運用不同風險值模型衡量銀行市場風險資本適足性---以臺灣某大銀行為例

碩士 === 東吳大學 === 經濟學系 === 89 === Abstract Recently, the market risk management in banking has become an important part during the operating process of a bank. Basle Committee on Banking Regulation and Supervisory (BIS) has proposed that the bank can apply not only the so-called Standard Ap...

Full description

Bibliographic Details
Main Authors: Chen Fen Wei, 陳芬薇
Other Authors: Shen Da Bai
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/35260907149291504762