USING RAROC TO ASSESS THE PERFORMANCE OF TAIWAN'S FINANCIAL HOLDING COMPANIES
碩士 === 南華大學 === 財務管理研究所 === 95 === This study makes assessments on the performance and market risk of Taiwan’s financial holding companies (FHCs) by using Risk-Adjusted Return of Capital (RAROC) and Value at Risk (VaR). According to The New Basle Capital Accord, the market risk of Internal Model s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4z3w88 |