Build The Value of Risk Model on New Basel Capital Accord~ A Example of TSEC Taiwan 50 Index
碩士 === 元智大學 === 管理研究所 === 96 === The new risk management rules regulated in the documents published by Basel II, consist of Market Risk, Credit Risk, and Operational Risk. Therefore, we must predict the maximum loss on 99% confidence interval tomorrow when we need to estimate Market Risk. This paper...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72493311361710708569 |