Study on Credit Value at Risk

碩士 === 輔仁大學 === 金融研究所 === 93 === As the environment of international finance changes quickly, the Basel Committee on Banking Supervision will implement Basel II in 2006-2007. Commercial banks in Taiwan will set up credit risk measurement system actively. Because banks in Taiwan loan mainly to privat...

Full description

Bibliographic Details
Main Authors: Liu Jen-Jiun, 劉貞君
Other Authors: Lee Tsung-Pei
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/74241662485248244689