Useful book about stress testing in the banking system

... supervising interest rate risk in the banking book In broad terms, the principles address: • • • • the role of the Board and senior management in overseeing interest rate risk management; the need ... managing interest rate risk, and (ii) assess the extent of interest rate risk being run by an ADI The principles set out the essential features o...

Ngày tải lên: 15/03/2014, 01:20

... presents the conclusions (3) “Principles for the management and supervision of interest rate risk (4) The banking book includes all the instruments not included in the trading book The trading book ... estimate the impacts of a 200 basis points (b.p.) change in the interest rate on net worth and on net income The qualitative nature of the prudential approach...

Ngày tải lên: 22/03/2014, 17:20

... the paper is the derivation of an economic capital model which takes account of credit and interest rate risk in the banking book in a consistent fashion The way credit and interest rate risk are ... PA P E R S E R I E S N O 10 41 / A P R I L 20 AN ECONOMIC CAPITAL MODEL INTEGRATING CREDIT AND INTEREST RATE RISK IN THE...

Ngày tải lên: 29/03/2014, 13:20

... 1.3 Testing Hypotheses about β In the market model regression β measures the contribution of an asset to the variability of the market index portfolio One hypothesis of interest is to test if the ... so-called F-test The idea behind the F-test is to estimate the model imposing the restrictions specified under the null hypothesis and compare the fit of...

Ngày tải lên: 13/12/2013, 14:53

Ngày tải lên: 13/02/2014, 12:20

... RISK-TAKING BEHAVIOUR AND OWNERSHIP IN THE BANKING INDUSTRY: THE SPANISH EVIDENCE Abstract: This paper analyses the determinants of risk-taking in the Spanish financial intermediaries ... or Anderson and Fraser (2000) analyse the link between managerial ownership and risk-taking Demsetz and Strahan (1997) analyse the link between size and bank r...

Ngày tải lên: 16/02/2014, 06:20

... whether and how borrowers might learn about their time inconsistency Proofs are in the Web Appendix I.  A Model of the Credit Market A Set-up In this section, we introduce our model of the credit ... results remain unchanged so long as the original firm can include in the contract a fee—such as the prepayment penalties in subprime mortgages—for refinancing with any...

Ngày tải lên: 06/03/2014, 04:21

... marine animals ⁄ sponges and, as described here, in freshwater sponges Quantitative determinations showed that the level of this toxin in the freshwater sponge L baicalensis was as high as in the ... of OA in L baicalensis The toxin OA is produced by the dinoflagellates from the taxon Gymnodinium In both winter and summer the dinoflagellates produce primary met...

Ngày tải lên: 23/03/2014, 10:20

... European Banking Directive INVESTIGATING DIVERSITY IN THE BANKING SECTOR IN EUROPE | 11 savings banks are public and not all public banks are savings banks For instance, Spanish savings banks are ... on the role of institutional diversity in the banking sector in selected European countries The analysis emphasises the performance and...

Ngày tải lên: 29/03/2014, 07:20

Ngày tải lên: 16/04/2014, 10:57

... Statement testing - Branch / Decision testing - Data flow testing - Branch condition testing - Branch condition combination testing - Modified condition decision testing - LCSAJ testing 41 Lifecycle ... Models for testing, economics of testing High level test planning Component Testing Integration testing in the small System testing (non-fu...

Ngày tải lên: 12/05/2014, 11:08

... created in both the JP Morgan Chase mergers including JP Morgan and Bank One Here the event study methodology tend to differ from accounting study methodology as event study has shown that value creation ... result of these transactions It will also examine social capital and the effects of these mergers and acquisitions on the communities in which...

Ngày tải lên: 13/07/2014, 21:12

... clinical practice? While awaiting further studies, we should agree with the keymessage of Wu and colleagues: normal initial adrenocortical function is not a warranty for the ICU stay and repeated ... tested as having normal adrenocortical function later developed absolute adrenocortical insufficiency according to conservative criteria [12] Importantly, the patients...

Ngày tải lên: 13/08/2014, 11:22

... mitochondrial respiratory chain and ATPase However, glucose can be involved in other pathways Glycogen synthesis is a major way to store glucose in muscle and liver In the polyol pathway, aldose reductase ... insulin therapy in adult intensive care units: the Glucontrol study Intensive Care Med 2009, 35:1738-1748 16 Dandona P, Chaudhuri A, Ghanim H, Mohanty P: Anti...

Ngày tải lên: 13/08/2014, 21:20

... Economist Intelligence Unit Limited 2009 Strengthening governance, risk and compliance in the banking industry Preface Strengthening governance, risk and compliance in the banking industry is ... corresponding to Strengthening governance, risk and compliance in the banking industry © Economist Intelligence Unit Limited 2009 the different...

Ngày tải lên: 06/12/2015, 23:13