The Application of Asset Correlation in Basel II－An Empirical Analysis of Taiwan Corporate Credit Exposures
碩士 === 元智大學 === 會計學系 === 95 === Internal ratings-based approach (IRB approach) was published by a Revised Framework on International Convergence of Capital Measurement and Capital Standards (the so-called Basel II) in 2004. The Asymptotic Single Risk Factor (ASRF) model was applied to IRB approach t...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27594957633129278069 |