Analysis and comparision of credit risk methodologies

• المؤلفون الرئيسيون: Leong, Kok Choong., Lim, Han Kiat.
• مؤلفون آخرون: Ho, Kim Wai
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Risk management
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/6748

In 1993, the Bank for International Settlements (BIS) proposed a method by which financial market risk would be charged. The proposed methodology proved to be so unpopular that that it galvanized the trading community into trying to find a common measurement standard to measure market risk. In 1994,...