The Impacts of Bank’s CAMEL ratings on LCR and NSFR under Different Scale

碩士 === 國立臺北大學 === 企業管理學系 === 105 === Based on Basel III of Basel Committee on Banking Supervision (BCBS) in 2010, other than tighten capital requirements, the liquidity risk quantitative indexes, including Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) are proposed to enhance lon...

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Bibliographic Details
Main Authors: CHEN, PIN-YU, 陳品諭
Other Authors: GOO, YEONG-JIA
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/t7nkth