Analysis and comparision of credit risk methodologies

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,...

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Main Authors: Leong, Kok Choong., Lim, Han Kiat.
其他作者: Ho, Kim Wai
格式: Theses and Dissertations
語言:English
出版: 2008
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在線閱讀:http://hdl.handle.net/10356/6748
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