Asset Return Correlation Coefficient for Taiwan Corporations under New Basel Capital Accord
碩士 === 元智大學 === 管理研究所 === 91 === The new Basel Accord had released its proposals for the reform of the capital adequacy system in January 2001, and this paper focuses on the first pillar of these proposals: the handling of capital requirements for credit risk. In the new Basel Accord the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48091197092936556453 |