Consultative Document Capitalisation of bank exposures to central counterparties pptx

... expected to extend it across the entire banking group, with the exception of the banking Capitalisation of bank exposures to central counterparties 19 A newer version of this document was ... weight is to be communicated by the affected banks to the person completing this calculation. Capitalisation of bank exposures to central counterparties 15...

Ngày tải lên: 06/03/2014, 10:20

... amendments to the Basel framework outside Annex 4 13 Capitalisation of exposures to central counterparties 1 Regulatory rules text on the capital requirements for bank exposures to central ... for bank exposures to central counterparties Contents General terms and scope of application 1 Exposures to Qualifying CCPs 3 A. Trade exp...

Ngày tải lên: 15/03/2014, 10:20

... savings banks prior to the loan application. At the same time, many of the existing customers have been customers of the savings banks for a substantial period of time. For example, 47.6% of the ... customers of the savings banks for more than 15 years, and more than 80% of them have been customers for at least 5 years. The majority of customers have checking accounts wi...

Ngày tải lên: 22/03/2014, 21:20

... 4.2 Burden of allergic disease Up to 35% of the population demonstrate evidence upon testing of IgE immunological reactivity to allergens, a high proportion of whom (5-10% of the population) ... asked COMEAP to advise on the extent of effects of air pollutants on health in the UK including an estimate of the number of people affected. The burden of disease...

Ngày tải lên: 17/02/2014, 10:20

Ngày tải lên: 30/03/2014, 01:20

... (2006): “The Topology of Interbank Payment Flows,” Staff Re- ports from Federal Reserve Bank of New York, No. 243. 18 Which Bank Is the Central Bank? An Application of Markov Theory to the Canadian ... that each bank j = i has granted to bank i, this is the conventional measure of the status (a l´a Katz (1953)) of bank i. The BCL bank j grants to i defines i’s abil...

Ngày tải lên: 16/02/2014, 12:20

... into the day -to- day risk management process of the bank. Its output should accordingly be an integral part of the process of planning, monitoring and controlling the bank s market risk profile. ... multiplication factor will be set by individual supervisory authorities on the basis of their assessment of the quality of the bank s risk management system, subject to an a...

Ngày tải lên: 24/10/2012, 09:40

... savings banks prior to the loan application. At the same time, many of the existing customers have been customers of the savings banks for a substantial period of time. For example, 47.6% of the ... customers of the savings banks for more than 15 years, and more than 80% of them have been customers for at least 5 years. The majority of customers have checking accounts wi...

Ngày tải lên: 16/02/2014, 06:20

... the interbank rate from the model can be adopted because of the high velocity of adjustment of the interbank rate to the policy rate in the 1990s. However, a formal test of exclusion of this ... September” (see Bank of Italy, “Economic Bullettin”, October 1986, pp. 37-39). Du90 was set to +1 in 90:6 and 90:9 and to -1 in 90:10. The second dummy, du92, reflects central...

Ngày tải lên: 17/02/2014, 03:20

... significantly higher risk exposures than banks (chart 9). As before, net exposures of the banking industry are centered 7. Distribution of interest rate risk exposure of the commercial banking industry ... growing numbers of bank customers are requesting loan rates indexed to broad market rates such as the London interbank offered rate (LIBOR) rather than to the prime lending...

Ngày tải lên: 06/03/2014, 02:21