| Reference: | 一、英文部分：
1. A new regulator for the new millennium, FSA, UK, 2000.
2. Alternative Net Capital Requirements for Broker-Dealers That Are Part of Consolidated Supervised Entities; Proposed Rules, SEC, US, Federal Register/Vol. 68 No. 215/Thursday, 6 Nov 2003.
3. Andrew Kuritz Res, Til Schuermann & Scott M. Weiner, Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates, presented at the “Netherlands-United States Roundtable on Financial Conglomerates”, Brookings-Wharton Papers on Financial Services, Washington D.C., 23-25 Oct 2002.
4. Annemarie van der Zwert, The Blurring of Distinctions between Financial Sectors: Fact or Fiction?, Occasional Studies, Vol. I/Nr.2, De Nederlandsche Bank, 2003.
5. Aswath Damodaran, Applied Corporative Finance, John Wlley & Sons, Inc., 1999.
6. Charles Freeland, Basel II Update, presented for a conference held by BIS, 27-28 May 2004.
7. Christopher L. Culp, The Risk Management Process-Business Strategy and Tactics, John Wiley & Sons, Inc., US, 2001.
8. Consultative Paper 2, Basel Committee on Banking Supervision.
9. Core Principles－Cross-Sectoral Comparison, the joint forum participated by BIS, IOSCO & IAIS, BIS, 2001.
10. Eillen Alt Powell, Met life buying Travelers from Citi, RENO GAZETE-Journal, 31 Jan 2005.
11. Enterprise Risk Management Framework, a draft for public comment posted at www.coso.org, COSO, 2003.
12. General Accepted Risk Principles, Coopers & Lybrand, UK, 1996.
13. Greg Keers, Risk Adjusted Capital Allocation For Energy Project Appraisal, KWI, UK, 2002.
14. Guidelines on Sound Risk Management Practices, Monetary Authority of Singapore, 2002.
15. Harmonising Prudential Standards: A Principles-Based Approach, Policy Discussion Paper, APRA, Australia, December 2000.
16. International Convergence of Capital Measurement and Capital Standards, June 2004, BIS.
17. Joel Bessis, Risk Management in Banking, John Wiley & Sons, Ltd., 2002.
18. Joint Standards Australia/Standards New Zealand Committee OB/7 on Risk Management, AS/NZS 4360:1999, Australia/New Zealand, 1999.
19. Mark Carrington, Philip Langguth & Thomas Stieiner, The Banking Revolution-Salvation or Slaughter?, Mitchell Madison Group, UK, 1997. (何喻方譯，寰宇出版社，台北，1999)
20. New Basel Capital Accord, Pillar 2, Pillar 3.
21. Risk management and control Guidance for securities firms and their supervisions, a report by the technical committee, IOSCO, 1998, Montreal, Canada.
22. Risk Management-Policies and Publications, www.tbs-sct.gc.ca/pubs-pol/dcgpubs/riskmanagement/siglist_e.asp, Canada, 28 May 2004.
23. Risk Management Practices and Regulatory Capital－Cross-Sectoral Comparison, the joint forum participated by BIS, IOSCO & IAIS, BIS, 2001.
24. Sayuri Shivai, Searching for New Regulatory Frameworks for the Intermediate Financial Structure in Post-Crisis Asia, a paper presented for Conference on “Regulatory Differences between Banks and Securities Markets: Implications for Crisis Prevention and Management”, ADBI/Wharton Seminar, 26-27 July 2001.
25. Study into the methodologies to assess the overall financial position of an insurance undertaking from the perspective of prudential supervision, KPMG, contract no. ETD/2000/BS-3001/C/45, commissioned by EU, 2002.
26. The Citigroup Watch, from inner city Press & Fair Finance Watch, www.innercitypress.org/citi.html, 7 Feb 2005.
27. The implications for securities regulators of the increased use of value at risk model by securities firms, a report by the technical committee, IOSCO, 1995, Montreal, Canada.
28. Tony Carlton, Risk and Management in Non-Financial Companies, a paper presented for Conference on “Risk and Capital Management”, APRA, Australia, 2-3 Nov 1998.
29. Trends in Risk Integration and Aggregation, the joint forum participated by BIS, IOSCO & IAIS, BIS, 2003.
二、中文部分：
1. 沈大白，劉美櫻等，「強化證券商自有適足資本規定之研究」，台灣證券交易所委託研究，2005年。
2. 劉科，「資本移動自由化之探討－兼論我國QFII制度之發展」，證券資料，第486期，台灣證券交易所，2002。
3. 盧陽正等人，推動我國綜合證券商建立內部風險值管理系統以控制市場風險及配置資產2002年研究報告。
4. 證券商風險管理實務手冊，券商公會，2003年。 |
