An Evaluation of Credit Loan Risk with Logistic Model-in the Perspective of the New Basel Accord

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 93 === Alone in terms of the measurement of the credit risk in BASEL Ⅱ, Taiwan is going to face an impact since BASEL Ⅱ will be implemented at the end of year 2006. As to the measurement process for the risk factors in the credit rating, this study is in an attempt...

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Bibliographic Details
Main Authors: Chia-fu Chang, 張家福
Other Authors: Hsien-Chueh Peter Yang
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/71684885417645140315