Measuring Basel II Capital Requirement of Mortgage Loans
碩士 === 國立清華大學 === 科技管理研究所 === 94 === Abstract Since the release of New Basel Capital Accord in 2004, it’s urgent to establish a risk-based framework under Basel II and realize the process of measuring the economic capital for mortgage loans now. This article connects the probability of default...
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13785206259106284790 |