新巴塞尔协议下我国商业银行的操作风险管理(3)
2017-09-20 02:35
导读:参考文献: 1.Basel Committee On Banking Supervision.TheNew Basel Capltal Accord.Fourth consultative doc-ument.http://www.bis.org/bcbs/cp3full.Pdf,2004. 2.赵先信,银行内
参考文献:
1.Basel Committee On Banking Supervision.TheNew Basel Capltal Accord.Fourth consultative doc-ument.http://www.bis.org/bcbs/cp3full.Pdf,2004.
2.赵先信,银行内部模型和监管模型:风险计量与资本分配.上海:上海人民出版社,2004.
3. Basel committee on Banking supervision.Sound Practices for the Management and SupervisionOf Operational Risk.Basel,February,2003.
4.King,J.L.Operational Risk:Measurement andModeling.John Wiley