1 Philippe Jorion, Value at Risk: the New Benchmark for Controlling Market Risk, McGraw-Hill, New York,1997 2 Basel Committee on Banking Supervision, A New Capital Adequacy Framework, June 1999. 3 Pricewaterhousecoopers, Challenges of the New Basel Accord, 2001. 4 www.bis.org(国际清算银行网站) 5 www.iif.com (国际金融学院网站) |