An Empirical Study on the Market Risk and Capital Requirements of Securities Firms
碩士 === 東吳大學 === 企業管理學系 === 93 === By extending the empirical research of Liu, Mei-Ying (2004), we compare the market risk’s capital charge ratio using the existing standardized approach between Basle and domestic securities firms. The impact of the short positions’ hedging on portfolio risk and capi...
| 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/57787278687117153374 |