The stress test of Taiwan' domestic banks' authorized capital
碩士 === 國立中正大學 === 國際經濟研究所 === 99 === This paper applies a VAR Model methodology to stress test local banks in Taiwan. First, it estimates the macroeconomic variables changes between the U.S. and Taiwan. Then it estimates the changes in the risk factors on each bank’s capital. The impulse response fu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02093681333569020596 |