a stronger interest rate response to credit growth

Risks Ahead for the Financial Industry in a Changing Interest Rate Environment pdf

Risks Ahead for the Financial Industry in a Changing Interest Rate Environment pdf

... unwind As interest rates and exchange rates are adjusting and global rebalancing is expected to lead to further realignments, carry trades are likely to unwind Thus far these trades have been ... United Kingdom Italy France China Australia Japan Russian Federation Canada Brazil Germany Turkey South Korea India South Africa Indonesia Mexico Argentina G20 countries' total 2010b) 72.8 41.4 ... losses a) Based on banks contained in respective countries' Datastream bank indices Note that such data are not available for Saudi Arabia b) From 1-Jan-10 to 29-Jul-10 c) Based on banks contained...

Ngày tải lên: 15/03/2014, 01:20

18 385 0
Báo cáo sinh học: " High Chromosome Number in hematological cancer cell lines is a Negative Predictor of Response to the inhibition of Aurora B and C by GSK1070916" potx

Báo cáo sinh học: " High Chromosome Number in hematological cancer cell lines is a Negative Predictor of Response to the inhibition of Aurora B and C by GSK1070916" potx

... Nishioka C, Tasaka T, Taniguchi A, Kuwayama Y, Komatsu N, Bandobashi K, Togitani K, Koeffler HP, et al: AZD1152, a novel and selective aurora B kinase inhibitor, induces growth arrest, apoptosis, and ... primary blasts Haematologica 2008, 93:662-669 34 Sharma SV, Haber DA, Settleman J: Cell line-based platforms to evaluate the therapeutic efficacy of candidate anticancer agents Nat Rev Cancer ... Gautschi O, Mack PC, Davies AM, Lara PN, Gandara DR: Aurora kinase inhibitors: a new class of targeted drugs in cancer Clin Lung Cancer 2006, 8:93-98 Page 10 of 10 37 Mazzino A, Muratore-Ginanneschi...

Ngày tải lên: 18/06/2014, 22:20

10 618 0
báo cáo hóa học: " Saliva soluble HLA as a potential marker of response to interferon-β1a in multiple sclerosis: A preliminary study" pdf

báo cáo hóa học: " Saliva soluble HLA as a potential marker of response to interferon-β1a in multiple sclerosis: A preliminary study" pdf

... response to therapy, with a surrogate marker, may have additional value as particularly effective immunomodulatory activity, such as that observed with natalizumab, may have a potential downside ... labeled anti-beta2 microglobulin (L368) for sHLA-I and L.2.03 Mab for sHLA-II were added to each bead and incubated for an additional hour at 45°C After additional washes, the color reaction was started ... by adding O-phenylenediamine as a substrate The color intensity is proportional to sHLA concentration Absorbance was measured at 492 nm Saliva levels of sHLA-II were measured at baseline as well...

Ngày tải lên: 19/06/2014, 22:20

6 424 0
o cáo hóa học:" High Chromosome Number in hematological cancer cell lines is a Negative Predictor of Response to the inhibition of Aurora B and C by GSK1070916" ppt

o cáo hóa học:" High Chromosome Number in hematological cancer cell lines is a Negative Predictor of Response to the inhibition of Aurora B and C by GSK1070916" ppt

... Nishioka C, Tasaka T, Taniguchi A, Kuwayama Y, Komatsu N, Bandobashi K, Togitani K, Koeffler HP, et al: AZD1152, a novel and selective aurora B kinase inhibitor, induces growth arrest, apoptosis, and ... primary blasts Haematologica 2008, 93:662-669 34 Sharma SV, Haber DA, Settleman J: Cell line-based platforms to evaluate the therapeutic efficacy of candidate anticancer agents Nat Rev Cancer ... Gautschi O, Mack PC, Davies AM, Lara PN, Gandara DR: Aurora kinase inhibitors: a new class of targeted drugs in cancer Clin Lung Cancer 2006, 8:93-98 Page 10 of 10 37 Mazzino A, Muratore-Ginanneschi...

Ngày tải lên: 20/06/2014, 04:20

10 665 0
Báo cáo khoa học: "Density of CD4(+) and CD8(+) T lymphocytes in biopsy samples can be a predictor of pathological response to chemoradiotherapy (CRT) for rectal cancer" ppt

Báo cáo khoa học: "Density of CD4(+) and CD8(+) T lymphocytes in biopsy samples can be a predictor of pathological response to chemoradiotherapy (CRT) for rectal cancer" ppt

... Kitayama J, Yasuda K, Kawai K, Sunami E, Nagawa H: Circulating lymphocyte number has a positive association with tumor response in neoadjuvant chemoradiotherapy for advanced rectal cancer Radiat ... and analysis KY, KK, ES participated in immunostaining and data analysis HN participated in the management of this study All authors read and approved the final manuscript Page of Competing interests ... reduction was calculated Histological response grade was evaluated by pathologists according to the definitions in the Japanese Classification of Colorectal Carcinoma Yasuda et al Radiation Oncology...

Ngày tải lên: 09/08/2014, 09:20

6 371 0
The Sensitivity of Bank Net Interest Margins and Profitability to Credit, Interest-Rate, and Term-Structure Shocks Across Bank Product Specializations potx

The Sensitivity of Bank Net Interest Margins and Profitability to Credit, Interest-Rate, and Term-Structure Shocks Across Bank Product Specializations potx

... dependent variable, the change in NIM, xi ,t − is a vector of bank-specific explanatory variables, z i ,t −1 is a vector of financial market explanatory variables and d quarter are quarterly dummies ... DNIM_RAT1 and NIM_RAT2 have the largest coefficients among all explanatory variables Estimates show that on average, a 100-basis-point increase in the lagged change in NIM leads to a 55-basis-point ... banks’ earnings In this regard, Hasan and Sarkar (2002) show that banks with a larger lending slack, or a greater amount of “loans-in-process,” are less vulnerable to interest- rate risk than banks...

Ngày tải lên: 15/03/2014, 14:20

77 398 0
Working pAper series no 1041/ A pril 2009: An economic cApitAl model integrAting credit And interest rAte risk in the bAnking book doc

Working pAper series no 1041/ A pril 2009: An economic cApitAl model integrAting credit And interest rAte risk in the bAnking book doc

... capital over a one year horizon based on the integrated approach and compare it to simple economic capital, i.e the sum of capital set separately against credit and interest rate risk The main ... is a non-separable function of market and credit risk factors The author compares an integrated capital measure to additive measures calculated under a range of credit and market risk models, and ... integrated approach and compare it to simple economic capital, ie the sum of capital set separately against credit and interest rate risk For a hypothetical but realistic bank, we find that the...

Ngày tải lên: 29/03/2014, 13:20

57 1,2K 0
Báo cáo toán học: "SIMWAL: A structural-functional model simulating single walnut tree growth in response to climate and pruning" docx

Báo cáo toán học: "SIMWAL: A structural-functional model simulating single walnut tree growth in response to climate and pruning" docx

... transport rate, and respiration rate) are linearly related to leaf nitrogen content on an area basis Na [41] Na is correlated to the actual time-integrated leaf irradiance as [40]: Na ... availability at a given time t, and (ii) growth demand at t is adjusted according to growth at t – and consequently according to C availability at t – (i.e if C availability allows growth to be high at ... parameters for the main processes), climate and soil data (at present air and soil temperatures, radiation, air VPD and air CO2 concentration) The carbon processes taken into account are radiation...

Ngày tải lên: 08/08/2014, 14:22

15 227 0
Báo cáo y học: " Facilitators and obstacles in pre-hospital medical response to earthquakes: a qualitative study"

Báo cáo y học: " Facilitators and obstacles in pre-hospital medical response to earthquakes: a qualitative study"

... the air transport organization, to provide the evacuation by air In addition they carried managers, medical teams and equipment to the earthquake area A participant said “The air force managed to ... Accessed October 2010 21 Emami MJ, Tavakoli AR, Alemzadeh H, Abdinejad F, Shahcheraghi G, Erfani MA, Mozafarian K, Solooki S, Rezazadeh S, Ensafdaran A, Nouraie H, Jaberi FM, Sharifian M: Strategies ... Homma M, Otomo Y, Yamamoto Y, Henmi H: Establishing Disaster Medical Assistance Teams in Japan Prehosp Disaster Med 2009, 24(6):556-564 35 Tanaka H, Iwai A, Oda J, Kuwagata Y, Matsuoka T, Shimazu...

Ngày tải lên: 25/10/2012, 09:56

9 572 0
ACCESS TO CREDIT OF ANIMAL PRODUCTION HOUSEHOLDS: A STUDY IN HAI DUONG PROVINCE, VIETNAM

ACCESS TO CREDIT OF ANIMAL PRODUCTION HOUSEHOLDS: A STUDY IN HAI DUONG PROVINCE, VIETNAM

... statistics and analysis of variance (ANOVA) F- test was used for mean comparison Animal production refers to poultry, breeding and fattening pig, and fish production 1051 Access to credit of animal ... loans, afraid of being refused, lack of collateral and high interest rate Among the households having applied for loans, 34 % of credit applied households in the animalbased group was provided a part ... legally be transferred, sold, leased, bequeathed and used as collateral for loans The duration of tenure rights was extended to 20 years for agricultural land and to 50 years for forest land and...

Ngày tải lên: 28/08/2013, 09:18

11 499 0
Tài liệu Deregulation of Savings Bank Deposit Interest Rate: A Discussion Paper pptx

Tài liệu Deregulation of Savings Bank Deposit Interest Rate: A Discussion Paper pptx

... banks and it has been arrived at by taking average monthly minimum balance in a financial year Data for 2006 and 2011 are based on monthly data for January-March, 2006 and April 2010-January 2011, ... deposit rate, the correlation between retail bank deposit rates and market interest rates improved and their spread also narrowed significantly Table 6: Correlations Among Various Rates Pair of Interest ... Mar-02 Mar-03 Mar-04 Mar-05 Mar-06 Mar-07 Mar-08 Mar-09 Mar-10 Mar-11 Range of Interest Rate on term deposits Average Interest Rate Bank Rate/ Repo Rate/ Reverse Repo Average Spread (3-4) 9.0-11.0...

Ngày tải lên: 15/02/2014, 05:20

25 448 0
Tài liệu A Beginner''''s Guide to Credit Derivatives  ppt

Tài liệu A Beginner''''s Guide to Credit Derivatives  ppt

... define a trading strategy in X, as any stochastic process θ In essence, a trading strategy is just a stochastic process with a specific meaning attached to it When θ is said to be a trading strategy ... chosen a cash-tradable process B as numeraire The fact that the tradable process X is futures-tradable and not cash-tradable, is not due to any particular mathematical property It is just an assumption ... initial wealth π0 and engaging into a strategy θ relative to some tradable assets25 , (having singled out one of them as numeraire), we can associate a wealth process π We call terminal wealth associated...

Ngày tải lên: 16/02/2014, 03:20

38 592 0
Tài liệu Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure pptx

Tài liệu Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure pptx

... they have to know what determines changes in banks’ exposure to interest rate risk and whether the interest rate regulation has an impact on banks’ behavior By contrast, practitioners are more interested ... rate risk: (i) One can use stock market data and analyze to what extent changes in the shape of the term structure a ect the market value of the banks and (ii) one can estimate the interest rate ... Observations of parallel shifts of other than 130 basis points are rescaled accordingly When calculating the effects of the interest rate shock, banks have to include all on-balance and all off-balance...

Ngày tải lên: 16/02/2014, 06:20

40 551 1
Tài liệu The Turner Review: A regulatory response to the global banking crisis pdf

Tài liệu The Turner Review: A regulatory response to the global banking crisis pdf

... Banking sector profits grew as a % of total profits And the market capitalisation of financial companies, and in particular banks, grew as a % of GDP and as a % of total market capitalisation (Exhibit ... operations, and from fluctuating exchange rates, interest rates and commodity prices In general income per capita and financial sector value added as a % of GDP are somewhat correlated, across at ... relating to the appropriate regulation of bank branches within the European single market and appropriate approaches to deposit insurance Landsbanki operated in the UK as a branch, raising retail...

Ngày tải lên: 16/02/2014, 11:20

126 386 0
Tài liệu Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C.: Interest Rate Risk and Bank Equity Valuations doc

Tài liệu Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C.: Interest Rate Risk and Bank Equity Valuations doc

... 355 banks are sorted into the five quintiles based on their average value of the repricing/maturity gap (see text for details) a As a share of total assets b As a share of total loans c As a share ... derivatives markets 22 Table 5: Reaction of Bank Stock Returns to Changes in Interest Rates (By Bank Characteristics and the Usage of Interest Rate Derivatives) Interest Rate Surprise Variable × Interest ... implies a large exposure to interest rate risk A change in market interest rates will then have a large effect on its stock price—at the same time, changes in interest rates are known to be associated...

Ngày tải lên: 17/02/2014, 03:20

47 528 1
Tài liệu Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? docx

Tài liệu Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? docx

... Treasury bill rate Sources: DataStream, National data; BIS calculations Table Floating rate issuance of AAA-rated securities by sector As a % of total AAA issuance Sovereign ABS Mortgage institutions ... bonds Table Standard deviations of interest rate changes Table Floating rate issuance of AAA-rated securities by sector Table AAA-rated issuance by mortgage institutions, public sector banks Table ... Incentives for interest rate carry trades Graph The propensity to save in developing Asia Graph Issuance of AAA-rated securities Graph Issuance of AAA-rated securities fixed -rate Graph Maturity of...

Ngày tải lên: 17/02/2014, 03:20

39 514 0
Tài liệu Preparedness and Response to a Mass Casualty Event Resulting from Terrorist Use of Explosives pdf

Tài liệu Preparedness and Response to a Mass Casualty Event Resulting from Terrorist Use of Explosives pdf

... seen after natural disasters Because many patients self-evacuate after a terrorist attack, prehospital care may be difficult to coordinate and hospitals near the scene can expect to receive a large ... challenges and barriers in communication, organizational response, standards of care, and surge capacity Meta-leaders build and maintain relationships and establish clear channels of communication ... develop a planning framework (surge capacity and capability map) that presents all available and relevant internal and external resources This framework should be transparent, updated, and shared...

Ngày tải lên: 19/02/2014, 03:20

36 478 0
Tài liệu Báo cáo khoa học: Analyzing changes of chromatin-bound replication proteins occurring in response to and after release from a hypoxic block of replicon initiation in T24 cells pptx

Tài liệu Báo cáo khoa học: Analyzing changes of chromatin-bound replication proteins occurring in response to and after release from a hypoxic block of replicon initiation in T24 cells pptx

... hypoxia and reoxygenation The alkaline sedimentation profiles of HeLa and CCRF cells after hypoxia and reoxygenation already revealed [4] that hypoxic incubation caused significant accumulation ... acetone/methanol and total DNA was stained with bisbenzimide Subsequently cells were photographed and counted The percentage of mitotic cells was calculated as indicated mitotic index also exhibits a double-peaked ... reoxygenated cells The mainly nuclear localization of PCNA is due to the fixation procedure Acetone fixation leads to cell shrinkage and loss of membranes Therefore cytosolic PCNA is not as prominent as...

Ngày tải lên: 21/02/2014, 00:20

11 610 0
An Analysis of Commercial Bank Exposure to Interest Rate Risk doc

An Analysis of Commercial Bank Exposure to Interest Rate Risk doc

... nonamortizing assets Because time band data on the Call Report are limited to two asset categories, total loans and total securities, each bank’s balance sheet is used as a guide to slot its assets ... mortgage products, other amortizing assets, and adjustable rate mortgages are accounted for and totaled by time band, all residual time band balances are assumed to be nonamortizing For liabilities ... concentrations Off-balance-sheet instruments, on the other hand, have grown dramatically and are an important part of the management of interest rate risk at certain banks The notional amount of interest...

Ngày tải lên: 06/03/2014, 02:21

14 615 2
w