Measuring Interest Rate Risk and Credit Risk of Credit Default Swaps
碩士 === 國立清華大學 === 統計學研究所 === 103 === When a bank trades financial instruments, what it faced is mainly interest rate risks. But it also cannot ignore the potential loss caused by debtors’ credit downgrades. How to accurately measure and manage both types of risks is an important task for all banks...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63429674998181815566 |