Constructing the Risk Based Capital Adequacy Regime and RAROC Based Performance Evaluation System for Futures Commission Merchants

碩士 === 銘傳大學 === 金融研究所碩士在職專班 === 90 === Regarding the risk management to FCMs, due to the characteristic of our trading rules on domestic futures market, which is that the FCMs have to collect enough margin from their customers before a trade can be done; it means that the FCMs are taking less credit...

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Bibliographic Details
Main Authors: De-Kung Tsai, 蔡德曠
Other Authors: Dr.Yang-Cheng Lu
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/40524297599299032920