Bank Asset and Liability Management Under the Risk-Based Capital Regulation
碩士 === 銘傳大學 === 金融研究所 === 85 === This paper applies a single-period mean-variance model to evaluate the effectiveness of defferent capital standards, and discuss their impact on bank asset and liability management. From the risk-based capital ratio, we know that bank can increase the numerator o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10321313440996527280 |