信用風險評分模型區別力指標的預測研究
碩士 === 東吳大學 === 商用數學系 === 95 === The New Basel Capital Accord (Basel II) permits banks to build their own credit rating model to reduce the risk capital. It's quite important whether the credit rating model is good or not. This research use the one factor model to simulate the obligors' sc...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51002106874233053442 |