treatment of counterparty credit risk in the trading book

... net-interest income dynamically taking not only account of the repricing of assets and liabilities in line with changes in the risk free yield curve but also of the impact of changes in the riskiness ... account of credit and interest rate risk in the banking book The way we set capital against credit and interest rate risk individually is fully in line with standard practices The credit risk component ... decomposed into two sub-portfolios – the banking and the trading book – such that credit risk is only impacting on the banking book and market risk only on the trading book In reality, this last premise...

Ngày tải lên: 29/03/2014, 13:20

... morbidities These results show how vaginal approach had a similar outcome in selected patients We compared the clinical outcome of the vaginal versus the abdominal hysterectomy in a population of elderly ... morbidity [8] Nevertheless, these procedures could be often severely contra-indicated in endometrial cancer patient, since they require a general anesthesia, which is contra-indicated in endometrial ... a higher surgical risk These patients underwent a vaginal hysterectomy in place of the standard abdominal procedure Comparing this approach to the traditional procedure used in a control group,...

Ngày tải lên: 09/08/2014, 02:20

... learning and teaching foreign language Interest in culture is linked to the intrinsic motivation of a learner Therefore, if the teacher can get the learner interested in the culture of the L2, then ... discussion of the finding Chapter contains the summary of findings, the suggestions for treatment of cross-cultural characteristics into speaking lesson and the recommendation for further studies ... The attitudes of the students toward the rank of skills in order of importance in learning speaking skill 31 - Can you rank these things in order of importance in learning speaking skill? (Teachers)...

Ngày tải lên: 28/02/2015, 11:54

... 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 the Transition’ in APRA Insight Second Quarter 2002 3 interest rate risk, senior management are actively involved in the day to day management of risk and the degree of independence of the ... risk, both in the trading and banking books, and are in line with any robust risk management framework Formalisation of these principles under the New Accord will strengthen APRA’s existing qualitative...

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 ... rate risk in the banking book In general terms, the principles refer to 1) the role played by administration in the supervision of interest rate risk management, 2) the need to clearly define ... an accurate management of interest rate risk Later, in 2005, the Banco de Portugal started asking banks for information concerning the banking book4 (in the context of the Instruction no 19/2005)...

Ngày tải lên: 22/03/2014, 17:20

... bank risks losing money only in the unlikely scenario of a “double default” on the part of the counterparty as well as issuer of the collateral, or in event of a default by the counterparty in ... matured assets are held in risk- less cash until the end of the horizon In these cases, the risk of the short maturity asset is lower than the risk of a longer-term position in the same obligor, and ... warrant the acquisition of expertise in credit risk modelling and suggest that systems be put in place to measure credit risk An increasing number of the NCBs represented in the task force are using...

Ngày tải lên: 16/02/2014, 10:20

... Assessment of Risk Status ssessment of the patient’s risk status includes the determination of the following: the degree of overweight or obesity using BMI, the presence of abdominal obesity using waist ... cleft, by inhibiting the reuptake of these neurotransmitters into the neuron, or by a combination of both mechanisms Sibutramine inhibits the reuptake of norepinephrine and serotonin Orlistat ... miles in 30 minutes Bicycling miles in 30 minutes Raking leaves for 30 minutes Dancing fast (social) for 30 minutes Walking miles in 30 minutes (15 min/mile) Water aerobics for 30 minutes Shoveling...

Ngày tải lên: 14/02/2014, 09:20

... also includes a complete list of the bank's security holdings (not shown in Appendix A), are two pages of notes written by the examiner The first of these contains the initial estimates of assets ... table of doubtful investments in securities The last formal page of the report includes a list of officer names, positions, and salaries; a table of earnings and charges since the last examination; ... possibility of eliminating deposit rate ceilings The costs of these ceilings were well-documented during the hearings, and both the Cox and Benston studies were cited as evidence that the ceilings were...

Ngày tải lên: 15/02/2014, 05:20

... behaviour of risk premia on bonds with low credit ratings Therefore it cannot be ascribed to a general increase in investors’ willingness to incur risks In the absence of an increase in the willingness ... eliminate the liability of the originator or the issuer 34 ment bankers and credit officers reduced the awareness of credit risks on the side of the investment bankers who were involved – The ... In the stock market decline of the early 2000’s, the brunt of the burden was borne by final investors, either directly, or through the values of their holdings in pension funds and the like In...

Ngày tải lên: 17/02/2014, 21:20

... with the gap There are two constraint parameters in each modality: the combinatory directionality d ∈ {< , >} and the syntactic category c, resulting in the filler and the gap denoted in the forms ... feature of the memory mechanism is that it handles all kinds of intra-sentential ellipses in SVC This is because the coordination and serialization rules allow pro-dropping in either the left or the ... category The fillers and the gaps are then associated in the coordination and the serialization rules This results in a more flexible way of dealing with intrasentential ellipses in SVC than the decomposition...

Ngày tải lên: 08/03/2014, 21:20

... up different credit risk models leading to the same multivariate distribution of S or Y Since this distribution is the main object of interest in the analysis of portfolio credit risk, we call ... explained above the tail of M is essentially determined by the tail of the mixing distribution G(q) In Figure we plot the tail function of the probit-normal mixing model, the logit-normal model, the ... determined by the tail of the mixing distribution with direct consequences for the analysis of model risk in mixture models and for the setting of capital adequacy rules for loan books In this...

Ngày tải lên: 15/03/2014, 04:20

... guaranteed debt mainly reflecting the creditworthiness of the government rather than the bank CGFS – The impact of sovereign credit risk on bank funding conditions An indicator of the value of explicit ... the bond spreads of euro area sovereigns since the introduction of the euro They find that, while changes in international aggregate risk are their main determinants, the size and structure of ... in the single-name CDS premia of the iTraxx Financial Index constituents and the index itself; it ranges from (the average CDS moves in the opposite direction to the index) to (the average single-name...

Ngày tải lên: 22/03/2014, 20:21

... components of the training per se but rather the training effect may be enhanced through regular therapist contact for motivation Despite the number of studies including skill training in the PFMT ... sneezing or coughing (symptom) or the observation of urine leakage at the same time as the exertion (sign) SUI is the most common type of UI Urge urinary incontinence (UUI) is the complaint of involuntary ... providing a profile of each study using the following headings: • Information about service delivery (health professional and setting/institution) • Demographic information about the subjects in the...

Ngày tải lên: 28/03/2014, 14:20

... proteins in mice Increase in the expression of caspase-3 and cleaved PARP proteins noticed in the mice treated in vivo with GnRH-Ag also showed increase in the number of atretic follicles in the ... in the ovary was investigated following in vivo and in vitro administration of GnRH agonist in the intact cyclic mice Methods Animals All the experiments were conducted in accordance with principles ... Effect of in vitro treatment of different doses of GnRH-Ag on progesterone synthesis and western blot analyses of LH-R and 3b-HSD proteins in the ovaries of mice Progesterone synthesis by the ovary...

Ngày tải lên: 20/06/2014, 07:20

... demyelinated axons, including partial or complete loss of myelin sheaths and increases in inter-laminar splitting of the myelin sheaths Analysis of transverse sections (Figure 9) provided further ... after treatment, there was a 2.5-fold increase in apoptosis in the subventricular zone (SVZ) and a 4-fold increase in the dentate gyrus of the hippocampus (DG) The increased cell death persisted in ... demyelinated axon with rarefaction of the axoplasm (asterisk) and two axons with collapsed centers and inter-laminar splitting of the myelin sheaths (arrows) can be seen, indicating on-going myelin...

Ngày tải lên: 06/08/2014, 18:21

... for the treatment of EIB.12 Results are varied; routine use of these types of pharmacologic intervention is not recommended as primary treatment of EIB.12 Other therapies are still being investigated.12 ... expiratory volume in second LTRA administration Another group reproduced these findings by showing similar protection against EIB during the first days of treatment with either montelukast or ... but again, the protection was lost in the salmeterol group after weeks of treatment Protection was maintained in the montelukast group through the study’s duration of weeks.14 A recent investigation...

Ngày tải lên: 08/08/2014, 20:23

... in the editing of the manuscript SC contributed in the literature search and in the preparation of the manuscript SJY contributed in the review of the manuscript YC was the statistician for the ... purpose of the present study was to explore the impact of residual sleep disturbance on the Page of risk of relapse of MDD during the continuation/maintenance treatment with the SSRI fluoxetine among ... continuation/maintenance phase of treatment with either fluoxetine or placebo While the above findings are quite interesting, several limitations to this study need to be considered in interpreting...

Ngày tải lên: 08/08/2014, 23:21

... fluvoxamine binds to sigma-1 receptors in the intact human brain at therapeutic doses [25], suggesting that sigma-1 receptors are involved in the active mechanisms of fluvoxamine [19] Interestingly, ... that activation of the dopaminergic system by the inhibition of dopamine transporter may be involved in the mechanism of unwanted effects (deterioration of psychosis) of sertarline in this case, ... related to the mechanisms of the opposite effects of the two SSRIs in this case Thus, it seems that the antagonism of sigma-1 receptors by sertraline may be involved in the recurrence of psychotic...

Ngày tải lên: 08/08/2014, 23:21

... suggested the importance of a-LA in the treatment of peripheral nerve injuries, but further studies are needed to explain the mechanisms of its neuroprotective effects and before the use of a-LA in ... nerve injury [1] The activities of SOD and CAT were found to be high in sciatic tissue of rats indicating high production of superoxide anion radical Therefore, the increase of SOD and CAT activities ... activities may be a response against oxidative stress The results of Senoglu and colleagues correlated with our recent findings in which the combined employment of a-LA and g-linolenic acid with a rehabilitation...

Ngày tải lên: 10/08/2014, 10:20

... to their prominence and influence in the network The aim of this study was to examine the connectedness in a newly established regional ParkinsonNet of health professionals involved in the treatment ... name indicating whether this person was known to the participant and another box to indicate whether this person was involved in professional contacts so far Knowing each other was defined in the ... following published guidelines [15] We examined the reciprocity of reported connections as an indicator of the reliability of the data collection instrument Then we replaced missing values of the...

Ngày tải lên: 10/08/2014, 11:20