신바젤협약하에서의 적정자기자본 측정을 위한 신용위험 모델의 스트레스 테스트Stress testing of credit risk under Basel II capital requirements

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dc.contributor.advisor변석준-
dc.contributor.advisorByun, Suk-Joon-
dc.contributor.author조하나-
dc.contributor.authorJo, Ha-Na-
dc.date.accessioned2013-09-12T02:27:22Z-
dc.date.available2013-09-12T02:27:22Z-
dc.date.issued2010-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=454841&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/181378-
dc.description학위논문(석사) - 한국과학기술원 : 금융전문대학원, 2010.2, [ v, 55 p. ]-
dc.languagekor -
dc.publisher한국과학기술원-
dc.subjectcredit risk-
dc.subjectBasel II-
dc.subjectstress test-
dc.subject스트레스 테스트-
dc.subject신용위험-
dc.subject신바젤협약-
dc.title신바젤협약하에서의 적정자기자본 측정을 위한 신용위험 모델의 스트레스 테스트-
dc.title.alternativeStress testing of credit risk under Basel II capital requirements-
dc.typeThesis(Master)-
dc.identifier.CNRN454841/325007 -
dc.description.department한국과학기술원 : 금융전문대학원, -
dc.identifier.uid020083875-
dc.contributor.localauthor변석준-
dc.contributor.localauthorByun, Suk-Joon-
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KGSF-Theses_Master(석사논문)
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