共 47 条
[32]
Independent Commission on Banking (ICB), 2011, FIN REP REC
[33]
International Monetary Fund (IMF), INT FIN STAT YB 2001
[34]
Japanese Bankers Association, 2008, COMM CONS DOC REV BA
[35]
Jorion P., 1996, VALUE AT RISK NEW BE
[36]
Linsmeier T. J., 1996, WORKING PAPER
[37]
Manganelli Simone., 2004, Risk measures for the 21st century, P123
[38]
McNeil A.J., 1997, P 28 INT ASTIN COLLA, P23
[40]
Osterreichische Nationalbank, 1999, STRESS TEST GUID MAR, V5