Asset Correlation in the New Basel Accord
碩士 === 元智大學 === 會計學系 === 93 === The Basel Committee publishes the New Basel Accord in 2001. Among the most crucial input parameter for the New Basel Accord is the co-movement of probability of default. In the third consultative document as of April 2003 asset correlation for corporate portfolio as a...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/22347212045208711283 |