依據列出的章節把檔案做過裁切，只會包含以下列出的章節，不會有其他的章節！
44. 45.與 50. 找不到可供分享的檔案
若各位先進手邊有的話還請不吝提供
謝謝~

Operational and Integrated Risk Management
Level II ExamWeight: 20%, Full ExamWeight: 10%

42. Michael Crouhy, Dan Galai, and Robert Mark, Risk Management (New York: McGraw-Hill, 2001).
• Chapter 14 . . . . . . . . . . Capital Allocation and Performance Measurement


43. Dowd, Measuring Market Risk, 2nd Edition (West Sussex, England: JohnWiley & Sons, 2005).
• Chapter 14 . . . . . . . . . . Estimating Liquidity Risks
• Chapter 16 . . . . . . . . . . Model Risk


44. Ellen Davis (editor), Operational Risk: Practical Approaches to Implementation (London: Risk Books, 2005).
• Chapter 12 . . . . . . . . . . Aligning Basel II Operational Risk and Sarbanes Oxley 404 Projects, by Nick Bolton
and Judson Berkey

45. de Servigny and Renault, Measuring and Managing Credit Risk.
• Chapter 10 . . . . . . . . . . Regulation

46. Andrew Kuritzkes, Til Schuermann and ScottWeiner .“Risk Measurement, Risk Management and Capital
Adequacy in Financial Conglomerates,” in Brookings-Wharton Papers on Financial Services Robert Litan
and Richard Herring (eds) (Brookings Institutional Press,Washington, DC: 2003). Copy of article is available at
www.GARPDigitalLibrary.org.


47. Brian Nocco and René Stulz, 2006, “Enterprise Risk Management: Theory and Practice,”Journal of
Applied Corporate Finance 18 (4), 8 – 20. Copy of the article is available at www.GARPDigitalLibrary.org.


48. Falko Aue and Michael Kalkbrener , 2007, “LDA atWork,” Deutsche BankWhite Paper . Copy of the article is
available at www.GARPDigitalLibrary.org.


49. Til Schuermann and Andrew Kuritzkes, “WhatWe Know, Don’t Know and Can’t Know About Bank Risk:
A View from the Trenches.” (September 2007). http://www.newyorkfed.org/research/economists/schuermann/
Kuritzkes_Schuermann_KUU_23Mar2008.pdf.


50. Saunders and Cornett, Financial Institutions Management, 6th Edition.
• Chapter 17 . . . . . . . . . . Liquidity Risk


Readings for Basel Reference: Candidates are expected to understand the objective and general structure of the Basel II
Accord and general application of the various approaches for calculating minimum capital requirements. Candidates are not
expected to memorize specific details such as risk weights for different assets.

51. “Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework —
Comprehensive Version” (Basel Committee on Banking Supervision Publication, June 2006). Copy of the article
is available at www.GARPDigitalLibrary.org.


52. “An Explanatory Note on the Basel II IRB RiskWeight Functions” (Basel Committee on Banking Supervision
Publication, July 2005). Copy of the article is available at www.GARPDigitalLibrary.org.


53. “Principles for Sound Liquidity Risk Management and Supervision” (Basel Committee on Banking
Supervision Publication, September 2008). http://www.bis.org/publ/bcbs144.htm.


54. “Guidelines for Computing Capital for Incremental Risk in the Trading Book — Consultative Document” (Basel
Committee on Banking Supervision Publication, January 2009). http://www.bis.org/publ/bcbs149.pdf.


55. “Revisions to the Basel II market risk framework — Consultative Document” (Basel Committee on Banking
Supervision Publication, January 2009). http://www.bis.org/publ/bcbs148.pdf.