The Risk Value of Banks in Taiwan Area
碩士 === 銘傳大學 === 經濟學系碩士在職專班 === 93 === The monitoring board of Basel Bank suggested that the required capital for market risk could be calculated by standard model and internal model approaches. This research adopts internal model method, historical simulation, and Monte Carlo simulation to calculate...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z9nhpu |