Research of Event Risk in Taiwan Financial Market
碩士 === 中國文化大學 === 會計研究所 === 90 === In 1988, the Bank for International Settlement’s Subcommittee on Banking Super-vision mentioned risk-based capital adequacy requirements, it suggested financial insti-tution should use VaR (value at risk) to measure risk, but VaR may not predict extreme loss condit...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00614770937829909189 |