Apply Vector Autoregression Model to Construct an Industrial Credit Risk Model with Macroeconomics and Industrial Factors
碩士 === 國立臺北大學 === 統計學系 === 105 === The main risk in the financial sector is credit, market and operational risk. There are 60% of credit risk, 30% of operational risk, and 5% of market risk and other risks. Credit risk is the major risk of a bank. It is also an important reason caused a bank t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/hk9y6n |