A Study on the Measurement of Market Risk for the Security Firms in Taiwan: Implications for their Capital Charge
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 93 === On the base of the 1998 guidelines of Taiwan securities capital adequacy, the purpose of this study is to compare the standardized measurement method, the variance/covariance method, and the historical simulation method on the measurement of market risk for th...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/10149925294693991294 |