2Jones, D. Emerging Problems with the Basel Capital Accord: Regulatory Capital Arbitrage and Related Issues [ J ]. Journal of Banking and Finance, 2000,24 (1) :35-58.
3Drago,D. , Navone, M. Regulatory Capital Arbitrage Opportunities under the Standardized Approach in the New Basel Capital Accord[ Z]. Australasian Banking and Finance Conference,2008.
4Fleischer, V. Regulatory Arbitrage [ J ]. Texas Law Review, 201 O, 89 ( 2 ) : 227-289.
5Lu, Z. Y. , Liu, L. P. , Shen, Q. J. , Meng, L. L. Optimal Reinsurance under VaR and CTE Risk Measures when Ceded Loss Function Is Concave[ J]. Communications in Statistics Theory and Methods, 2014,43 (15) : 3223-3247.