Committee on Banking Supervision, Credit Risk Modeling: Current Practices and Applications, April，Basel，Switzerland: Bank of InternationalSettlements.1999

[8]Basle Committee on Banking Supervision，A New

Capital Adequacy Frame work June，Basel，Switzerland: Bank of International Settlements,1999

[9]Basle Committee on Banking Supervision, The New Capital Accord. March, Basel，Switzerland: Bank of International Settlements,2001

[10]Basle Committee on Banking Supervision，The Standradised approach to Credit Risk, April, Basel, Switzerland: Bank of International Settlements, 2001

[11]Black, Fischer, John C. Cox.Valuing

corporatesecurities: some effects of bond indenture provisions[J]. Journal of Finance,1976,(31):351–367

[12]Besanko D. and A. V Thakor. Competitive

Equlibriumin the Credit Market underAsymmetric.1999,(6)

搜索“diyifanwen.net”或“第一范文网”即可找到本站免费阅读全部范文。收藏本站方便下次阅读，第一范文网，提供最新综合文库论《巴塞尔协议》对我国商业银行信用风险管理的影响(6)全文阅读和word下载服务。