風險值(VaR)方法應用在作業風險之研究

碩士 === 東吳大學 === 國際貿易學系 === 92 === With the diversified changes of the management environment of banks, the possibility of the operational risk increases by a wide margin too. The bank of Basel manages the committee, in order to improve calculation of the capital, other than market risk and credit ri...

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Bibliographic Details
Main Authors: Chao yang Lin, 林朝陽
Other Authors: 張大成
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/05488788369703914995