The Construction of an Internal Credit Risk Model and The Capital Allocation of a Bank.

碩士 === 輔仁大學 === 金融研究所 === 92 === Abstract In June 1999, the Basel Committee on Banking Supervision of the Bank for International Settlements published The New Basel Capital Accord, known as BaselⅡ. After an extensive consultation process, the Committee released its Consultative Paper No....

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Bibliographic Details
Main Authors: Leon Chiang, 姜宏亮
Other Authors: David M. Chen
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/00741126010320734053