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4BCBS, Core Principles for Effective Banking Supervision[J]. 2011.
5Gordy, M. B., A Risk-factor Model Foundation for Ratings-based Bank Capital Rules [J]. Journal of Financial Intermediation, 2003, 12(3): 199-232.
二级参考文献4
1[1]Basel Committee on Banking Supervision,International Convergence of Capital Measurement and Capital Standards:A Revised Framework[M],www.bis.org,2004
2[2]Merton,R.C,On the pricing of corporate debt:The risk structure of interest rates[J],Journal of Finance 29,449-470,1974
3[3]Gordy,M.B,A risk-factor model foundation for ratings-based bank capital rules[J],Journal of Financial Intermediation 12,199-232,2003
