i specific and general market risk
ECONOMIC AND FINANCIAL MARKET OUTLOOK : Marking time until downside risks to global outlook fade doc
Ngày tải lên :
06/03/2014, 19:20
... our view that commodity prices will remain historically high, interest rates in Canada will rise quicker than in the US, and foreign investors will continue to put their money into Canadian assets, ... a product of rising anxiety about the US election and the extent of fiscal restraint measures Financial institutions indicated that lending standards remain supportive, and with interest rates ... with outliers like Spain and Greece recording rates of 25% Fiscal austerity is biting and will keep some of the member countries in recession in 2013; however, with Germany, France, and Finland...
- 10
- 445
- 0
The sensitivity of bank stock returns to market, interest and exchange rate risks docx
Ngày tải lên :
22/03/2014, 17:20
... stocks of financial institutions to the maturity composition of the firm’s assets and liabilities Solnik (1974) raised the issue of exchange rate risk in an equilibrium asset pricing context, ... period, table indicates that the u, coefficient is significantly positive and that the coefficient has significantly increased in magnitude during the post-October J.J Choi et al., Sensitivity ... expectations With this approach, the question of correlation among the innovations is strictly an empirical and not a theoretical issue.j In our empirical investigation, we identify the risk factors...
- 22
- 331
- 0
báo cáo hóa học: " Comparing a disease-specific and a generic health-related quality of life instrument in subjects with asthma from the general population" pot
Ngày tải lên :
18/06/2014, 22:20
... minimal degree of impairment or recovery However, such modifications would require careful validation before being suitable for application in epidemiologic studies A limitation of our study is ... correlations of the AQLQ "emotional functioning" and the "symptoms" or "activity limitation" domains with validation measures were again similar Our results are in line with these studies also showing ... still expect lower correlations than between the "symptoms" and "activity limitation" domains and validation measures for physical impairment If the different domains not distinguish between different...
- 11
- 767
- 0
summary of doctoral dissertatio market risk management at vietnam joint stock commercial bank for industry and trade
Ngày tải lên :
18/07/2014, 15:41
... Credit Committee, Financial Institutions Committee Finance Division RiskManagement Division Human Resources Division Marketing Division Information Division Supporting Division Business Division ... Treasury & Capital Market Division Business Division BRANCHES/ AFFILIATES Retail Bankin Division Retail Bankin Division Oferational Division Training center Vietinbank International Trade Division Branches ... to monitor and minimize interest rate risk in business activities, define individual’s responsibility and works clearly 2.2.1.4 Interest rate risk management in Vietnam Joint Stock Commercial Bank...
- 29
- 818
- 0
The Volatility of Market Risk in Groups of Viet Nam Listed Medicine and Medical Company Groups During and after the Financial Crisis 2007-2011
Ngày tải lên :
08/08/2015, 19:23
... Acquisitions, Journal of Financial The Volatility of Market Risk in Groups of Viet Nam Listed Medicine and Medical Company Groups During and After the Financial Crisis 2007-2011 Exhibit : Statistical ... stock, interest rate fluctuations or economic crisis, cannot be avoided by diversification, and is measured by a financial metric, beta which is also called systemic risk Market risk, indicated ... period 2007-2011 Specifically, we perform the risk re-analysis and estimation for the listed firms in Medicine, Medical equipment and Human resource industries First of all, using quantitative and...
- 9
- 507
- 0
Financial risk manager FRM exam part i valuation and risk models GARP
Ngày tải lên :
03/04/2017, 14:32
... tails in a return distribution and describe their implications • Distinguish between conditional and unconditional distributions • Describe the implications of regime switching on quantifying ... and kurtosis This implies two possible explanations for the fat tails: (i) conditional volatility is time-varying; and (ii) the conditional mean is time-varying Time variations in either could, ... derivatives, linear derivatives and nonlinear derivatives A 38 III linear derivative is linear in the sense that the relationship between the derivative and the underlying pricing factor(s) is...
- 346
- 556
- 0
Consultative document Revisions to the Basel II market risk framework
Ngày tải lên :
24/10/2012, 09:40
... activities, additional criteria have been set out in paragraph 718(Lxxxix), including conservatively assessing the risk arising from less liquid positions and/ or positions with limited price ... default risk but also migration risk This decision is reflected in the proposed revisions to the Basel II market risk framework Additional guidance on the incremental risk capital charge is provided ... extensive model validation is particularly important where specific risk is also modelled and is required to meet the further specific risk criteria As 20 18 [171] These include risk equivalent...
- 31
- 680
- 2
Báo cáo y học: "Genetic polymorphisms in the nucleotide excision repair pathway and lung cancer risk: A meta-analysis"
Ngày tải lên :
31/10/2012, 14:59
... genes, if large and unbiased, can provide insight into the in vivo relationships between DNA repair genes and lung cancer risk Such studies may identify empirical associations which indicate that ... greater associations than larger studies Publication bias is considered significant for P
- 13
- 711
- 0
Trend of domestic and international market during period 2003-2006
Ngày tải lên :
19/07/2013, 09:49
... Quarter 2003 I II III IV 2004 I II III IV 2005 I II III IV 2006 I II III IV Domestic 8.4 15.2 1.7 7.6 1.4 1.7 16.9 3.8 22 9.4 1.8 9.1 9.8 4.5 13.8 3.4 Bin of domestic sales and its frequency - ... 19 9 1 Task 3: 3.1 Trend of domestic and international markets of Binh Minh Company during 2003-2006 Year 2003 2004 2005 Quarter I II III IV I II III IV I Domestic 8.4 15.2 1.7 7.6 1.4 1.7 16.9 ... Spinning, weaving and finishing of textiles 172 – Manufacture of other textiles 173 – Manufacture of knitted and crocheted fabrics and articles Stratifying variable is sub-industries with...
- 33
- 232
- 0
Digital Communications I: Modulation and Coding Course
Ngày tải lên :
18/10/2013, 06:15
... ) filtered noise ˆ {xk } Nyquist bandwidth constraint Nyquist bandwidth constraint: The theoretical minimum required system bandwidth to detect Rs [symbols/s] without ISI is Rs/2 [Hz] Equivalently, ... sinc(t/T) function multiply by another time function Example of Nyquist filters: Raised-Cosine filter Lecture Pulse shaping to reduce ISI Goals and trade-off in pulse-shaping Reduce ISI Efficient ... oscilloscope which sweeps the system response to a baseband signal at the rate 1/T (T symbol duration) Distortion due to ISI amplitude scale Noise margin Sensitivity to timing error Timing jitter time scale...
- 30
- 469
- 0
If I do … and If I did… & If I knew… I wish I new
Ngày tải lên :
27/10/2013, 22:15
... n i: If I were you, I wouldn’t buy that coat If I was you… Nếu anh không mua áo khoác I d go out if it weren’t raining if it wasn’t raining… T i tr i không mưa I wish it were possible I wish it ... ngư i đến (nhưng thực tế có nhiều ngư i) I wish I didn’t have to work (but I have to work) Ước làm việc (nhưng ph i làm việc) C Sau if wish, bạn dùng were thay dùng was (if I were /I wish I were…) ... you if you were bitten by a snake? (không n i ‘when you were bitten’) Bạn làm bạn bị rắn cắn? Muốn biết if when, xem UNIT 25C If I knew… I wish I new Unit 38 If I knew… I wish I new...
- 5
- 602
- 2
I will and I am going to do & Will be doing and will have done
Ngày tải lên :
27/10/2013, 22:15
... tương lai (dự đoán tương lai) Đ i khác biệt nhiều will going to Chẳng hạn bạn n i: I think the weather will be nice later Hay I think the weather is going to be nice later T i nghĩ th i tiết t i tốt ... viện.” “Ồ, thật ư? T i đâu có biết T i thăm cô ấy.” “Ann is in hospital.” “Yes, I know I m going to visit her tomorrow.” “Ann nằm viện.” “Vâng, biết T i định thăm cô vào ngày mai.” B Tình việc ... Will be doing and will have done Unit 24 Will be doing and will have done A Xét ví dụ sau: Kevin loves football and this evening there’s a big football match on television The match begins...
- 5
- 701
- 0
Hungry Minds Cliffs Gre_IMPORTANT SYMBOLS, TERMINOLOGY, FORMULAS, AND GENERAL MATHEMATICAL INFORMATION
Ngày tải lên :
01/11/2013, 14:20
... Decreased Reduced Fewer Have left Division Quotient Divisor Dividend Ratio Parts Geometry Terms and Basic Information Angles Vertical angles — Formed by two intersecting lines, across from each other, ... triangle — All sides of different lengths s Right triangle — A triangle containing a right angle In a triangle — Angles opposite equal sides are equal In a triangle — The longest side is across from ... Formulas, and General Mathematical Information Circles Radius of a circle — A line segment from the center of the circle to the circle itself Diameter of a circle — A line segment that starts and ends...
- 8
- 508
- 1
Woe Is I - Pronouns and Case
Ngày tải lên :
01/11/2013, 16:20
... phone: "It is me?" or "It is I? " Maybe you should just hang up the phone and send a fax The rivalry between "It is me" and "It is I" is right up there with Pepsi and Coke battling for market shares ... standards of speech and writing, use the time-honored "It is I" instead of "It is me." Seventh-Inning Stretch Stand up, wave your arms around wildly, then sit a spell and take this brief quiz ... Word Nominative and accusative singular Genitive singular Dative singular stan stane stane Nominative and accusative plural stanas Genitive plural stana Dative plural stanum Strictly Speaking There...
- 12
- 268
- 0
Models lean lean maintenance reduce costs improve quality and increase market share
Ngày tải lên :
23/11/2013, 14:10
... Undermaintained Maintenance Interval Figure 2-3 Cost Minimization tenance (reduced equipment reliability, equipment failures, production downtime) Although this is a simple concept, achieving this ... Goals It is important that you distinguish between the Maintenance Operation’s Vision, its Mission and its goals and objectives A vision statement should explain what the organization would like ... starts with the ability to envision it There is magic in a positive image Top management can make it happen If management is committed, it is amazing how people pick up the standard and carry it throughout...
- 301
- 342
- 0
Tài liệu Tips, Tools, and General Guidance for Public Speaking pptx
Ngày tải lên :
20/12/2013, 23:15
... communication Start with a warm, sincere greeting This is the first step in building any relationship and it is particularly important when establishing a relationship with your audience And remember, ... and authenticity are critical to any relationship and this includes the relationship between speaker and audience So, be yourself You are not going to build a relationship with the audience if ... out in what we name it Nerves Fear Panic Instead, try thinking of it as enthusiasm, passion and creativity Instead of fighting the nervousness, embrace it and channel it into helpful positive...
- 39
- 388
- 0
Chapter 02 ENERGY, ENERGY TRANSFER, AND GENERAL ENERGY ANALYSIS
Ngày tải lên :
20/01/2014, 15:19
... place in solids, liquids, or gases In gases and liquids, conduction is due to the collisions of the molecules during their random motion In solids, it is due to the combination of vibrations of ... Determine if this claim is reasonable Solution A fan is claimed to increase the velocity of air to a specified value while consuming electric power at a specified rate The validity of this claim is ... assumed direction is right A negative result, on the other hand, indicates that the direction of the interaction is the opposite of the assumed direction This is just like assuming a direction for...
- 60
- 813
- 0
Tài liệu Where am I? Sensors and Methods for Mobile Robot Positioning ppt
Ngày tải lên :
13/02/2014, 09:20
... relative orientation i can be computed from i = i- 1 + i (1.6) and the relative position of the centerpoint is xi = xi-1 + Ui cos i yi = yi-1 + Ui sin i where xi, yi = relative position of ... a military perspective, the use of existing-inventory equipment of this type simplifies some of the logistics problems associated with vehicle maintenance In addition, reliability of the drive ... axis is oriented in a north-south direction, it is insensitive to the earth's rotation, and no tilting occurs From this it follows that if tilting is observed, the spin axis is no longer aligned...
- 282
- 748
- 0
Tài liệu Central Bank Policy Rate Guidance and Financial Market Functioning∗ doc
Ngày tải lên :
17/02/2014, 03:20
... providing policy outlook guidance Because of risk premia, implied volatilities are only imperfect proxies for market participants’ true uncertainty However, daily variations in such risk premia ... providing guidance Unsurprisingly, we find no compelling evidence of such increased sensitivity We assess financial stability using option-implied volatilities, iv (t), of ten-year Treasury yields ... higher in the United States and a bit lower in Europe relative to the implied volatilities during the relevant periods, but again, neither result is statistically significant Market participants have...
- 34
- 973
- 0
Tài liệu Accounting Practices and the Market Valuation of Accounting Numbers: Evidence from Indonesia, Korea, Malaysia, the Philippines, Taiwan, and Thailand doc
Ngày tải lên :
17/02/2014, 09:20
... for Indonesia and Thailand and mixed for Malaysia Similarly, the incremental explanatory power of BVPS is increasing for Korea, the Philippines, and Taiwan, decreasing for Indonesia and Thailand, ... vol I Princeton, NJ: CIFAR Publications Choi, Frederick D.S and Richard M Levich 1991 ``International Accounting Diversity and Capital Market Decisions.'' In F.D.S Choi, ed Handbook of International ... Practice in Thailand Unpublished Manuscript, Bangkok, Thailand American Institute of Certified Public Accountants 1989 The Accounting Profession in the Philippines New York: American Institute...
- 26
- 712
- 0