The Effect of Business Cycle on the Ratio of Capital Requirement Under BASEL II in Taiwan : Simulation Analysis

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === The new capital Accord (i.e. BASEL II ) will be valid in 2006. The main purpose of this study is to predict the effect of business cycly on the ratio of capital requirement under the BASELL II by simulation analysis in Taiwan. We use financial date of domestic...

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Bibliographic Details
Main Authors: yung-hsin chen, 陳永興
Other Authors: Roung-Jen Wu
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/99714615756163122962