The Dynamic Estimation of Default Probabilities for Taiwanese Unlisted Companies.
碩士 === 國立中興大學 === 財務金融系所 === 94 === With the implementation of New Basel Capital Accord, financial institutions have been setting up the internal rating-based model to measure the credit risk. One of the most important tasks is to estimate the default probabilities. Many researches of credit risk mo...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02988971140152082226 |