A Study on the Measurement and Capital Charge of Market Risk for the Banking Industry in Taiwan
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 93 === On the base of the 2001 guidelines of new BIS capital adequacy, the main purpose of this study is to compare the standardized measurement method, the variance / covariance method, and the historical simulation method on the measurement and capital charge of ma...
| 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/16620572890566441388 |