ii risk weights for maturity mismatches

... (2000) While for Usum the level exceed the permitted level by (75) times and for 60Co by (5000) times and for 137Cs by (3850) times and for 90Sr (97) times The skewness coefficient for the distribution ... suite for scenario predictive modeling, forecasting, simulation, and optimization It gives unparalleled insight into the critical factors affecting risk True variability and uncertainty for each ... UNSCEAR [6] 3.2 Risk analysis Risk analysis assumption for the probability distribution is essential to characterize the key parameters and variables with a decision to estimate the risk profile...

Ngày tải lên: 05/09/2013, 16:10

... sources of RISK? d How can the RISK be reduced Cao Hao Thi Fulbright Economics Teaching Program, 2004-2005 The Appraisal of Development Expenditures Project appraisal and risk management for the ... of Development Expenditures Project appraisal and risk management for the public sector OUTPUT OF MODULE – Forecast of quantities and prices for life of project – Taxes, tariffs, subsidies, public ... Program, 2004-2005 The Appraisal of Development Expenditures Project appraisal and risk management for the public sector II STAGES IN PROJECT APPRAISAL AND APPROVAL Why should a project evaluation be...

Ngày tải lên: 20/12/2013, 18:15

... entry at "C" was very low risk and high reward but you had to be trading at or near the open to get that low risk short entry which was true for all the gap entries for the week The key is to ... direction As an educator, I say that is unfortunate As a trader, I love it - the more noise the better! For those interested in learning and applying this information in the powerful futures markets, ... that the words support and resistance have different meanings for many people For some, Fibonacci levels are support and resistance For others, moving averages are what they count on as support...

Ngày tải lên: 23/12/2013, 12:16

... have invested in traditional risk management, too many enterprises have been slow to implement best practices for information technology (IT) risk management IT risks include anything from a ... can then free up funds for an institution’s core mission IT Risk Management for Financial Services: An Essential Strategy for Business Success The Symantec five-step IT Risk Management Methodology ... of IT risks IT risks can take many forms, including the costs related to the loss of data as well as lost productivity due to lack of access to the data Risks, costs, and opportunities for improvement...

Ngày tải lên: 16/01/2014, 16:34

... potential risk factors by each of the others in turn (List 1, see Appendix), initially ignoring multiple influences[21,22] We adjusted for the multiple comparisons by requiring 99% confidence For risk ... Domestic Abuse – An Antenatal Survey at King Edward VIII Hospital, Durban S Afr Med J 2003, 93:455-457 Jewkes R, Levin J, Penn-Kekana L: Risk Factors For Domestic Violence: Findings From A South African ... partners was a risk factor for violent altercations A logistic model taking into account country, food security, sex of respondent, income, education and employment accentuated the risk of violent...

Ngày tải lên: 13/02/2014, 06:20

... experience with the performance of active management for alternative risk budgets Therefore expectations often take the form of an expected outperformance for a given, constant risk budget These expectations ... and active management risk (Chow and Kritzman, 2001) Risk budgeting could also be seen as a technique for tracking the risk per unit of return Strategic asset allocation for foreign exchange reserves ... likelihood of fat-tailed risk is very high This means it is critical to realise that straightforward VaR measures are not sufficient for risk monitoring or risk management Multiple risk measures must...

Ngày tải lên: 16/02/2014, 10:20

... master planning efforts | Rooftops to Rivers II n D  evelop and enforce a strong retention standard for stormwater n  Cities should identify appropriate retention standards for new development ... provide treatment and management of overland flow before it reaches the waterway Two readily available sources for pollutant removal performance data for green infrastructure practices are the International ... Center for Water Protection’s National Pollutant Removal Performance Database for Stormwater Treatment Practices, Version 3.9 The Water Environment Research Foundation also regularly publishes information...

Ngày tải lên: 17/02/2014, 10:20

... http://www.rand.org/paf Contents Preface iii Figures xi Tables xiii Boxes xv Summary xvii Acknowledgments xxiii Abbreviations .xxv CHAPTER ONE ... General Risk Analysis History of General Risk Analysis The Components of Risk Analysis Risk Assessment Risk Management Risk Communication .5 Uncertainty and Risk ... A Review of Risk/ Uncertainty Assessment Methodologies 16 Task 3: The Cognitive Psychology of Risk Assessment 17 Task 4: Risk Management for a Collection of Programs 17 vii viii Impossible...

Ngày tải lên: 17/02/2014, 22:20

... Management for Strategic Advantage Elements of Risk Appetite ExisƟng Risk Profile •The exisƟng level and distribuƟon of risks across risk categories (e.g., financial risk, market risk, operaƟonal risk, ... www.coso.org 13 14 Strengthening Enterprise Risk Management for Strategic Advantage III Review Portfolio of Risks in Relation to Risk Appetite By deϐinition, enterprise risk management is designed to be ... serve as a basis for introspection about current approaches to risk management and be a catalyst for management to strengthen risk management for the purpose of enhancing the board’s risk oversight...

Ngày tải lên: 21/02/2014, 11:20

... the structural basis for complex formation, a previously developed expression system for TPP II has been used [16] It was found that recombinant human TPP II and murine TPP II displayed different ... critical for the association properties of the enzyme The nonassociated form is inactive For purified human TPP II and recombinant murine TPP II, it has been shown that the smallest active form of ... a single amino-acid difference, G252R, is critical for formation of the TPP II complex Ó FEBS 2002 Formation of the tripeptidyl-peptidase II complex (Eur J Biochem 269) 1443 This amino acid...

Ngày tải lên: 21/02/2014, 15:20

... glutamate carboxypeptidase II (GCPII) variants and wild-type recombinant human glutamate carboxypeptidase II (rhGCPII) Stably transfected S2 cells were grown in serum-free SF90 0II medium and protein ... diagram of the human glutamate carboxypeptidase II (GCPII) domain structure and GCPII variants used in this study The figure shows wild-type human GCPII and its truncated or tagged variants Individual ... characterization of the human glutamate carboxypeptidase II (GCPII) variants and wild-type recombinant human glutamate carboxypeptidase II (rhGCPII) The kinetic parameters against N-acetyl-L-aspartyl-L-glutamate...

Ngày tải lên: 07/03/2014, 15:20

... MAP decision rule is optimal for the sentence or string error rate It is not necessarily optimal for other evaluation metrics as for example the BLEU score One reason for the popularity of the MAP ... score is between 0.2% for the TC-STAR task and 1.1% for the GALE Chinese-English task Note, that MBR decoding is never worse than MAP decoding, and is therefore promising for SMT It is easy to ... allows for an early stopping of the computation for each of the remaining candidates 3.5 Global Model Scaling Factor During the translation process, the different submodels hm (·) get different weights...

Ngày tải lên: 08/03/2014, 03:20

... follicle formation A five-level scale of maturity stages for squids used at the AtlantNIRO laboratory (Burukovsky et al., 1977) was the basis for developing a general scale for cephalopod maturity ... ready for spawning at physiological maturity In higher forms (higher Gastropoda, Cephalopoda) the mature sexual cells undergo a number of processes (formation of additional coverings and formation ... completely formed and usually white Gonad is large, usually dullwhite Spermatozoa accumulate in testis ampullae SG completely formed, usually white III Gonad maturation, AG final formation IV...

Ngày tải lên: 14/03/2014, 16:20

... PROJECT RISK ANALYSIS Three Elements of Project Risk Analysis Historical Overview Schedule Risk Cost Risk 11 Performance Risk .11 U.S Government Mandate for Risk Analysis ... approach to estimate an aggregate risk for system performance risk. 15 Performance risk will not be discussed further in this report, but to the extent that performance issues drive cost and schedule ... Project Risk Assessment Useful or Even Feasible? 31 Need for a Critical Literature 32 Opportunities for RAND 34 Bibliography 37 - vii - FIGURES 2.1 Nominal Schedule Risk for...

Ngày tải lên: 16/03/2014, 03:20

... (i) for almost all ω of Ω , C (., ω ) , as a set function on σ ( X ) , is a probability measure, (ii) for every fixed event A belonging to σ ( X ) , C(A,.) is ℑ -measurable, 32 Chapter (iii) for ... 339 340 343 343 346 348 XII Contents Stochastic Modelling for Credit Risk Management 3.1 The Problem of Credit Risk 3.2 Construction of a Rating Using the Merton Model for the Firm 3.3 Time Dynamic ... Diffusion Risk Model 2.2 The ALM-Like Risk Model (Janssen (1991), (1993)) 2.3 Comparison of ALM-Like and Cramer-Lundberg Risk Models 2.4 The Second ALM-Like Risk Model Semi-Markov Risk Models...

Ngày tải lên: 18/03/2014, 00:20

... credit risk models In particular, we draw on the structure of the IM capital charge for market risk and examine how this structure might be applied in the credit risk setting As in the market risk ... market risk setting can provide a workable beginning for a regulatory capital regime based on internal credit risk models As noted above, the basis of the market risk requirements is a risk measurement ... of risk inherent in a bank’s portfolio, since they reflect the portfolio’s potential for future losses A regulatory capital requirement for credit risk could be based on the output of credit risk...

Ngày tải lên: 22/03/2014, 18:20

... zhen-samt systems respectively For the multi-language case, we train phrase-based systems and perform lattice MBR for all language pairs We use a scaling factor of 0.7 for all pairs Additional gains ... Macherey 2008 Lattice Minimum Bayes -Risk Decoding for Statistical Machine Translation In EMNLP, Honolulu, Hawaii H Zhang and D Gildea 2008 Efficient Multi-pass Decoding for Synchronous Context Free Grammars ... hypergraph) MBR decoding for translation can be performed by reranking an N -best list of hypotheses generated by an MT system (Kumar and Byrne, 2004) This reranking can be done for any sentencelevel...

Ngày tải lên: 23/03/2014, 16:21

... of risk and risk management for water-related infectious disease This page intentionally left blank Water Quality Guidelines, Standards and Health: Assessment of risk and risk management for ... assessment of risk and to risk management Exposure assessment is a formal component of the risk assessment process (Chapter 8) Exposure assessment is a required input for microbiological risk assessment ... in preparation [vii] viii Foreword To date, the various WHO guidelines relating to water have been developed in isolation from one another Their primary water quality concern is for health hazards...

Ngày tải lên: 28/03/2014, 23:20

... gender differences for these levels, i.e., 19U/L and 30U/L for girls and boys, respectively (33, 34) 4.2 Radiologic Diagnosis The image-based diagnosis of NAFLD is usually straightforward, but fat ... 2006, hospitalization increased from 0.9 to 4.3/100,000 for NAFLD, and from 35.5 to 114.7/100,000 for obesity Obese children followed for y To determine the course of obesity associated NAFLD ... elevation in serum ALT and suspected NAFLD The ORs for ALT elevation were determined across exposure quartiles for 17 pollutants, after adjustments for age, race/ethnicity, sex, body mass index,...

Ngày tải lên: 29/03/2014, 18:20

... P@10 performance, indicating that they increase the accuracy of the sentiment analysis system PMI out-performed LSA for all evaluation measures Among the topic association models, PMI performs ... from parameter tuning and corpus differences For the TREC dataset, BM25 performed better than the other models, and for the NTCIR dataset, VS performed better Our features of the topic association ... manually assessed for relevance to a set of queries from NTCIR-7 Advanced Cross-lingual Information Access (ACLIA) task The corpus consists of 167 documents, or 4,711 sentences for 14 test topics...

Ngày tải lên: 30/03/2014, 23:20