Operational Risk Measurement and Stress Tests:An Empirical Study of Banking Industry in Taiwan
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 103 === The purpose of this study was to investigate the operational risk loss estimation in Taiwan’s banking, including VaR and capital adequacy. Secondly, using the estimated banks’ operational risk loss data, this study examines a scenario analysis and stress...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67759422188427624805 |