A Study of the Stability in Credit Rating Transition Matrix

碩士 === 東吳大學 === 財務工程與精算數學系 === 99 === Basel Committee on Banking Supervision on September 12, 2010 announced the third edition of the new Basel Capital Accord, the unmodified part of the Internal Ratings Based Approach of Basel III that it will follow the Basel II published the end of June 2004. In...

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Bibliographic Details
Main Authors: Pei-yu Chen, 陳珮瑜
Other Authors: Yi-ping Chang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/61497376379677524830