Research on Credit Value Adjustment Based on Basel Ⅲ Counterparty Credit Risk Framework
碩士 === 國立清華大學 === 計量財務金融學系 === 102 === Instances of massive losses in derivative markets in the 2008 financial crisis urged Basel Committee to introduce the policy of Basel III in 2011, which is also called CCR (Counterparty Credit Risk). As we know, the loss caused by the downgraded counterparty cr...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33210418702837594243 |