Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools

... generating credit risk Conversely, if the probability of default unexpectedly changes ± generating credit risk ± this a€ects the market value of the ®rm ± generating market risk The lack of separability ... by the statement that market risk and credit risk are perfectly correlated There is not one but many factors that a€ect market risk exposure, t...

Ngày tải lên: 15/03/2014, 04:20

... dose of radiotherapy In this case radiochemotherapy was stopped after first cycle of chemotherapy at a dose of 43 Gy because of toxicity and old age of the patient The intensity of chemotherapy ... Discussion While smoking as a risk factor for the development of anal cancer is well known, no data about the influence of smoking during combined radiothe...

Ngày tải lên: 09/08/2014, 10:21

... purpose of this study was to determine the effect of identifying the initial radiological anatomical stroke location on the laryngeal cough reflex test result and the relationship to the subsequent ... (RARs) in the supraglottic region of the larynx and sensory impulses are conveyed to the medulla via the middle ramus of the internal branch of th...

Ngày tải lên: 13/08/2014, 08:20

... results of the PhD thesis and their application in practice An overview and classification of the process of risk management of consumers and the factors influencing it (creating a logical model and ... influence the risk perception of consumers and their behaviour to reduce risks by using various marketing activities 1.2 The objectives of the PhD t...

Ngày tải lên: 19/12/2016, 12:14

... similar constraints at the same time (as pointed out in the seminal paper by Deciphering the Liquidity and Credit Crunch 2007–2008 93 Figure The Two Liquidity Spirals: Loss Spiral and Margin Spiral ... bonds,” of Deciphering the Liquidity and Credit Crunch 2007–2008 89 the government-sponsored enterprises Fannie Mae and Freddie Mac, and Treasury bon...

Ngày tải lên: 06/03/2014, 04:21

... II: LIQUIDITY RISK MANAGEMENT PERFORMANCE UNDER BASEL II ACCORD AT BANK FOR INVESTMENT AND DEVELOPMENT OF VIETNAM 2.1 Introduction of Joint Stock Commercial Bank for Investment and Development of ... SOLUTIONS FOR PROMOTING ACTIVITIES LIQUIDITY RISK MANAGEMENT UNDER BASEL II ACCORD AT JSC, BANK FOR INVESTMENT AND DEVELOPMENT...

Ngày tải lên: 02/06/2017, 11:33

... acid structure in Z japonica We found about 30 kinds of fatty acids in the leaves and stems and about 36 kinds of fatty acids in the roots and rhizomes of Z japonica We focused on the fatty acid ... based on the quantity of lipid, the content ratios of all the fatty acids, and the ratio of each fatty acid RESULTS AND DISCUSSION...

Ngày tải lên: 05/09/2013, 10:17

... involvement of ADH1 and ADH4 in ethanol oxidation in brain tissue Regarding retinoid metabolism in the adult brain, enzymes other than ADH4 must be active, because in vivo and in vitro data indicate ... Table Distribution of the three ADH classes in adult rat, mouse and human brain tissue The presence of specific signal is shown by +, strong prese...

Ngày tải lên: 21/02/2014, 00:20

... seventeen principles for managing and supervising liquidity risk These principles are as follows: Principles for Sound Liquidity Risk Management and Supervision Principles for the management and supervision ... stress Principles for Sound Liquidity Risk Management and Supervision Fundamental principle for the management and supervis...

Ngày tải lên: 21/02/2014, 11:20

... Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia Florian Kajuth Sebastian Watzka†‡ Ludwig-Maximilians-Universit¨t ... Cleveland Fed to correct expected inflation derived from index-linked bonds for liquidity and inflation risk premia and show how their method can be adapted to account for time-varying infl...

Ngày tải lên: 06/03/2014, 04:20

... 22 23 See also, for example, Leland (1994), Fan and Sundaresan (2000) See also Fan and Sundaresan (2000) and Francois and Morellec (2004) ¸ Liquidity and Credit Risk 2231 In summary, variables ... vt and λt , and κ is the mean reversion speed of λt We set λ0 equal to ζ , the long-run mean instantaneous probability of a liquidity shock credit risk, and one that proxi...

Ngày tải lên: 06/03/2014, 08:20

... seventeen principles for managing and supervising liquidity risk These principles are as follows: Principles for Sound Liquidity Risk Management and Supervision Principles for the management and supervision ... stress Principles for Sound Liquidity Risk Management and Supervision Fundamental principle for the management and supervis...

Ngày tải lên: 06/03/2014, 09:20

... International Convergence of Capital Measurement and Capital Standards, June 2006 (hereinafter referred to as Basel II” or Basel II Framework ) Basel III: A global regulatory framework for more resilient ... capital charge for any individual sovereign exposure, banks should apply a zero capital charge for that exposure Basel III: A global regulatory f...

Ngày tải lên: 06/03/2014, 09:20

... precisely the role of these two different regions and their amino acid residues in glucosidic linkage specificity The ratio of glucosidic linkages in the oligosaccharide and polymer products of these reuteransucrase ... also other regions affect the glucosidic linkage ratio within glucan and oligosaccharide products Results and Discussion The N-termini o...

Ngày tải lên: 16/03/2014, 04:20