moderate to high market risk
Consultative document Revisions to the Basel II market risk framework
Ngày tải lên :
24/10/2012, 09:40
... Changes to the standardised measurement method for market risk .3 IV Changes to the internal models approach to market risk V Changes to the supervisory review process for market risk ... approach for market risk would be subject to a general market risk capital charge (and a specific risk capital charge to the extent that the bank has approval to model specific risk) measured ... require a greater number of risk factors to capture interest rate risk accurately • The risk measurement system must incorporate separate risk factors to capture spread risk (e.g between bonds and...
- 31
- 680
- 2
Financial Risk Management: A Practitioner''s Guide to Managing Market and Credit Risk
Ngày tải lên :
03/04/2014, 18:47
... liquidity risk on top of market and credit risk Just as I was struggling to integrate these three types of risk, people started worrying about operational risk, basis risk, mortality risk, weather risk, ... estimation risk, counterparty credit risk, and even the risk that your models for all these risks were wrong If model risk existed, then you had to concede that even your model for model risk was risky ... make the decisions To try to achieve the best balance, the firm will employ experts in risk management disciplines such as market risk, credit risk, legal risk, and operations risk It will set...
- 609
- 2.4K
- 1
market reactions to the credit risk announcements
Ngày tải lên :
03/06/2014, 02:06
... bond-specific factors, we can examine how traditional market microstructure theories apply to the bond market We perform a similar test for the stock market to see whether credit risk explains the ... compared with high- quality bonds because informed trading is more likely to occur on lower rated bonds, causing dealer inventory imbalance The stock market has strived to improve transparency To enhance ... quality bonds pay higher coupon rates to attract investors to invest in risky bonds Time to maturity (avg = 12 years) 12 is calculated by subtracting bond issue date from maturity date To examine debt...
- 105
- 239
- 0
báo cáo khoa học: " Moderate- to low-risk variant alleles of cutaneous malignancies and nevi: lessons from genome-wide association studies" pdf
Ngày tải lên :
11/08/2014, 12:20
... and melanoma risk showed that a high mole count (101 to 120) increased the relative risk (RR) of melanoma by about seven-fold (RR = 6.89; 95% CI) when compared to a low nevus count (0 to 15) In ... melanoma risk The binding of melanocortin-stimulating hormone (α-MSH) to its transmembrane receptor, Melanocortin-1-receptor (MC1R), results in stimulation of adenylate cyclase (AC) to produce ... BCC is also considered, since susceptibility to melanoma may also result in high- risk predisposition to other such forms of cutaneous malignancies [12] Risk variants of cutaneous malignancies Association...
- 6
- 215
- 0
Báo cáo y học: "Vulnerability to High Risk Sexual Behaviour (HRSB) Following Exposure to War Trauma as Seen in Post-Conflict Communities in Eastern Uganda: A Qualitative Study" pps
Ngày tải lên :
13/08/2014, 15:21
... transactional sex was reported to have become a choice for many Many of them took to engaging in HRSB to get money to buy food or to get physical food from those privileged to control or own it Even ... laziness common in our people is linked to what happened to them there was too much idleness and taking alcohol insecurity made it hard to go back to villages to dig Concentration of many people ... are known to be predisposing factors to alcohol abuse and - 28 - risky sexual behaviour [50] Alcohol is known to inhibit rationality and decision making and it may diminish consciousness towards;...
- 44
- 154
- 0
Capital Flows to Emerging Market Economies
Ngày tải lên :
24/10/2012, 09:33
... Private Sector Lending Investors’ continued willingness to purchase emerging market bonds is projected to push net nonbank private sector lending this year to $90 billion, surpassing the record high ... capital flows to emerging Europe are expected to reach nearly $132 billion in 2005, representing 38 percent of total net capital flows to emerging markets This share is likely to decline to 35 percent ... Poland, used the bond market extensively this year to finance large prepayments of debt to Paris Club members Net repayments to official creditors are projected to reach a record high this year of...
- 24
- 321
- 0
Báo cáo y học: "Genetic polymorphism of p53, but not GSTP1, is association with susceptibility to esophageal cancer risk – A Meta-Analysis"
Ngày tải lên :
25/10/2012, 11:40
... putative high- risk genotype in various cancers.[19] Therefore, it’s reasonable to hypothesize that the p53 Arg72Pro and GSTP1 Ile105Val polymorphisms may functionally related to the risk of esophageal ... factor, which leads to cell cycle arrest for DNA repair or apoptotic cell death [41] Both mice and humans harboring germ line inactivating mutations in one p53 allele are highly susceptible to ... susceptibility factor The p53 tumor suppressor pathway is well-known to be crucial in maintaining genomic integrity and preventing cells from oncogenic transformation When a cell is exposed to genotoxic...
- 9
- 615
- 0
Tài liệu Preventing Dental Caries in Children at High Caries Risk doc
Ngày tải lên :
12/02/2014, 11:20
... 1.3 1.4 1.5 Risk factors for dental caries Identifying children at high caries risk Behaviour modification in children at high caries risk Tooth protection in children at high caries risk 7 Diagnosis ... considered to be at moderate risk No new lesions LOW RISK Low buffering capacity High S mutans & lactobacillus counts Nil extractions for caries Sound anterior teeth No or few restorations Restorations ... The following factors should be considered: RISK FACTORS RISK CATEGORY HIGH RISK LOW RISK − − − − − − − Dietary habits − Frequent sugar intake − Infrequent sugar intake Social history − − − − −...
- 42
- 508
- 1
Tài liệu Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure pptx
Ngày tải lên :
16/02/2014, 06:20
... exposure to interest rate risk to derive the following statements about their exposure to this risk and their earnings from term transformation The systematic factor for the exposure to interest ... between the systematic factor of the exposure to interest rate risk and the shape of the term structure? (ii) What factors determine (at bank level) the exposure to interest rate risk? (iii) How profitable ... to interest rate risk, derived from their own internal models In the previous literature, there are two methods of assessing the banks’ exposure to interest rate risk: (i) One can use stock market...
- 40
- 551
- 1
An Analysis of Commercial Bank Exposure to Interest Rate Risk doc
Ngày tải lên :
06/03/2014, 02:21
... screening tool, the ‘‘basic model,’’ to identify commercial banks that may have exceptionally high levels of interest rate risk The basic model uses Call Report data to estimate the interest rate risk ... model tends to estimate higher risk than the OTS model, especially for above-average risk levels Another way to evaluate the similarity of exposure estimates made by the two models is to compare ... relative to assets For institutions classified as high risk by one model but not the other, the largest differences arose from three principal sources First, some high- risk thrift institutions held high...
- 14
- 615
- 2
ETHICAL CODE HANDBOOK: Demonstrate your commitment to high standards docx
Ngày tải lên :
06/03/2014, 19:20
... we deliver tools, resources and networking opportunities directly to nonprofits and charities to build and strengthen the sector one organization at a time Together, they contribute to social ... authorized to use a trustmark that signals to donors that they comply with the Code’s standards © 2009 Imagine Canada Carlton Street, Suite 600, Toronto, ON, M5B 1J3 TEL: (416) 597-2293 x 228 ... related to fundraising and financial reporting In addition to reviewing complaints, the Committee can informally review practices and answer questions related to the Ethical Code The full process to...
- 7
- 262
- 0
GLOBAL HEALTH RISKS: Mortality and burden of disease attributable to selected major risks doc
Ngày tải lên :
14/03/2014, 09:20
... (millions) Risk factor Percentage of total Deaths (millions) Risk factor World Percentage of total Low-income countriesa High blood pressure 7.5 12.8 Childhood underweight 2.0 7.8 Tobacco use 5.1 8.7 High ... Table 2: Ranking of selected risk factors: 10 leading risk factor causes of DALYs by income group, 2004 Risk factor DALYs (millions) Percentage of total Risk factor World Childhood underweight ... of risk factors 3.1 Joint contribution of risk factors to specific diseases Many diseases are caused by more than one risk factor, and thus may be prevented by reducing any of the risk factors...
- 70
- 594
- 0
What determines banks’ sensitivity to money market interest rates? pot
Ngày tải lên :
15/03/2014, 01:20
... of b k u b an s 50 40 30 20 37 10 19 18 11 3 0,5 to 1,0 1,0 to 1,5 1,5 to 2,0 >=2,0
- 19
- 404
- 0
Gabriel Ahlfeldt and Arne Feddersen From periphery to core: economic adjustments to high speed rail docx
Ngày tải lên :
17/03/2014, 08:20
... ** From Periphery to Core: Economic Adjustments to High Speed Rail∗∗∗ Abstract: This paper presents evidence that high speed rail systems, by bringing economic agents closer together, sustainably ... exogenous variation in access to regions due to the construction of intermediate stations in the towns of Limburg and Montabaur Keywords: NEG, high speed rail, transport policy, market access, accessibility ... accessibility of an HSR line, due to large home-markets and competing transport modes, may be too small to trigger measurable effects Ideally, we therefore want to investigate the impact of HSR...
- 65
- 394
- 0
How to improve market transparency pot
Ngày tải lên :
23/03/2014, 08:20
... combined to a system to improve nowadays markets transparency The idea of the empirical study is to identify very important factors (key factor) to describe the land and real estate market Another ... the market with an own interest, market observers are more independent in their activities Certainly, market participants have the benefit to be next to the market Empirical effort to improve market ... information of market participants All issues were combined to a system to improve nowadays markets transparency The idea of the empirical study is to identify very important factors (key factor) to describe...
- 12
- 267
- 0
Studies and Research Projects - Best Practices Guide to Synthetic Nanoparticle Risk Management ppt
Ngày tải lên :
23/03/2014, 23:21
... Guide to Synthetic Nanoparticle Risk Management SYNTHESIS OF NANOPARTICLES NPs can be synthesized according to a bottom-up or top-down approach The bottom-up approach fabricates NPs one atom or ... represent specific risks that must be taken into account, for example, the use of high voltage 4.3 Environmental Risks Synthetic NPs are likely to be present in the environment due to factory releases ... update Risk assessment Assessment of safety risks: Integration of the data from Figures and Assessment of health risks: Figure 10 and Table Control of risk factors Control of safety risk factors...
- 67
- 1.6K
- 0
introduction to high-temperature superconductivity selected topics
Ngày tải lên :
24/04/2014, 17:13
... way to obtain very high magnetic fields is to use the ceramic superconductors at low temperatures Of course, in order to wind a coil to produce a magnetic field, the first prerequisite is to make ... (YBCO) has been found to be superconducting up to 92 K This may not seem like a high temperature to most people, but to the engineers figuring the cost of refrigerants, it is high enough: liquid ... Introduction to High- Temperature Superconductivity SELECTED TOPICS IN SUPERCONDUCTIVITY Series Editor: Stuart Wolf Naval Research Laboratory Washington, D.C CASE STUDIES IN SUPERCONDUCTING...
- 578
- 1.1K
- 0
from marx and mao to the market the economics and politics of agricultural transition mar 2006
Ngày tải lên :
10/06/2014, 23:16
... unsatisfactory The only effective way to it was to truly compare the processes—phase by phase; policy by policy; from determinants to outcomes to political economy We ended up going far back into pre-reform ... the sector or on the sector’s ultimate impact on the economy as a whole However, rises in productivity of the sector have many benefits and are an important indicator of the sector’s health To get ... first moves from A to C in response to price reform and then from point C to D in response to property rights reform.3 In contrast, Country first moves from A to C in response to price liberalization...
- 233
- 329
- 0
university of california press from marriage to the market the transformation of womens lives and work aug 2006
Ngày tải lên :
11/06/2014, 12:49
... work, to employers eager to have greater access to women’s labor, and to government officials increasingly reluctant to support women’s work in the home This led to a series of steps that took ... maternal role but sought instead to improve conditions of work in the home Many clubs put much effort into showing women “the best way to sweep, to dust, to cook and to wash.” Women’s or- 26 Support ... women might have turned to paid work to buy more appliances or begun earlier to challenge their relegation to household tasks Second, domestic workers, unable to move into better jobs, were excluded...
- 311
- 412
- 0