Useful book about stress testing in the banking system
INTEREST RATE RISK IN THE BANKING BOOK ppt
... 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 interest rate risk, and (ii) assess the extent of interest rate risk being run by an ADI The principles set out the essential features of a sound framework for managing interest rate risk, ... interest rate risk measurement These approaches express an ADI’s interest rate risk exposure in terms of the potential change in the ADI’s economic value given a change in interest rates In theory,...
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INTEREST RATE RISK IN THE BANKING BOOK* pdf
... 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 ... estimate the impacts of a 200 basis points (b.p.) change in the interest rate on net worth and on net income The qualitative nature of the prudential approach to interest rate risk in the banking ... interest rate to obtain an estimate of the change in net interest income in each time band that would result from such an interest rate movement The size of the interest rate movement used in the...
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Working pAper series no 1041/ A pril 2009: An economic cApitAl model integrAting credit And interest rAte risk in the bAnking book doc
... the paper is the derivation of an economic capital model which takes account of credit and interest rate risk in the banking book in a consistent fashion The way credit and interest rate risk are ... PA P E R S E R I E S N O 10 41 / A P R I L 20 AN ECONOMIC CAPITAL MODEL INTEGRATING CREDIT AND INTEREST RATE RISK IN THE BANKING BOOK by Piergiorgio Alessandri and Mathias Drehmann In 2009 all ... joint analysis of credit and interest rate risk The conceptual contribution of the paper is to derive an economic capital model which takes account of credit and interest rate risk in the banking...
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Introduction to Financial Econometrics Hypothesis Testing in the Market Model
... 1.3 Testing Hypotheses about β In the market model regression β measures the contribution of an asset to the variability of the market index portfolio One hypothesis of interest is to test if the ... so-called F-test The idea behind the F-test is to estimate the model imposing the restrictions specified under the null hypothesis and compare the fit of the restricted model to the fit of the model with ... reject this hypothesis 1.4 Testing Joint Hypotheses about α and β Often it is of interest to formulate hypothesis tests that involve both α and β For example, consider the joint hypothesis that...
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Tài liệu RISK-TAKING BEHAVIOUR AND OWNERSHIP IN THE BANKING INDUSTRY: THE SPANISH EVIDENCE ppt
... RISK-TAKING BEHAVIOUR AND OWNERSHIP IN THE BANKING INDUSTRY: THE SPANISH EVIDENCE Abstract: This paper analyses the determinants of risk-taking in the Spanish financial intermediaries ... or Anderson and Fraser (2000) analyse the link between managerial ownership and risk-taking Demsetz and Strahan (1997) analyse the link between size and bank risk Risk taking in the Spanish banking ... will result in greater risk-taking, is also reflected in the result obtained from the analysis of the impact of turnover in governing bodies on risk-taking in the following period In Commercial...
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Exploiting Naïvete about Self-Control in the Credit Market pot
... whether and how borrowers might learn about their time inconsistency Proofs are in the Web Appendix I. A Model of the Credit Market A Set-up In this section, we introduce our model of the credit ... results remain unchanged so long as the original firm can include in the contract a fee—such as the prepayment penalties in subprime mortgages—for refinancing with any firm in the market If firms ... q r PC binds because otherwise the firm could increase profits by reducing c In addition, IC binds because otherwise the firm could increase profits by increasing q Given that IC binds and...
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Báo cáo khoa học: Cold stress defense in the freshwater sponge Lubomirskia baicalensis pot
... marine animals ⁄ sponges and, as described here, in freshwater sponges Quantitative determinations showed that the level of this toxin in the freshwater sponge L baicalensis was as high as in the ... of OA in L baicalensis The toxin OA is produced by the dinoflagellates from the taxon Gymnodinium In both winter and summer the dinoflagellates produce primary metabolites via their photosynthetic ... domuncula and L baicalensis, OA exists in a covalent linkage with a protein of 14 kDa Cold stress defense in sponges This finding, first described in S domuncula [19], can be explained as a depot ⁄ storage...
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INVESTIGATING DIVERSITY IN THE BANKING SECTOR IN EUROPE: THE PERFORMANCE AND ROLE OF SAVINGS BANKS pdf
... European Banking Directive INVESTIGATING DIVERSITY IN THE BANKING SECTOR IN EUROPE | 11 savings banks are public and not all public banks are savings banks For instance, Spanish savings banks are ... on the role of institutional diversity in the banking sector in selected European countries The analysis emphasises the performance and role of savings banks as ‘dualbottom line’ financial institutions ... Cartel Office, and in 2007, following the inquiry of the Spanish Competition Commission, fined several savings banks for market-sharing agreements 44 INVESTIGATING DIVERSITY IN THE BANKING SECTOR IN...
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Software testing foundations - testing in the lifecycle
... Statement testing - Branch / Decision testing - Data flow testing - Branch condition testing - Branch condition combination testing - Modified condition decision testing - LCSAJ testing 41 Lifecycle ... Models for testing, economics of testing High level test planning Component Testing Integration testing in the small System testing (non-functional and functional) Integration testing in the large ... Models for testing, economics of testing High level test planning Component Testing Integration testing in the small System testing (non-functional and functional) Integration testing in the large...
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determining value creation through mergers and acquisitions in the banking industry using accounting study and event study methodology
... created in both the JP Morgan Chase mergers including JP Morgan and Bank One Here the event study methodology tend to differ from accounting study methodology as event study has shown that value creation ... result of these transactions It will also examine social capital and the effects of these mergers and acquisitions on the communities in which they are located Event Study and Accounting Study Parameters ... time period in the event window The cumulative abnormal returns (CASPR) will be calculated over the whole event window of the study for the acquiring banks pre- and post merger, and for the period...
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Normal adrenocortical function on initial testing in the intensive care unit: not a long-term warranty pdf
... clinical practice? While awaiting further studies, we should agree with the keymessage of Wu and colleagues: normal initial adrenocortical function is not a warranty for the ICU stay and repeated ... tested as having normal adrenocortical function later developed absolute adrenocortical insufficiency according to conservative criteria [12] Importantly, the patients had received no etomidate ... Dickstein G: On the term “relative adrenal insufficiency” - or what we really measure with adrenal stimulation tests? J Clin Endocrinol Metab 2005, 90:4973-4974 Arafah BM: Hypothalamic pituitary adrenal...
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Báo cáo y học: "Bench-to-bedside review: Glucose and stress conditions in the intensive care unit" pot
... mitochondrial respiratory chain and ATPase However, glucose can be involved in other pathways Glycogen synthesis is a major way to store glucose in muscle and liver In the polyol pathway, aldose reductase ... insulin therapy in adult intensive care units: the Glucontrol study Intensive Care Med 2009, 35:1738-1748 16 Dandona P, Chaudhuri A, Ghanim H, Mohanty P: Anti-inflammatory effects of insulin and the ... between the 28-day mortality and the proportion of calories provided parenterally (P = 0.005), suggesting that the difference in outcome between the two Leuven Intensive Insulin Therapy Trials and the...
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Strengthening governance, risk and compliance in the banking industry
... Economist Intelligence Unit Limited 2009 Strengthening governance, risk and compliance in the banking industry Preface Strengthening governance, risk and compliance in the banking industry is ... corresponding to Strengthening governance, risk and compliance in the banking industry © Economist Intelligence Unit Limited 2009 the different categories of risk; and the third is the independent internal ... layout and design Our thanks are due to all of the survey respondents and interviewees for their time and insights March 2009 Strengthening governance, risk and compliance in the banking industry...
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Từ khóa: interest rate risk in the banking bookcompetition in the banking sector in kenyareforms in the banking sector in kenyajobs in the banking sector in kenyajobs in the banking sector in mauritiuscorporate governance in the banking sector in mauritiusvacancies in the banking sector in mauritiusthe banking system in the philippinesthe banking system creates money in the sense that itthe banking system in indiathe banking system in malaysiajobs in the banking sector in ugandareforms in the banking sector in nigeriathe banking system in nigeriathe banking system in nigeria todayBáo cáo quy trình mua hàng CT CP Công Nghệ NPVNghiên cứu sự hình thành lớp bảo vệ và khả năng chống ăn mòn của thép bền thời tiết trong điều kiện khí hậu nhiệt đới việt namNghiên cứu tổ hợp chất chỉ điểm sinh học vWF, VCAM 1, MCP 1, d dimer trong chẩn đoán và tiên lượng nhồi máu não cấpNghiên cứu vật liệu biến hóa (metamaterials) hấp thụ sóng điện tử ở vùng tần số THzGiáo án Sinh học 11 bài 13: Thực hành phát hiện diệp lục và carôtenôitĐỒ ÁN NGHIÊN CỨU CÔNG NGHỆ KẾT NỐI VÔ TUYẾN CỰ LY XA, CÔNG SUẤT THẤP LPWANNGHIÊN CỨU CÔNG NGHỆ KẾT NỐI VÔ TUYẾN CỰ LY XA, CÔNG SUẤT THẤP LPWAN SLIDEPhát triển mạng lưới kinh doanh nước sạch tại công ty TNHH một thành viên kinh doanh nước sạch quảng ninhTrả hồ sơ điều tra bổ sung đối với các tội xâm phạm sở hữu có tính chất chiếm đoạt theo pháp luật Tố tụng hình sự Việt Nam từ thực tiễn thành phố Hồ Chí Minh (Luận văn thạc sĩ)Phát triển du lịch bền vững trên cơ sở bảo vệ môi trường tự nhiên vịnh hạ longPhát hiện xâm nhập dựa trên thuật toán k meansNghiên cứu, xây dựng phần mềm smartscan và ứng dụng trong bảo vệ mạng máy tính chuyên dùngTìm hiểu công cụ đánh giá hệ thống đảm bảo an toàn hệ thống thông tinThiết kế và chế tạo mô hình biến tần (inverter) cho máy điều hòa không khíSở hữu ruộng đất và kinh tế nông nghiệp châu ôn (lạng sơn) nửa đầu thế kỷ XIXTổ chức và hoạt động của Phòng Tư pháp từ thực tiễn tỉnh Phú Thọ (Luận văn thạc sĩ)chuong 1 tong quan quan tri rui roGiáo án Sinh học 11 bài 14: Thực hành phát hiện hô hấp ở thực vậtGiáo án Sinh học 11 bài 14: Thực hành phát hiện hô hấp ở thực vậtQUẢN LÝ VÀ TÁI CHẾ NHỰA Ở HOA KỲ