Assessing the Capital Adequacy for Financial Holding Companies
碩士 === 元智大學 === 財務金融研究所 === 91 === Following the concept of Merton (1977), this thesis studies the capital adequacy for a financial holding company and how to create the maximum default risk premium. Passing through this model, we find not only the highest default risk premium value for a financial...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07831731734465325427 |