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1Academic Journal
المؤلفون: 陳宗岡, 蔡宗勝, 黃美玲, Chen, Tsung-Kang, Tsai, Tsung-Sheng, Huang, Mei-Ling
المساهمون: 會計評論
مصطلحات موضوعية: 指數股票型基金持股比例, 持股波動度, 信用風險, 價格發現假說, ETF ownership level, ETF ownership volatility, Credit Risk, Price discovery hypothesis
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Relation: 會計評論, 76, 95-143; https://nccur.lib.nccu.edu.tw//handle/140.119/143248; https://nccur.lib.nccu.edu.tw/bitstream/140.119/143248/1/index.html
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2Academic Journal
المؤلفون: 江彌修, 胡聚男, 黃立新, 陳靜怡, Chiang, Mi-hsiu, Hu, Chu-nan, Huang, Li-xin, Chen, Ching-yi
المساهمون: 金融系
مصطلحات موضوعية: 信用風險, 違約風險, 信用卡客戶, 集成學習, 機器學習, Credit risk, Default risk, Credit card clients, Ensemble learning, Machine learning
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Relation: 期貨與選擇權學刊, Vol.15, No.2, pp.71-119; https://nccur.lib.nccu.edu.tw//handle/140.119/135850; https://nccur.lib.nccu.edu.tw/bitstream/140.119/135850/1/133.pdf
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3Academic Journal
المصدر: CSSCI ; PKU
مصطلحات موضوعية: 或有资本, 资产抛售, 信用风险, contingent capital, fire sales, credit risk
وصف الملف: text/html
Relation: http://ir.ceibs.edu/item/ir/4053
الاتاحة: http://ir.ceibs.edu/item/ir/4053
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4Academic Journal
المؤلفون: 賴丞坡, 黃麗夙, Lai, Cheng-Po, Huang, Li-Su
المساهمون: 南華大學財務金融學系暨財務管理研究所, 國立臺中科技大學保險金融管理系
مصطلحات موضوعية: 公司治理, 資訊揭露, 信用風險, Corporate governance, Information disclosure, Credit Risks
وصف الملف: 721004 bytes; application/pdf
Relation: 管理科學研究; 15卷2期; http://nhuir.nhu.edu.tw/handle/987654321/29413; http://nhuir.nhu.edu.tw/bitstream/987654321/29413/1/3092150204.pdf; http://nhuir.nhu.edu.tw/bitstream/987654321/29413/-1/index.html
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5Dissertation/ Thesis
المؤلفون: 吳奕寬, Wu, Yi-Kuan
المساهمون: 江彌修, Chiang, Mi-Hsiu
مصطلحات موضوعية: 信用風險, 氣候情緒, 氣候變遷, 資本成本, 資訊不對稱, 資訊揭露, 機器學習, Climate Change, Climate Sentiment, Cost of Capital, Credit Risk, Information Asymmetry, Information Disclosure, Machine Learning
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Relation: Abinzano, I., Gonzalez-Urteaga, A., Muga, L., & Sanchez, S. (2020). Performance of default-risk measures: The sample matters. Journal of Banking & Finance, 120, 105959. Altman, E. I. (1968). Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy. The Journal of Finance, 23(4), 589–609. Amihud, Y., & Mendelson, H. (1986). Asset pricing and the bid-ask spread. Journal of Financial Economics, 17(2), 223–249. Beaver, W. H. (1966). Financial Ratios As Predictors of Failure. Journal of Accounting Research, 4, 71–111. Bellovary, J. L., Giacomino, D. E., & Akers, M. D. (2007). A Review of Bankruptcy Prediction Studies: 1930 to Present. Journal of Financial Education, 33, 1–42. Black, F., & Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81(3), 637–654. Bolton, P., & Kacperczyk, M. (2021). Do investors care about carbon risk? Journal of Financial Economics, 142(2), 517–549. Bolton, P., & Kacperczyk, M. T. (2021b). Carbon Disclosure and the Cost of Capital (SSRN Scholarly Paper 3755613). Bolton, P., & Kacperczyk, M. T. (2023). Firm Commitments. Columbia Business School Research Paper. Botosan, C. A. (1997). Disclosure Level and the Cost of Equity Capital. The Accounting Review, 72(3), 323–349. Brüderl, J., & Ludwig, V. (2014). Fixed-Effects Panel Regression (pp. 327–358). Campbell, J. L., Chen, H., Dhaliwal, D. S., Lu, H., & Steele, L. B. (2014). The information content of mandatory risk factor disclosures in corporate filings. Review of Accounting Studies, 19(1), 396–455. Capasso, G., Gianfrate, G., & Spinelli, M. (2020). Climate change and credit risk. Journal of Cleaner Production, 266, 121634. Cathcart, L., Gotthelf, N. M., Uhl, M., & Shi, Y. (2020). News sentiment and sovereign credit risk. European Financial Management, 26(2), 261–287. Dhaliwal, D. S., Li, O. Z., Tsang, A., & Yang, Y. G. (2011). Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting. The Accounting Review, 86(1), 59–100. Diamond, D. W., & Verrecchia, R. E. (1991). Disclosure, Liquidity, and the Cost of Capital. The Journal of Finance, 46(4), 1325–1359. Duan, J.-C., Sun, J., & Wang, T. (2012). Multiperiod corporate default prediction—A forward intensity approach. Journal of Econometrics, 170(1), 191–209. Duffie, D., & Lando, D. (2001). Term Structures of Credit Spreads with Incomplete Accounting Information. Econometrica, 69(3), 633–664. Duffie, D., Saita, L., & Wang, K. (2007). Multi-period corporate default prediction with stochastic covariates. Journal of Financial Economics, 83(3), 635–665. Dye, R. A. (2001). An evaluation of “essays on disclosure” and the disclosure literature in accounting. Journal of Accounting and Economics, 32(1), 181–235. Easton, P. D. (2004). PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital. The Accounting Review, 79(1), 73–95. Engle, R. F., Giglio, S., Kelly, B., Lee, H., & Stroebel, J. (2020). Hedging Climate Change News. The Review of Financial Studies, 33(3), 1184–1216. Giglio, S., Kelly, B., & Stroebel, J. (2021). Climate Finance. Annual Review of Financial Economics, 13, 15–36. Hassan, T. A., Hollander, S., van Lent, L., & Tahoun, A. (2019). Firm-Level Political Risk: Measurement and Effects*. The Quarterly Journal of Economics, 134(4), 2135–2202. He, Y., Tang, Q., & Wang, K. (2013). Carbon disclosure, carbon performance, and cost of capital. China Journal of Accounting Studies, 1(3–4), 190–220. Hollander, S., Pronk, M., & Roelofsen, E. (2010). Does Silence Speak? An Empirical Analysis of Disclosure Choices During Conference Calls. Journal of Accounting Research, 48(3), 531–563. Huang, H., Zou, Y., Wang, L., Wang, W., & Ren, X. (2023). Impact of carbon information disclosure on corporate financing constraints: Evidence from the Carbon Disclosure Project. Australian Journal of Management, 03128962231180265. Jarrow, R. A., & Turnbull, S. M. (1995). Pricing Derivatives on Financial Securities Subject to Credit Risk. The Journal of Finance, 50(1), 53–85. Kabir, M. N., Rahman, S., Rahman, M. A., & Anwar, M. (2021). Carbon emissions and default risk: International evidence from firm-level data. Economic Modelling, 103, 105617. King, G., Lam, P., & Roberts, M. E. (2017). Computer-Assisted Keyword and Document Set Discovery from Unstructured Text. American Journal of Political Science, 61(4), 971–988. Kölbel, J. F., Leippold, M., Rillaerts, J., & Wang, Q. (2024). Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure*. Journal of Financial Econometrics, 22(1), 30–69. Kothari, S. P., Li, X., & Short, J. E. (2009). The Effect of Disclosures by Management, Analysts, and Business Press on Cost of Capital, Return Volatility, and Analyst Forecasts: A Study Using Content Analysis. The Accounting Review, 84(5), 1639–1670. Krueger, P., Sautner, Z., & Starks, L. T. (2020). The Importance of Climate Risks for Institutional Investors. The Review of Financial Studies, 33(3), 1067–1111. Liberti, J. M., & Petersen, M. A. (2019). Information: Hard and Soft. The Review of Corporate Finance Studies, 8(1), 1–41. Loughran, T., & Mcdonald, B. (2011). When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks. The Journal of Finance, 66(1), 35–65. Matsumoto, D., Pronk, M., & Roelofsen, E. (2011). What Makes Conference Calls Useful? The Information Content of Managers’ Presentations and Analysts’ Discussion Sessions. The Accounting Review, 86(4), 1383–1414. Merton, R. C. (1974). On the Pricing of Corporate Debt: The Risk Structure of Interest Rates*. The Journal of Finance, 29(2), 449–470. Mohamad Sham, N., & Mohamed, A. (2022). Climate Change Sentiment Analysis Using Lexicon, Machine Learning and Hybrid Approaches. Sustainability, 14(8), Article 8. Sautner, Z., Van Lent, L., Vilkov, G., & Zhang, R. (2023). Firm-Level Climate Change Exposure. The Journal of Finance, 78(3), 1449–1498. Sinkin, C., Wright, C. J., & Burnett, R. D. (2008). Eco-efficiency and firm value. Journal of Accounting and Public Policy, 27(2), 167–176. Smales, L. A. (2016). News sentiment and bank credit risk. Journal of Empirical Finance, 38, 37–61. Tan, C.-M., Wang, Y.-F., & Lee, C.-D. (2002). The use of bigrams to enhance text categorization. Information Processing and Management: An International Journal, 38(4), 529–546. Tetlock, P. C., Saar-Tsechansky, M., & Macskassy, S. (2008). More Than Words: Quantifying Language to Measure Firms’ Fundamentals. The Journal of Finance, 63(3), 1437–1467. Verrecchia, R. E. (2001). Essays on disclosure. Journal of Accounting and Economics, 32(1–3), 97–180. Yu, F. (2005). Accounting transparency and the term structure of credit spreads. Journal of Financial Economics, 75(1), 53–84.; G0111352026; https://nccur.lib.nccu.edu.tw//handle/140.119/152050; https://nccur.lib.nccu.edu.tw/bitstream/140.119/152050/1/202601.pdf
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6Academic Journal
المؤلفون: 石艳珍
Relation: 纳税,2019,13(03):258,261; https://dspace.xmu.edu.cn/handle/2288/174439
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7Academic Journal
المؤلفون: 林士貴, Lin, Shih-Kuei, 吳宥璇, 張瑞珍
المساهمون: 金融系
مصطلحات موضوعية: HJM利率模型, 匯率連結外幣資產選擇權, 信用風險, 衍生性商品定價, credit risk, derivatives pricing model, foreign currency derivatives, HJM interest rate Model
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Relation: 中國統計學報, Vol.27, No.2, pp.120-157; https://nccur.lib.nccu.edu.tw//handle/140.119/135847; https://nccur.lib.nccu.edu.tw/bitstream/140.119/135847/1/130.pdf
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8Dissertation/ Thesis
المؤلفون: 何杰操, He, Jie-Cao
المساهمون: 林士貴 張興華, Lin, Shih-Kuei Chang, Hsing-Hua
مصطلحات موضوعية: ESG, 情緒分數, 銀行經營績效, 企業法說會, 10-K財報, 非利息收入, 信用風險, COVID-19, sentiment scores, bank performance, earnings call, 10-K financial statements, Non-interest income, credit risk
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Journal of Sustainable Finance & Investment, 6(4), 292-300. Azmi, W., Hassan, M. K., Houston, R., & Karim, M. S. (2021). ESG activities and banking performance: International evidence from emerging economies. Journal of International Financial Markets, Institutions and Money, 70, 101277. Baier, P., Berninger, M., & Kiesel, F. (2020). Environmental, social and governance reporting in annual reports: A textual analysis. Financial Markets, Institutions & Instruments, 29(3), 93-118. Bang, J., Ryu, D., & Yu, J. (2023). ESG controversies and investor trading behavior in the Korean market. Finance Research Letters, 54, 103750. Barnea, A., & Rubin, A. (2010). Corporate social responsibility as a conflict between shareholders. Journal of Business Ethics, 97, 71-86. Barth, J. R., Caprio Jr, G., & Levine, R. (2004). Bank regulation and supervision: what works best? Journal of financial Intermediation, 13(2), 205-248. Bassett, W. F., Lee, S. J., & Spiller, T. P. (2015). Estimating changes in supervisory standards and their economic effects. Journal of Banking & Finance, 60, 21-43. Beccalli, E. (2007). Does IT investment improve bank performance? Evidence from Europe. Journal of Banking & Finance, 31(7), 2205-2230. Beck, T., Demirgüç-Kunt, A., & Merrouche, O. (2013). Islamic vs. conventional banking: Business model, efficiency and stability. Journal of Banking & Finance, 37(2), 433-447. Berelson, B. (1952). Content analysis in communication research. Berger, A. N., & Bouwman, C. H. (2013). How does capital affect bank performance during financial crises? Journal of Financial Economics, 109(1), 146-176. Berger, A. N., Clarke, G. R., Cull, R., Klapper, L., & Udell, G. F. (2005). Corporate governance and bank performance: A joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership. Journal of Banking & Finance, 29(8-9), 2179-2221. Berger, A. N., Davies, S. M., & Flannery, M. J. (2000). 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T., Garfinkel, J. A., & O'Neal, E. S. (1998). The cost of market versus regulatory discipline in banking. Journal of Financial Economics, 48(3), 333-358. Birindelli, G., Dell’Atti, S., Iannuzzi, A. P., & Savioli, M. (2018). Composition and activity of the board of directors: Impact on ESG performance in the banking system. Sustainability, 10(12), 4699. Bitar, M., Hassan, M. K., & Walker, T. (2017). Political systems and the financial soundness of Islamic banks. Journal of Financial Stability, 31, 18-44. Bodnaruk, A., Loughran, T., & McDonald, B. (2015). Using 10-K text to gauge financial constraints. Journal of Financial and Quantitative Analysis, 50(4), 623-646. Bofondi, M., & Gobbi, G. (2003). Bad loans and entry in local credit markets. Bank of Italy, 1-29. Bonin, J. P., Hasan, I., & Wachtel, P. (2005). Bank performance, efficiency and ownership in transition countries. Journal of Banking & Finance, 29(1), 31-53. Boubaker, S., Buchanan, B., & Nguyen, D. K. (2016). 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Institutions and Economies, 97-125. Dell'Atti, S., Trotta, A., Iannuzzi, A. P., & Demaria, F. (2017). Corporate social responsibility engagement as a determinant of bank reputation: An empirical analysis. Corporate Social Responsibility and Environmental Management, 24(6), 589-605. DeYoung, R., & Rice, T. (2004). Noninterest income and financial performance at US commercial banks. Financial review, 39(1), 101-127. DeYoung, R., & Torna, G. (2013). Nontraditional banking activities and bank failures during the financial crisis. Journal of financial Intermediation, 22(3), 397-421. DeYoung, R. E., Hughes, J. P., & Moon, C.-G. (2001). Efficient risk-taking and regulatory covenant enforcement in a deregulated banking industry. Journal of Economics and Business, 53(2-3), 255-282. Di Tommaso, C., & Thornton, J. (2020). Do ESG scores effect bank risk taking and value? Evidence from European banks. Corporate Social Responsibility and Environmental Management, 27(5), 2286-2298. 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9Dissertation/ Thesis
المؤلفون: 彭旭廷, Peng, Hsu-Ting
المساهمون: 林建智, Lin, Jan-Juy
مصطلحات موضوعية: 信用保險, 保證保險, 信用風險, 審慎監理, 行為監理, 監理套利, Credit Insurance, Surety Bond, Credit Risk, Prudential Regulation, Conduct Regulation, Regulatory Arbitrage
وصف الملف: 7919266 bytes; application/pdf
Relation: 中文部分 一、專書 1. 江朝國,保險法逐條釋義-第三卷財產保險,2018年2月。 2. 江朝國,保險法逐條釋義-第四卷人身保險,2018年2月。 3. 江朝國,保險法基礎理論,5版,2012年3月。 4. 汪信君、廖世昌,保險法理論與實務,4版,2017年9月。 5. 宋明哲,新風險管理精要,2014年4月。 6. 林建智,風險管理與保險學系碩士班-保險法講義,2023年9月,Doi:10.6992/RMI.IA00001國立政治大學風險管理與保險學系。 7. 洪清和,中級會計學(上),8版,2005年6月。 8. 陳聰富,民法總則,2016年2月,2版 9. 陳錦村,風險管理制度與實務,2版,2016年3月。 10. 陳錦村,銀行管理概要,2004年10月。 11. 陳瑞、周林毅,風險評估與決策管理,2007年3月。 12. 陳彩稚,企業風險管理,2012年2月。 13. 陳彩稚,財產與責任保險,2006年9月。 14. 陳彩稚,保險學,2版,2004年8月。 15. 凌氤寶、陳森松、吳瑞雲,財產保險學,4版,2021年2月。 16. 梁宇賢,保險法新論,2001年9月。 17. 葉啓洲,保險法,7版,2021年3月。 18. 楊誠對,意外保險-理論與實務,8版,2008年9月。 19. 劉宗榮,保險法:保險契約法暨保險業法,4版,2016年8月。 20. 鄭玉波,保險法論,10版,2015年9月。 21. 鄧家駒,風險管理,4版,2005年6月。 22. 儲蓉,信用衍生性金融商品,2008年3月。 二、書之篇章 1. 林勳發,保險法,收於:梁宇賢、劉興善、柯澤東、林勳發,商事法精論,6版,頁523-731,2009年3月。 三、期刊論文 1. 石新中,論信用概念的歷史演進,北京大學學報(哲學社會科學版),6期,頁120-126,2007年。 2. 江朝國,團體保險給付抵充雇主職災補償之妥適性-以團體保險及責任保險利益之區辨為中心,月旦法學教室,152期,頁24-26,2015年5月。 3. 江朝國,保險利益-保險契約法之中心概念,月旦法學教室,試刊號,頁34-37,2002年10月。 4. 汪信君,債權與保險契約及保險利益,月旦法學教室,51期,頁32-33,2007年1月。 5. 何殷如,全面解讀信用違約交換(CDS),證券暨期貨月刊,30卷11期,頁37-52,2012年11月。 6. 吳玉鳳,從當事人論團體保險契約之法律問題,全國律師,15卷5期,頁81-103,2011年5月。 7. 吳玉鳳,從承保範圍與追償論確實保證保險於保險契約法規範之妥適性,保險專刊,26卷1期,頁95-125,2010年6月。 8. 林建智、彭金隆、林裕嘉,論團體保險當事人之法律問題及示範條款之修訂建議,保險專刊,25卷1期,頁77-95,2009年7月。 9. 門中敬,信譽及社會責任:社會信用的概念重構,東方法學,2期,頁135-144,2021年。 10. 卓俊雄,論保險經紀人保證保險之屬性-兼論要保人故意行為之可保性,國立高雄大學法學論叢,10卷1期,頁127-166,2014年9月。 11. 施文森,消費者貸款信用保證保險之研擬,保險專刊,7期,頁19-38,1987年3月。 12. 陳俊元,只怕陌生人?談人身保險、保險利益與公序良俗,台灣法律人,6期,頁99-111,2021年12月。 13. 陳俊元,人身保險利益之再建構:由保險信託與相關商品談起,國立臺灣大學法學論叢,50卷1期,頁265-336,2021年3月。 14. 莊永丞,信用違約交換金融商品應有規範之比較研究,國立臺灣大學法學論叢,52卷2期,頁537-617,2023年6月。 15. 莊永丞,對信用評等機構應有規範之比較研究,國立臺灣大學法學論叢,40卷4期,頁2249-2321,2011年12月。 16. 郭大維,英國金融監理機制之探討,證券暨期貨月刊,24卷10期,頁10-18,2006年10月。 17. 崔婕、沈沛龍,商業銀行資本補充機制的或有資本引入研究,國際金融研究,11期,頁86-96,2012年11月。 18. 張繼紅,系統重要性金融機構或有資本問題研究,國際商務研究,3期,頁58-65,2016年5月。 19. 張冠群,二○一五年新修正臺灣保險法關於保險經紀人義務相關規定之評析,法學論述,250期,頁120-141,2016年3月。 20. 常華兵,或有資本:一個新的風險融資工具,財會通訊,11期,頁67,2004年6月。 21. 程民選、唐雪漫,現代信用社會的內涵及其與現代市場經濟的關係,天府新論,1期,頁51-54,2010年。 22. 葉力旗、林建智,論團體保險當事人架構及因果關係之判定-兼評臺灣高等法院104年度保險上字第23號判決,全國律師,27卷7期,頁90-109,2023年7月。 23. 葉啓洲,從道德危險到公序良俗-人身保險利益規範目的與解釋論之省思,台灣法律人,24期,頁72-88,2023年6月。 24. 葉啓洲,保證保險人對保證人之代位-臺灣士林地方法院一○○年度訴字第四七一號民事判決,月旦裁判時報,15期,頁42-48,2012年6月。 25. 葉啓洲,團體保險之要保人、眷屬關係與保險利益有無之認定-評台灣高等法院高雄分院九十八年保險上字第十四號民事判決,月旦裁判時報,3期,頁76-82,2010年6月。 26. 廖世昌,解析保證保險,法學新論,107期,頁128-144,2004年4月。 27. 劉航、巫和懋,或有資本、資產拋售與銀行信用風險,浙江社會科學,3期,頁18-27,2016年3月。 28. 潘雅慧,新巴塞爾資本協定及信用風險模型化之研析,中央銀行季刊,24卷2期,頁35-54,2002年6月。 29. 賴曜賢,商業保證保險化之適法性探討,中原財經法學,33期,頁135-191,2014年12月。 30. 賴曜賢,論我國產物保險業經營保證保險業務適當性之探討,核保學報,20期,頁189-202,2012年3月。 31. 羅俊瑋,論保險法增訂酬金揭露制度規定對保險消費者保護之影響─兼論英國與歐盟保險銷售指令相關規定,臺灣法學雜誌,300期,頁83-100,2016年7月。 四、學位論文 1. 江聖元,授信保險與信用保險之研究,國立政治大學風險管理與保險學系碩士論文,1999年。 2. 林政豪,自己的保險自己買?-論團體保險契約之保障主體與相關法律問題,國立臺灣大學法律學系碩士論文,2014年6月。 3. 林裕嘉,團體保險相關法律問題之研究-以團體信用保障保險為例,國立政治大學風險管理與保險學系碩士論文,2008年7月。 4. 洪鈺淇,自比較法視點解構並再建構保險經紀人之忠實義務-以美國法及日本法為中心-,國立政治大學風險管理與保險學系碩士論文,2020年3月。 5. 姚孟德,信用保險之信用風險管理功能及其承保方式之研究,逢甲大學保險學研究所碩士論文,1989年6月。 6. 趙明昕,信用保險制度研究,西南政法大學博士學位論文,2004年4月。 7. 廖家宏,信用壽險相關法律問題,國立政治大學風險管理與保險學系碩士論文,1998年7月。 五、研究計畫 1. 陸珊珊,參加亞太再保險實務研討會出國報告,財團法人住宅地震保險基金,2016年8月。 2. 吳玉鳳,信用保障債務團體保險透過電話行銷並於線上成交之可行性及適法性,財團法人保險事業發展中心研究報告,2008年4月23日。 3. 洪茂蔚,信用衍生性金融商品研究,中華民國證券商業同業公會委託研究,2003年9月。 六、政府與國際組織文書 1. 立法院議案關係文書,院總第464號 政府、委員提案第3786、443、501號之1,1991年11月23日。 日文部分 一、專書 1. 山下友信、米山高生『保険法解説-生命保険・傷害疾病定額保険』有斐閣(2010年4月)。 二、期刊論文 1. 梅津昭彦「団体生命保険契約の団体の法的地位-アメリカ保険法におけるエージェンシー関係の認定-」生命保険論集211号(2020年)。 2. 岩原紳「保証証券業務(ボンド業務)の法的性格と法規制の構造」平成20年度金融法務研究会 金融取引における信用補完に係る現代的展開(2012年)。 3. 草苅耕造「信用リスクにおける保険会社の役割」保険学雑誌605号(2009年)。 4. Akihiko Umetsu「Reform on the Insurance Law in Japan: A Perspective of New Japanese Insurance Law」保険学雑誌603号(2008年)。 5. 草苅耕造「公共工事とボンド制度」保険学雑誌598号(2007年)。 6. 倉沢康一郎「信用保険と保証保険」法學研究:法律・政治・社会48巻2号(1975年)。 英文部分 一、專書 1. Briggs, Dick & Edwards, Burt (1988), CREDIT INSURANCE: HOW TO REDUCE THE RISKS OF TRADE CREDIT, New York: Woodhead-Faulkner. 2. Brown, Ken & Moles, Peter (2016), CREDIT RISK MANAGEMENT, UK: Edinburgh Business School, Heriot-Watt University. 3. Bluhm, William F. (2012), GROUP INSURANCE, Actex Publications. 4. Brown, Anthony (1980), CUTHBERT HEATH: MAKER OF THE MODERN LLOYD'S OF LONDON, Newton Abbot: David & Charles. 5. Backman, Jules (1949), SURETY RATE-MAKING: A STUDY OF THE ECONOMICS OF SURETYSHIP, Surety Assn. of America. 6. Churella, John A. (1958), EVALUATION OF CREDIT INSURANCE AND ITS EFFECTS ON BUSINESS MANAGEMENT, Baltimore: American Credit Indemnity Company. 7. Crist, George William (1950), CORPORATE SURETYSHIP, New York: McGraw-Hill. 8. 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(2017), CREDIT RISK MANAGEMENT: PRICING, MEASUREMENT, AND MODELING, Switzerland: Springer International Publishing AG. 二、書之篇章 1. Benzin, A., Trück, S. & Rachev, S. T. (2003), Approaches to Credit Risk in the New Basel Capital Accord, in: Bol, G., Nakhaeizadeh, G., Rachev, S. T., Ridder, T. & Vollmer, KH. (Eds.), Credit Risk (pp. 1-33), Germany: Springer. 2. Siri, M., & Van den Hurk, A. (2022), Recovery and Resolution of Insurance Companies and Director’s Duties, in: Marano, P. & Noussia, K. (Eds.), The Governance of Insurance Undertakings (pp. 141-170), Springer. 三、期刊論文 1. Amato, Jeffery D. & Remolona, Eli M., The credit spread puzzle, BIS QUARTERLY REV. 51 (2003). 2. Anderson, Greg, The Emergence and Development of Fidelity Insurance in 19th-century Britain, 29 THE GENEVA PAPERS ON RISK AND INSURANCE. ISSUES AND PRACTICE 234 (2004). 3. Aicher, Robert D., Cotton, Deborah L. & Khan, TK, Credit Enhancement: Letters of Credit, Guaranties, Insurance and Swaps (The Clash of Cultures), 59 BUS. LAW. 897 (2004). 4. Banu, Ioana M., The impact of credit on economic growth in the global crisis context, 6 PROCEDIA ECONOMICS AND FINANCE 25 (2013). 5. Caverly, Raymond N., The Origin of Fidelity Coverage, 9 INS. COUNSEL J. 22 (1942). 6. Caverly, Raymond N., The Background of the Casualty and Bonding Business in the United States, 6 INS. COUNSEL J. 62 (1939). 7. Chen, F., Chen, X., Sun, Z., Yu, T. & Zhong, M., Systemic Risk, Financial Crisis, and Credit Risk Insurance, 48 FINANCIAL REVIEW 417 (2013). 8. Culp, Christopher L., Contingent capital vs. contingent reverse convertibles for banks and insurance companies, 21(4) JOURNAL OF APPLIED CORPORATE FINANCE 17 (2009). 9. Eling, Martin & Pankoke, David A., Systemic Risk in the Insurance Sector: A Review and Directions for Future Research, 19(2) RISK MANAGEMENT AND INSURANCE REVIEW 249 (2016). 10. Ferran, E., Regulatory Lessons from the Payment Protection Insurance Mis-selling Scandal in the UK, 13(2) EUROPEAN BUSINESS ORGANIZATION LAW REVIEW 247 (2012). 11. Funatsu, H., Export credit insurance, 53 JOURNAL OF RISK AND INSURANCE 679 (1986). 12. Georgosouli, Andromachi, Payment Protection Insurance (PPI) Misselling: Some Lessons from the UK, 21(1) CONN. INS. L.J. 261 (2014). 13. Grace, Martin F., The Insurance Industry and Systemic Risk: Evidence and Discussion, NETWORKS FINANCIAL INSTITUTE POLICY BRIEF No. 2010-PB-02 (2010). 14. Grippa, Pierpaolo & Gornicka, Lucyna, Measuring Concentration Risk A Partial Portfolio Approach, 158 IMF WP 1 (2016). 15. Henderson, M. Todd, Credit Derivatives are Not Insurance, 16 CONN. INS. LJ 1 (2009). 16. Henderson, Gerard C., Suretyship Law as Affected by the Rise of Surety Companies, 29 HARVARD L. REV. 314 (1916). 17. Johnson, Casey, Trade Credit Insurance-More than Insurance, 78(8) THE SECURED LENDER 73 (2022). 18. Jamieson, Alan G., Credit insurance and trade expansion in Britain, 1820–1980, 1(2) ACCOUNTING, BUSINESS & FINANCIAL HISTORY 163 (1991). 19. Robert W. Klein, Principles for Insurance Regulation: An Evaluation of Current Practices and Potential Reforms, 37 THE GENEVA PAPERS ON RISK AND INSURANCE - ISSUES AND PRACTICE 175 (2012). 20. Li, Yongjian, Zhen, Xueping, & Cai, Xiaoqiang, Trade credit insurance, capital constraint, and the behavior of manufacturers and banks, 240 ANNALS OF OPERATIONS RESEARCH 395 (2016). 21. Loshin, Jacob, Insurance Law's Hapless Busybody: A Case Against the Insurable Interest Requirement, 117 YALE L. J. 474 (2007). 22. Lunt, Edward C., Fidelity Insurance and Suretyship, 161 THE ANNALS OF THE AMERICAN ACADEMY OF POLITICAL AND SOCIAL SCIENCE 105 (1932). 23. Maria, V., Financial Risk Insurance, 35 MANAGEMENT STRATEGIES JOURNAL 269 (2017). 24. Morgan, Willis D., History and economics of suretyship, 12 CORNELL L. REV. 153 (1927). 25. Morgan, Willis D., History and Economics of Suretyship, 12 CORNELL L. REV. 487 (1927). 26. Nelli, Humbert O., The earliest insurance contract. a new discovery, 39 JOURNAL RISK AND INSURANCE 215 (1972). 27. Nichols, Henry W., Laws and Decisions Affecting Surety Rate-Making, 17 INS. COUNSEL J. 289 (1950). 28. Oppenheimer, Robert H., Credit Insurance and Foreign Trade, 1 INS. LAW J. 738 (1961). 29. Planchet, F., Magnin, F. & Decroocq, J.F, Systematic Risk Modelisation in Credit Risk Insurance, ISFA LABORATOIRE SAF (2009). 30. David Pilla, UK Launches Trade Credit Insurance Scheme, BEST’S REVIEW 16 (2020). 31. Tong, Edward N.C., Mues, Chrisophe, Brown, Iain & Thomas, Lyn C., Exposure at default models with and without the credit conversion factor, 252 EUR. J. OPER. RES. 910 (2016). 32. White, Lawrence J., The credit‐rating agencies and the subprime debacle, 21(2)(3) CRITICAL REV. 389 (2009). 33. Więcko-Tułowiecka, Małgorzata, Challenges of the Payment Protection Insurance Market – Analysis of European Tendencies in the Context of the Need for Legal Actions in Poland, 1 PRAWO ASEKURACYJNE 61 (2017). 34. Wieczorek, Monika, The Role of Credit Insurance in Accounts Receivable Management, 7 OSTRAVA 489 (2005). 35. Weichelt, G. M., The Contract of the Corporate Surety and Its Distinction from One of Insurance, 9 CHI.-KENT REV. 69 (1931). 36. Yang, S. Alex, Bakshi, Nitin & Chen, Christopher J., Trade credit insurance: Operational value and contract choice, 67(2) MANAGEMENT SCIENCE 875 (2021). 四、政府與國際組織文書 1. ASSOCIATION OF MUTUAL INSURERS AND INSURANCE COOPERATIVES IN EUROPE (AMICE), EIOPA DISCUSSION PAPER SYSTEMIC RISK AND MACROPRUDENTIAL POLICY IN INSURANCE-AMICE’S RESPONSE (April 30, 2019), available at https://amice-eu.org/app/uploads/2021/04/2019-04-30-AMICE-response-to-EIOPAs-Discussion-Paper-Systemic-Risk-and-Mac.pdf 2. BASEL COMMITTEE ON BANKING SUPERVISION (BCBS), CRE20 STANDARDISED APPROACH: INDIVIDUAL EXPOSURES (December 08, 2022), available at https://www.bis.org/basel_framework/chapter/CRE/20.htm?inforce=20230101&published=20221208&export=pdf 3. BASEL COMMITTEE ON BANKING SUPERVISION (BCBS), CRE21 STANDARDISED APPROACH: USE OF EXTERNAL RATINGS (March 27, 2020), available at https://www.bis.org/basel_framework/chapter/CRE/21.htm?inforce=20230101&published=20200327&export=pdf 4. BASEL COMMITTEE ON BANKING SUPERVISION (BCBS), CRE30 IRB APPROACH: OVERVIEW AND ASSET CLASS DEFINITIONS (March 27, 2020), available at https://www.bis.org/basel_framework/chapter/CRE/30.htm?inforce=20230101&published=20200327&export=pdf 5. BASEL COMMITTEE ON BANKING SUPERVISION (BCBS), BASEL III: FINALISING POST-CRISIS REFORMS (December, 2017), available at https://www.bis.org/bcbs/publ/d424.pdf 6. BASEL COMMITTEE ON BANKING SUPERVISION (BCBS), PRINCIPLES FOR THE MANAGEMENT OF CREDIT RISK (September, 2000), available at https://www.bis.org/publ/bcbs75.pdf 7. BANK FOR INTERNATIONAL SETTLEMENTS (BIS), DEVELOPMENTS IN CREDIT RISK MANAGEMENT ACROSS SECTORS: CURRENT PRACTICES AND RECOMMENDATIONS (February, 2015), available at https://www.bis.org/bcbs/publ/joint37.pdf 8. BUILDING SOCIETIES ASSOCIATION (BSA), FSA: JOURNEY TO THE FCA-RESPONSE BY THE BUILDING SOCIETIES ASSOCIATION (December 14, 2012), available at https://www.bsa.org.uk/getmedia/432f88e3-c1b6-4d96-b180-6785c2bf443a/Journey_to_the_FCA.pdf 9. EUROPEAN BANKING AUTHORITY (EBA), OPINION OF THE EUROPEAN BANKING AUTHORITY ON THE EUROPEAN COMMISSION REQUEST FOR TECHNICAL ADVICE ON ISSUES RELATED TO THE MORTGAGE CREDIT DIRECTIVE (June 23, 2022), available at https://www.eba.europa.eu/sites/default/documents/files/document_library/Publications/Opinions/2022/Opinion%20on%20MCD%20review%20%28EBA-Op-2022-07%29/1036068/EBA%27s%20response%20to%20the%20EC%20Call%20for%20advice%20on%20the%20review%20of%20MCD.pdf 10. EUROPEAN BANKING AUTHORITY (EBA), GUIDELINES ON CREDIT RISK MITIGATION FOR INSTITUTIONS APPLYING THE IRB APPROACH WITH OWN ESTIMATES OF LGDS (May 6, 2020), available at https://www.eba.europa.eu/sites/default/documents/files/document_library/Publications/Guidelines/2020/Guidelines%20on%20Credit%20Risk%20Mitigation%20for%20institutions%20applying%20the%20IRB%20approach%20with%20own%20estimates%20of%20LGDs/883366/Guidelines%20on%20CRM%20for%20A-IRB%20institutions.pdf 11. EUROPEAN BANKING AUTHORITY (EBA), OPINION OF THE EUROPEAN BANKING AUTHORITY ON THE TREATMENT OF CREDIT INSURANCE IN THE PRUDENTIAL FRAMEWORK (March 9, 2020), available at https://www.eba.europa.eu/sites/default/documents/files/document_library/Publications/Opinions/2020/880839/EBA%20Opinion%20on%20credit%20insurance%20EBAOp-2020-05.pdf 12. EUROPEAN BANKING AUTHORITY (EBA), POLICY AAVICE ON THE BASEL III REFORMS: CREDIT RISK STANDARDISED APPROACH AND IRB APPROACH (August 2, 2019), available at https://www.eba.europa.eu/sites/default/documents/files/document_library/881123/Policy%20Advice%20on%20Basel%20III%20reforms%20-Credit%20Risk.pdf 13. EUROPEAN BANKING AUTHORITY (EBA), GUIDELINES ON COMMON PROCEDURES AND METHODOLOGIES FOR THE SUPERVISORY REVIEW AND EVALUATION PROCESS (SREP) AND SUPERVISORY STRESS TESTING (July 19, 2018), available at https://www.eba.europa.eu/sites/default/documents/files/documents/10180/2282666/fb883094-3a8a-49d9-a3db-1d39884e2659/Guidelines%20on%20common%20procedures%20and%20methodologies%20for%20SREP%20and%20supervisory%20stress%20testing%20-%20Consolidated%20version.pdf?retry=1 14. EUROPEAN COMMISSION, STATE AID: COMMISSION APPROVES DUTCH GUARANTEE SCHEME TO STABILISE TRADE CREDIT INSURANCE MARKET IN CORONAVIRUS OUTBREAK (May 25, 2020), available at https://ec.europa.eu/commission/presscorner/api/files/document/print/en/ip_20_937/IP_20_937_EN.pdf 15. EUROPEAN COMMISSION, STATE AID: COMMISSION APPROVES GERMAN GUARANTEE SCHEME TO STABILISE TRADE CREDIT INSURANCE MARKET IN CORONAVIRUS OUTBREAK (April 14, 2020), available at https://ec.europa.eu/commission/presscorner/api/files/document/print/pt/ip_20_653/IP_20_653_EN.pdf 16. EUROPEAN COMMISSION, CALL FOR ADVICE TO THE EBA FOR THE PURPOSES OF REVISING THE OWN FUND REQUIREMENTS FOR CREDIT, OPERATIONAL, MARKET AND CREDIT VALUATION ADJUSTMENT RISK (May 4, 2018), available at https://www.eba.europa.eu/documents/10180/2207145/Call+for+advice+to+the+EBA+for+the+purposes+of+revising+the+own+fund+requirements+for+credit,%20operational+market+%26+credit+valuation+adjustment+risk+040518.pdf/fa15db69-5527-4fbe-a0e7-0d8ed46547fb 17. EUROPEAN COMMISSION, FINAL REPORT OF THE COMMISSION EXPERT GROUP ON EUROPEAN INSURANCE CONTRACT LAW (January 24, 2014), available at https://commission.europa.eu/system/files/2020-10/final_report_en.pdf 18. EUROPEAN INSURANCE AND OCCUPATIONAL PENSIONS AUTHORITY (EIOPA), CREDIT PROTECTION INSURANCE (CPI) SOLD VIA BANKS (September, 2022), available at https://www.eiopa.europa.eu/system/files/2022-09/eiopa-thematic-review-on-credit-protection-insurance2022.pdf 19. EUROPEAN INSURANCE AND OCCUPATIONAL PENSIONS AUTHORITY (EIOPA), EIOPA WARNS INSURERS AND BANKS TO ADDRESS ISSUES WITH HIGH REMUNERATION AND CONFLICTS OF INTEREST FROM THE SALE OF CREDIT PROTECTION INSURANCE OR FACE POSSIBLE SUPERVISORY ACTION (August 30, 2022), available at https://www.eiopa.europa.eu/system/files/2022-09/10.0_eiopa-bos-22-434-warning-to-insurers-and-banks-on-credit-protection-insurance.pdf 20. EUROPEAN INSURANCE AND OCCUPATIONAL PENSIONS AUTHORITY (EIOPA), BACKGROUND DOCUMENT ON THE OPINION ON THE 2020 REVIEW OF SOLVENCY II (December 17, 2020), available at https://www.eiopa.europa.eu/system/files/2020-12/eiopa-bos-20-750-background-analysis.pdf 21. EUROPEAN INSURANCE AND OCCUPATIONAL PENSIONS AUTHORITY (EIOPA), SYSTEMIC RISK AND MACROPRUDENTIAL POLICY IN INSURANCE (2017), available at https://web.actuaries.ie/sites/default/files/erm-resources/003systemic_risk_and_macroprudential_policy_in_insurance.pdf 22. EUROPEAN INSURANCE AND OCCUPATIONAL PENSIONS AUTHORITY (EIOPA), DISCUSSION PAPER ON POTENTIAL HARMONISATION OF RECOVERY AND RESOLUTION FRAMEWORKS FOR INSURERS (December 2, 2016), available at https://www.eiopa.europa.eu/system/files/2021-11/eiopa-cp-16-009_discussion_paper_recovery_and_resolution_for_insurers.pdf 23. EUROPEAN PARLIAMENT, EUROPEAN SYSTEM OF FINANCIAL SUPERVISION (ESFS) (April, 2023), available at https://www.europarl.europa.eu/erpl-app-public/factsheets/pdf/en/FTU_2.6.14.pdf 24. EUROPEAN SYSTEMIC RISK BOARD (ESRB), ISSUES NOTE ON MACROPRUDENTIAL ASPECTS OF TRADE CREDIT INSURANCE (August, 2022), available at https://www.esrb.europa.eu/pub/pdf/reports/esrb.issuesnoteonmacroprudentialaspectstradecreditinsurance202208~eaa8c9c764.en.pdf 25. EUROPEAN SYSTEMIC RISK BOARD (ESRB), RECOVERY AND RESOLUTION FOR THE EU INSURANCE SECTOR: A MACROPRUDENTIAL PERSPECTIVE (August, 2017), available at https://www.esrb.europa.eu/pub/pdf/reports/esrb.reports170817_recoveryandresolution.en.pdf 26. EUROPEAN SYSTEMIC RISK BOARD (ESRB), REPORT ON SYSTEMIC RISKS IN THE EU INSURANCE SECTOR (December, 2015), available at https://www.esrb.europa.eu/pub/pdf/reports/2015-12-16-esrb_report_systemic_risks_EU_insurance_sector.en.pdf 27. FEDERAL RESERVE BOARD, FEDERAL RESERVE BULLETIN (June, 1922). 28. FINANCIAL STABILITY BOARD (FSB), RECOVERY AND RESOLUTION PLANNING FOR SYSTEMICALLY IMPORTANT FINANCIAL INSTITUTIONS: GUIDANCE ON IDENTIFICATION OF CRITICAL FUNCTIONS AND CRITICAL SHARED SERVICES (July 16, 2013), available at https://www.fsb.org/wp-content/uploads/r_130716a.pdf 29. FINANCIAL SERVICES AUTHORITY (FSA), THE FAILURE OF THE ROYAL BANK OF SCOLAND-FINANCIAL SERVICES AUTHORITY BOARD REPORT (December, 2011), available at https://www.fca.org.uk/publication/corporate/fsa-rbs.pdf 30. FINANCIAL SERVICES AUTHORITY (FSA), FINAL NOTICE TO SWINTON GROUP (October 28, 2009), available at https://www.fca.org.uk/publication/final-notices/swinton.pdf 31. FINANCIAL SERVICES CONSUMER PANEL (FSCP), ANNUAL REPORT 2008/09 (July, 2009), available at https://www.fs-cp.org.uk/sites/default/files/annual_report09.pdf 32. HOUSE OF COMMONS TREASURY COMMITTEE, FINANCIAL SERVICES BILL-FIRST REPORT OF SESSION 2012-2013 (May 23, 2012), available at https://publications.parliament.uk/pa/cm201213/cmselect/cmtreasy/161/161.pdf 33. INTERNATIONAL ASSOCIATION OF CREDIT PORTFOLIO MANAGERS (IACPM) & INTERNATIONAL TRADE AND FORFAITING ASSOCIATION (ITFA), IACPM/ITFA PRIVATE CREDIT RISK INSURANCE SURVEY 2021-CURRENT PRACTICES AND RELEVANCE FOR BANKS (2021), available at http://iacpm.org/wp-content/uploads/2022/03/IACPM-ITFA-Private-Credit-Risk-Insurance-2021-Select-High-Level-Results.pdf 34. INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS), LEVEL 2 DOCUMENT: ICS VERSION 2.0 FOR THE MONITORING PERIOD (March, 2020), available at https://www.iaisweb.org/uploads/2022/01/200313-Level-2-Document-for-ICS-Version-2.0-for-the-monitoring-period.pdf 35. INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS), GLOBAL SYSTEMICALLY IMPORTANT INSURERS: INITIAL ASSESSMENT METHODOLOGY (July 18, 2013), available at https://www.fsa.go.jp/inter/iai/20130719/05.pdf 36. INTERNATIONAL CREDIT INSURANCE & SURETY ASSOCIATION (ICISA), ICISA RESPONSE TO “CP ON GUIDELINES ON CREDIT RISK MITIGATION FOR INSTITUTIONS APPLYING THE IRB APPROACH WITH OWN ESTIMATES OF LGDS” (May 21, 2019), available at https://www.eba.europa.eu/system/files/webform/documents/ddm-fileupload/2738669/1.0/view_uploadFiles/ICISA%20response%20to%20EBA%20consultation%20may%202019%20fnl.pdf 37. INTERNATIONAL MONETARY FUND (IMF), GLOBAL FINANCIAL STABILITY REPORT: POTENTIAL POLICIES FOR A SUCCESSFUL NORMALIZATION (April, 2016), available at https://www.imf.org/-/media/Websites/IMF/imported-full-text-pdf/external/pubs/ft/gfsr/2016/01/pdf/_text.ashx 38. INTERNATIONAL TRADE AND FORFAITING ASSOCIATION (ITFA), ITFA POSITION PAPER (February 21, 2022), available at https://itfa.org/wp-content/uploads/2022/02/ITFA-Position-Paper-final-version.pdf 39. INTERNATIONAL TRADE AND FORFAITING ASSOCIATION (ITFA), CONSULTATION RESPONSE-EBA CONSULTATION ON DRAFT GUIDELINES ON CREDIT RISK MITIGATION FOR INSTITUTIONS APPLYING THE IRB APPROACH WITH OWN ESTIMATES OF LGDS (May 24, 2019), available at https://www.eba.europa.eu/system/files/webform/documents/ddm-fileupload/2746594/1.0/view_uploadFiles/2019-05-24%20ITFA%20response%20to%20EBA%20GLs%20on%20CRM%20for%20IRB%20approach.pdf 40. NATIONAL ASSOCIATION OF INSURANCE COMMISSIONERS (NAIC), GROUP LIFE INSURANCE DEFINITION AND GROUP LIFE INSURANCE STANDARD PROVISIONS MODEL ACT (October, 2005), available at https://content.naic.org/sites/default/files/inline-files/MDL-565.pdf 41. OFFICE OF FAIR TRADING (OFT), PAYMENT PROTECTION INSURANCE: REPORT ON THE MARKET STUDY AND PROPOSED DECISION TO MAKE A MARKET INVESTIGATION REFERENCE (October, 2006), available at https://webarchive.nationalarchives.gov.uk/ukgwa/20140402172008mp_/http://oft.gov.uk/shared_oft/reports/financial_products/oft869.pdf 42. THE GENEVA ASSOCIATION, SYSTEMIC RISK IN INSURANCE: AN ANALYSIS OF INSURANCE AND FINANCIAL STABILITY (March, 2020), available at https://www.genevaassociation.org/sites/default/files/ga2010-systemic_risk_in_insurance_1.pdf 43. THE GENEVA ASSOCIATION, KEY FINANCIAL STABILITY ISSUES IN INSURANCE: AN ACCOUNT OF THE GENEVA ASSOCIATION’S ONGOING DIALOGUE ON SYSTEMIC RISK WITH REGULATORS AND POLICY-MAKERS (July, 2010), available at https://www.genevaassociation.org/sites/default/files/ga2010-key_financial_stability_issues_in_insurance_3.pdf; G0110358018; https://nccur.lib.nccu.edu.tw//handle/140.119/149034; https://nccur.lib.nccu.edu.tw/bitstream/140.119/149034/1/801801.pdf
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10Dissertation/ Thesis
المؤلفون: 許家晟, Hsu, Chia-Chen
المساهمون: 江彌修, Chiang, Mi-Hsiu
مصطلحات موضوعية: 信用風險, 違約距離, 碳排放, 巴黎氣候協定, 氣候政策監管, Climate Change, Credit Risk, Paris Agreement, Distance to Default, Carbin Footprint
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Relation: 中文參考文獻\n詹場、黃照鈜、邱建嘉、柯文乾(2021)。強制出具企業社會責任報告書對流動 性及風險之影響。會計評論,第 72 期,35-82。\n英文參考文獻\nBattiston, S., Mandel, A., Monasterolo, I., Schütze, F., Visentin, G. (2017). A climate stresstest of the financial system. Nature Climate Change, 7 (4): 283-288.\nBauer, R., Hann, D. (2010). Corporate environmental management and credit risk. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1660470.\nBecker, M.G., Martin, F., Walter, A. (2022). The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors. Finance Research Letters, 47(B).\nBento, N., Borello, M., Gianfrate, G. (2020). Market-pull policies to promote renew- able energy: a quantitative assessment of tendering implementation. Journal of Cleaner Produtcion 248, 119209 https://doi.org/10.1016/j.jclepro.2019.119209. ISSN 0959- 6526.\nBento, N., Gianfrate, G. (2020). Determinants of internal carbon pricing. Energy Policy 143C, 111499. https://doi.org/10.2139/ssrn.1660470.\nBharath, S.T., Shumway, T. (2008). Forecasting default with the Merton distance to default model. The Review of Financial Studies, Vol.21 (3), 1339-1369.\nBrockman, O., Turtle, H.J. (2003). A barrier option framework for corporate security valuation. Journal of Financial Economics, Vol.67 (3), 511-529.\nBreeden, S. (2019). Avoiding the storm: Climate change and the financial system. https://www.bankofengland.co.uk\nBusch, T., Johnson, M., Pioch, T., Kopp, M. (2018). Consistency of Corporate Carbon Emission Data. University of Hamburg/WWF Deutschland, Hamburg.\nCard and Krueger (1994). Comment on David Neumark and William Wascher, “Employment Effects of Minimum and Subminimum Wages: Panel Data on State Minimum Wage Laws”. Industrial and Labor Relations Review, 47(3).\nChapple, L., Clarkson, P. M., & Gold, D. L. (2013). The cost of carbon: Capital market effects of the proposed emission trading scheme (ETS). Abacus, 49(1),1–33.\nChava. (2014). Environmental externalities and cost of capital. Management Science 60 (9) https://doi.org/10.1287/mnsc.2013.1863.\nChen, Y. C., Hung, M., Wang, Y. (2018). The effect of mandatory CSR disclosure on firm profitability and social externalities: Evidence from China. Journal of Accounting and Economics, 65(1):169-190.\nChen, Z., Xie, G. (2022). ESG disclosure and financial performance: Moderating role of ESG investors. International Review of Financial Analysis. 83 https://doi.org/10.1016/j.irfa.2022.102291.\nde Greiff, K., Delis, M., Ongena, S. (2018). Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. CEPR Discussion Papers.\nGianfrate, G., Lorenzato, G. (2019). Stimulating non-bank financial institutions’ participation in green investments. In: Sachs, J., Woo, W., Yoshino, N., Taghi- zadeh-Hesary, F. (Eds.), Handbook of Green Finance. Sustainable Development. Springer, Singapore.\nGianfrate, G., Peri, M. (2019). The green advantage: exploring the convenience of issuing green bonds. Journal Cleaner Production, 219 https://doi.org/10.1016/ j.jclepro.2019.02.022.\nGinglinger, E., Quentin, M. (2019). “Climate risk and capital structure”. Universite’ paris-dauphine research paper No. 3327185. Available at: SSRN. https://ssrn. com/abstract1⁄43327185.\nHoepner, A.G.F., Nilsson, M.A. (2017). No News Is Good News: Corporate Social Re- sponsibility Ratings and Fixed Income Portfolios. Working Paper.\nIlhan, Emirhan, Sautner, Zacharias, Vilkov, Grigory, March 4, 2020. Carbon tail risk. Available at: SSRN. https://ssrn.com/abstract1⁄43204420. https://doi.org/10. 2139/ssrn.3204420.\nKleimeier, Stefanie, Viehs, Michael, January 7 (2018). Carbon disclosure, emission levels, and the cost of debt. Available at: SSRN.\nhttps://ssrn.com/ abstract1⁄42719665. https://doi.org/10.2139/ssrn.2719665.\nKrueger, P., Sautner, Z., Starks, L.T. (2019). “The Importance of Climate Risks for\nInstitutional Investors”, Review of Financial Studies (forthcoming).\nMartins, H.C. (2022). Competition and ESG practices in emerging markets: Evidence\nfrom a difference-in-differences model. Finance Research Letters, 46(A). Merton, R. (1974). On the pricing of corporate debt: the risk structure of interest rates.\nJournal of Finance, 28 (2):449-470.\nMonasterolo, I., de Angelis, L. (2019). Blind to carbon risk? An analysis of stock market’s reaction to the Paris agreement. Available at: SSRN. https://ssrn.com/ abstract1⁄43298298.\nOikonomou, I., Brooks, C., Pavelin, S. (2014). The effects of corporate social perfor- mance on the cost of corporate debt and credit ratings. Financial Review 49, 49- 75.\nSaka, C., Oshika, T. (2014). Disclosure effects, carbon emissions and corporate value. Sustainability Accounting, Management and Policy Journal, 5 (1):22-45.\nTudela, M., Young, G. (2005). A merton-model approach to assessing the default risk OF UK public companies”. International Journal of Theoretical and Applied Finance, 8 (6):737-761. https://doi.org/10.1142/S0219024905003256, 2005.\nZeitun, R., Tian, G., Keen, K. (2007). Default Probability for the Jordanian Companies: a Test of Cash Flow Theory. Faculty of Commerce - Papers Archive.\nZmijewski, M.E. (1984). Methodological issues related to the estimation of financial distress prediction models. Journal of Accounting Research, 22:59-82.; G0110352016; https://nccur.lib.nccu.edu.tw//handle/140.119/145860; https://nccur.lib.nccu.edu.tw/bitstream/140.119/145860/1/201601.pdf
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11Dissertation/ Thesis
المؤلفون: 沙爾羅, Sharma, Alok Kumar
المساهمون: 資訊管理系, 李麗華, Li, Li-hua
مصطلحات موضوعية: 社交借貸, 違約預測, 信用風險預測, XAI, 遞歸特徵消除法, RFE, LightGBM, Social lending, Default Prediction, Credit risk Prediction, Machine Learning, Explainable AI (XAI), Recursive Feature Elimination (RFE)
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Relation: 111CYUT0396013; http://ir.lib.cyut.edu.tw:8080/handle/310901800/42546; http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/42546/1/111CYUT0396013-002.pdf
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12Academic Journal
المؤلفون: 程智荣
Relation: 福建金融,2018,(10):55-60; https://dspace.xmu.edu.cn/handle/2288/172733
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13Academic Journal
Relation: 延边大学学报:自然科学版,2017,(3); https://dspace.xmu.edu.cn/handle/2288/165261
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14Academic Journal
Relation: 征信,2017,(11); https://dspace.xmu.edu.cn/handle/2288/163931
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15Academic Journal
Relation: 金融会计,2017,(8); https://dspace.xmu.edu.cn/handle/2288/162252
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16Academic Journal
المساهمون: 北京大学 经济学院,北京,100871, 韩国首尔大学 经营学院,韩国 首尔,1519160
المصدر: 知网 ; 万方 ; http://d.g.wanfangdata.com.cn/Periodical_jrllysj201708007.aspx
Relation: 金融理论与实践. 2017, 37-41.; 1898059; http://hdl.handle.net/20.500.11897/464486
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17Academic Journal
المؤلفون: 许屹
المساهمون: 北京大学经济学院,北京,100871
المصدر: 万方 ; 知网 ; http://d.g.wanfangdata.com.cn/Periodical_jsjjyglyj201708016.aspx
Relation: 技术经济与管理研究. 2017, 79-83.; 1897498; http://hdl.handle.net/20.500.11897/463940
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18Report
المصدر: 张洪祥,郑泽宇. 基于多维时间序列的建筑业上市公司信用风险研究[J]. 工程管理学报,2018,32(3):24-29.
Relation: http://ir.sia.cn/handle/173321/22067
الاتاحة: http://ir.sia.cn/handle/173321/22067
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19Academic Journal
المؤلفون: 赵寅
Relation: 科技经济市场,2016,(01):103-104; KJJC201601078; https://dspace.xmu.edu.cn/handle/2288/164765
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20Academic Journal
مصطلحات موضوعية: 企业信用风险, 网络结构, logistic模型, Enterprise's Credit Risk, Network, Logistic Model
Relation: 统计研究,2016,33(04):52-57; TJYJ201604007; https://dspace.xmu.edu.cn/handle/2288/163576