参考文献
(第1章)
経済財政諮問会議グローバル化改革専門調査会(金融・資本市場ワーキング・グループ)第一次報告(2007年5月)
Banco de Espana [2002], “Asset Price Bubbles: Implications for Monetary, Regulatory and International Policies,” Speech by the Governor at the Federal Reserve Bank of Chicago, April 2002.
Bank of England [2008], Financial Stability Report, October 2008.
Blanchard, Olivier J. [2008], The Tasks Ahead, IMF Working Paper, November 2008.
Borio, Claudio [2008], “The Financial Turmoil of 2007-?”, BIS Working Papers, No. 251, March 2008.
Committee on Payment and Settlement Systems of Bank for International Settlements [2007], New Developments in Clearing and Settlement Arrangements for OTC Derivatives, March 2007.
Congressional Research Service[2008], “CRS Report for Congress: Credit Default Swaps,” July 2008.
Counterparty Risk Management Policy Group III [2008], Containing Systemic Risk: The Road to Reform, August 2008.
Department of Treasury [2008], Blueprint for a Stronger Regulatory Structure, March 2008.
European Central Bank [2004], EU Banking Structures, November 2004.
European Central Bank [2007], Financial Stability Review, June 2007.
European Central Bank [2008], EU Banking Structures, October 2008.
European Commission [2007], European Financial Integration Report 2007, December 2007.
Financial Stability Forum [2008a], Report of the Financial Stability Forum on Enhancing Market and Institutional Resilience, April 2008.
Financial Stability Forum [2008b], Report of the Financial Stability Forum on Enhancing Market and Institutional Resilience: Follow-up on Implementation, October 2008.
Goodhart, Charles and Segoviano, Miguel [2004] "Basel and Procyclicality", London School of Economics Financial Markets Group Discussion Papers, dp524, November 2004.
Gordy, Michael B. and Howells Bradley [2006] "Procyclicality in Basel II", Journal of Financial Intermediation, March 2006.
Greenlaw, David., Jan Hatzius., Anil K Kashyap, and Hyun Song Shin [2008] “Leveraged Loss: Lessons from the Mortgage Market Meltdown,” a paper presented at the Eleventh Annual International Banking Conference.
Honohan, Patrick [2008], “Bank Failures: The Limitations of Risk Modelling,”a paper presented at the Eleventh Annual International Banking Conference.
IIF [2008], Final Report of the IIF Committee on Market Best Practices: Principles of Conduct and Best Practices: Principles of Conduct and Best Practice Recommendations, July 2008.
IMF [2007], The Multilateral Consultation on Global Imbalances, April 2007.
IMF [2008a], Global Financial Stability Report, April 2008.
IMF [2008b], Global Financial Stability Report,” October 2008.
IOSCO [2008], “The Role of Credit Rating Agencies in Structured Finance Markets, May 2008.
Mann, Fiona and Michael, Ian [2002], “Dynamic Provisioning: Issues and Application”, Bank of England Financial Stability Review, December 2002.
OECD[2002], “Supervision of Financial Services in the OECD Area”, Financial Market Trends, No.81, April 2002.
OECD[2009], OECD Economic Surveys -Euro Area, forthcoming.
Office of the Comptroller of the Currency[2008], “Testimony of Kathryn E. Dick, Deputy Comptroller for Credit and Market Risk Comptroller of the Currency before the Subcommittee on Securities, Insurance, and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, July 9, 2008,” July 2008.
Partnoy, F. [2008], “The Role of Ratings,” a paper presented at the Eleventh Annual International Banking Conference.
Reinhart, Carmen and Rogoff, Kenneth [2008] “We need an international regulator,” The Financial Times, 19 November, 2008.
Senior Supervisors Group [2008], Observations on Risk Management Practices during the Recent Market Turbulence, March 2008.
The President’s Working Group on Financial Markets [2008], Policy statement on Financial Market Developments, March 2008.
Walter, J. R. [2005] “Depression-Era Bank Failures: The Great Contagion or the Great Shakeout,” Federal Reserve Bank of Richmond Economic Quarterly, vol.91, pp.39-54.