Assessing Credit Risk using Stress Testing
碩士 === 國立交通大學 === 工業工程與管理學系 === 100 === In recent years, the impact of globalization tends to increase rapidly the occurrences of financial crisis. The financial institutions need an effective and efficient management tool to deal with the financial crisis. Value at risk (VaR) is one of the most pop...
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| Format: | Others |
| Language: | zh-TW |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32525235882890467647 |