The Estimation of Asset Correlation-The Application of Credit Risk Model
碩士 === 逢甲大學 === 財務金融學所 === 97 === Basel Committee on Banking Supervision (BCBS) proposes the New Basel Capital Accord(Basel II) in 2001. It increases Internal Ratings-Based approach (IRB approach), allows the bank to set up the appropriate internal credit-ratings model to capital charges for risk-we...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04959940406570734422 |