J.A.Schumpeter p. pp. - Jacque Jacque Venture Capital

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1 innovation

2 J.A.Schumpeter p. pp. - Jacque Jacque Venture Capital

3 Fund Collateralized Mortgage Obligation CMO Value at Risk, VaR Levereged Buyout, LBO Ibid. p. Jacque disintermediation securitization Schumpeter S. p. Ebenda S. p. Ebenda S. - p. Ebenda S. p. Ebenda S. p. Ebenda S. p. Swiss Re MMF Money Market Funds Swiss Re p.

4 Durchsetzung neuer Kombinationen Ebenda S. - pp. - p. p.

5 p. money Schumpeter S. - p. Ebenda S. p.

6 Ebenda S. p. Schumpeter

7 p. pp. - Rsenberg pp. - arbitrage pp. - Schumpeter S. p.

8 pp. - Peter F. Drucker Drucker

10 derivatives derivative MMF p.

11 structured bond Markowitz structured finance pp. - forward futures option swap Swiss Re Swiss Re p.

12 Hedge Fund LTCM Long Term Capital Management funds of fund Alternative Investment MBS Mortgage Backed Securities MBS pass-through securities

13 CMO ABS Asset Backed Securities p. ABS unbundle unbundle p. BIS Bank for International Settlements ABS pp. -

14 p. p. MMF LBO junk bond ATM ETF electronic transfer of funds

15 M A Crane et al. p. p. MMF CMA MMC LBO Susan Strange Strange

16 Information Technology, IT IT IT digital divide ubiquitous IT

17 IT Ulrich Beck Risikogesellschaft Beck LBO Michel Milken High Yield Bond RAROC Risk Adjusted Return on Capital

18 BIS BIS BIS Basel Committee on Banking Supervision BIS

19 BIS Basel BISBIS BIS FRB Federal Reserve Board IMF International Moneytory Fund International Bank for Reconstruction and Development IBRD BIS BIS BIS p. BIS pp. -

20 FRB Procter & Gamble Gibson Greeting pp. - Orange County BIS BIS Basel p.

21 G The Group of Thirty Group of Thirty VaR stress test Basel BIS Basel BIS Basel Basel BIS the Federal Reserve Bank of New York Peter R. Fisherthe Euro-currency Standing CommitteeFisher Report COSO The Committee of Sponsoring Organizations of the Treadway Commission BIS COSO ERM Enterprise Risk Management

22 BIS BIS risk management performance Basel VaR BIS VaR BIS Basel p. BIS

23 VaR BIS BIS BIS BIS BIS BIS BIS VaR JP JPMorgan, RiskMetrics TM Technical Document, rd ed., VaR G JPMorgan, Introduction to CreditMetrics TM : The Benchmark for Understanding Credit Risk,

24 BIS loss only risk A AA

25 captive financial re insurance group captive renta-captive risk retention group

26 Misani p. Schymyck p. CAT catastrophe bond ART Alternative Risk Transfer ART ARF Alternative Risk Finance p. Doherty pp - ALM structured securitization Trieschmann et al. CAT securitization Trieschmann et al. p. Culp structured insurance securitization securitization structured finance

27 ART ARF ERM ARF insurance derivatives CAT insurance linked securities contingent capital ARF ARF VaR e-

28 Alfinantz Bancasurance ING AIG ARF BIS Gramm-Leach-Bliley Act

29 BIS BIS BIS - BIS BIS BIS RBC Risk Based Capital BIS IAIS International Association of Insurance Supervisor Insurance Core Principles and Methodology BIS BIS BIS BIS

30 BIS BIS ARF e-

31 ART

33 Culp

34 Bank for International Settlements Euro-currency Standing Committee, A discussion paper on Public Disclosure of Market and Credit Risks by Financial Intermediaries, Basel, Bank for International Settlements. Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards, Basel, Basel Committee on Banking Supervision., Risk management Guidelines for Derivatives, Basel, Basel Committee on Banking Supervision., Amendment to the Capital Accord to incorporate Market Risks, Basel, Basel Committee on Banking Supervision. Bech, Ulrich, Risikogesellschaft Auf dem Weg in eine andere Moderne, Shurkamp Committee of Sponsoring Organizations of the Treadway Commission COSO, Inter Control-Integrated Framework., Enterprise Risk Management-Integrated Framework. Crane, Dwight B., Robert C. Merton, Kenneth A. Froot, Zvi Bodie, Scott P. Mason, Erik R. Sirri, Andre F. Perold and Peter Tufano, The Global Financial System A Functional Perspective, Harvard Business School Press, Culp, Christopher L.,, Structured Finance and Insurance The ART of Managing Capital and Risk, New Jersey, John Wiley Sons,Inc.. Doherty, Neil A.,, Integrated Risk Management Techniques and Strategies for Managing Corporate Risk, New York, McGraw-HILL. Drucker, Peter F., Innovation and Entrepreneurship, Harper Row Publishers, Group of Thirty Grobal Derivatives Study Group, Derivatives : Practices and Principles, Washington, D.C. Group of thirty.,,,

35 ,,, Jacque, Laurent L., Financial Innovations and the Dynamics of Emerging Capital Markets, in Jacque, Laurent L. and Paul M.Vaaler eds., Financial Innovation and the Welfare of Nations How Cross-Border Transfers of Financial Innovations Nurture Emerging Capital Markets, Boston, Kluwer Academic Publishers.,, Markowitz, Harry, Portfolio selection, The Journal of Finance, Vol., No.. Misani, Nicola, Risk Management between Insurance and Finance New Instruments for the Management of Pure Risks Catastrophe Bonds, Insurance Derivatives, Contingent Capital, Risk Fusion,,, BIS,,, Rosenberg, N., Inside Black Box Technology and Economics, New York, Oxford University Press. Schmyck, Nick, Emerging Risk, in Taplin, Ruth ed., Risk Management and Innovation in Japan, Britain and the United States, London and New York, Routledge. Shumpeter, Joseph A., Theirie der Wirtschaftlichen Entwicklung, Aufl.,, Capitalism,Socialism,and Democracy, rd. ed.,, Swiss Reinsurance, Capital Market Innovation in the Insurance Industry, Sigma, No. Strange, Susan, Casino Capitalism, Oxford, Basil Blackwell,,

36 ,

Microsoft Word - 査読SP問題110510RR.doc

Microsoft Word - 査読SP問題110510RR.doc JAVCERM Journal [] 2 # 2011_01_Ronko 2010 1 4 2011 5 12 1 2 2 1999 National Bank of Keystone(Keystone), Pacific Thrift and Loan(PLT) FDIC CAMEAL 20 20 1 11 6 2.2 2000 Greenspan FRB 2000 IT IT Greenspan[2004]