Risk-Adjusted Performance of Banking Industry under BASEL III

碩士 === 東吳大學 === 財務工程與精算數學系 === 101 === The essay refers to Basel III and adds two new input variables to DEA model, intensifying the importance of off-balance-sheet asset activities when evaluating bank performance, and compareing this new risk-adjusted DEA model with the original one. Research...

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Bibliographic Details
Main Authors: Kuei-Chou Lin, 林桂舟
Other Authors: Ming-Ching Hung
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/85064377037818812073