VaR estimation of bank risky assets- with internal method
碩士 === 國立暨南國際大學 === 經濟學系 === 86 === rate, and end up with a larger amount of reserve. On the other hand,the reserve obtained with internal method would also vary when parameters, data, assumptions and methodology were selected.Realizing that each method i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xm2bgr |