Fluctuation Reduction of Value-at-Risk Estimation and Its Applications
碩士 === 國立高雄大學 === 統計學研究所 === 105 === Value-at-Risk (VaR) is a fundamental tool for risk management and is also associated with the capital requirements of banks. Banks need to adjust their capital levels for satisfying the Basel Capital Accord. On the other hand, managements do not like to change th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e7ja5q |