Portfolio Credit Risk Management: Theory and Application
博士 === 國立臺灣大學 === 經濟學研究所 === 96 === The implementation of Basel II in 2007 has driven banks to enhance their risk management capability, and the IRB approach has become the goal that many banks are aiming for. The IRB capital calculation formula is based on many assumptions including independence be...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/17590062415945178013 |