Tài liệu OCCASIONAL PAPER SERIES NO 64 / JULY 2007: THE USE

Tài liệu OCCASIONAL PAPER SERIES NO 64 / JULY 2007: THE USE OF PORTFOLIO CREDIT RISK MODELS IN CENTRAL BANKS doc

... 148006 OCCASIONAL PAPER SERIES NO 64 / JULY 2007 THE USE OF PORTFOLIO CREDIT RISK MODELS IN CENTRAL BANKS Task Force of the Market Operations Committee of the European System of Central Banks 19 ECB ... http :// ssrn.com/abstract_id=977355. THE USE OF PORTFOLIO CREDIT RISK MODELS IN CENTRAL BANKS Task Force of the Mar...

Ngày tải lên : 16/02/2014, 10:20

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Tài liệu WORKING PAPER SERIES: TRADING EUROPEAN SOVEREIGN BONDS THE MICROSTRUCTURE OF THE MTS TRADING PLATFORMS docx

... fairly low. The second way is through the OTC market in which the main players are banks, most of them also participating in the primary auctions. Of particular interest in the OTC market is the MTS ... U-shaped pattern, the trading day kicks o® with a relative large spread around 3 basis point in the early morning, falling to 2 basis points in the late mornin...

Ngày tải lên : 16/02/2014, 02:20

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OCCASIONAL PAPER SERIES NO 68 / AUGUST 2007: THE SECURITIES CUSTODY INDUSTRY potx

... introduction, in 1963, of the Interest Equalisation Tax in the USA – which had the effect of increasing the cost of raising funds in the US capital market for the foreign borrowers – is usually singled ... and, in some cases, financing the purchase of the underlying shares. OCCASIONAL PAPER SERIES NO 68 / AUGUST 2007 This paper can be downloa...

Ngày tải lên : 06/03/2014, 09:22

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Working Paper Series no 1096 / September 2009: The determinants of Bank capital structure potx

... in spurious significance of the remaining variables. The results in Table VII show this is not the case. Risk does not drive out the other variables. An F-test on the joint insignificance of ... differences in capital structure of banks back to differences in the quality of corporate governance in the banks. Frank and 29 There are other interesting...

Ngày tải lên : 15/03/2014, 10:20

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Working PaPer SerieS no 1272 / DeCeMBer 2010: THe iMPaCT of PuBliC guaranTeeS on Bank riSk Taking eviDenCe froM a naTural exPeriMenT pptx

... Guettler 19 ECB Working Paper Series No 1272 December 2010 us to control for changes in risk premia charged by banks when examining changes in the risk of borrowers. If any change in the riskiness of banks ... that savings banks signiﬁcantly decreased the loan volume in contrast to non savings banks (at the 1% level). This ﬁnding is in line with the de...

Ngày tải lên : 15/03/2014, 10:20

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WORKING PAPER SERIES NO 1376 / SEPTEMBER 2011: THE PRICE OF LIQUIDITY THE EFFECTS OF MARKET CONDITIONS AND BANK CHARACTERISTICS pptx

... views of the European Central Bank (ECB). The views expressed are those of the authors and do not necessarily reflect those of the ECB. WORKING PAPER SERIES NO 1376 / SEPTEMBER 2011 THE PRICE OF ... details). Table 2 does the same for nonbidding banks, but note that there are no nonbidding Landesbanks or cooperative central banks. 17 ECB Working Paper...

Ngày tải lên : 15/03/2014, 10:20

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WORKING PAPER SERIES NO. 393 / SEPTEMBER 2004: THE DETERMINANTS OF THE OVERNIGHT INTEREST RATE IN THE EURO AREA doc

... commercial banks on the other hand. The key ingredients of the model are the 7 The very short-term money market in the US is called the federal funds m arket. 10 ECB Working Paper Series No. 393 September ... of the interbank market are crucial for understanding the behavior of the interbank rate. So the supply side of the model closely matches the a...

Ngày tải lên : 22/03/2014, 23:20

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Working PaPer SerieS no 1075 / July 2009: Bank riSk anD MoneTary PoliCy ppt

... Results indicate that, all other factors being equal, a 1% increase in the monetary policy indicator leads to a decline in lending for the average bank of 0.6% in the short term and -1.0% in the ... 18 ECB Working Paper Series No 1075 July 2009 This model completely eliminates time variation and tests whether the macro variables used in the baseline equa...

Ngày tải lên : 15/03/2014, 10:20

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Tài liệu White Paper - ADC KRONE - How to choose the right Cabling Infrastructure doc

... networking technology. Since the early 1970s with the development of Ethernet, rates for point-to-point data transfer have increased by a factor of ten thousand. From one Mb/s StarLan to 10 Gb/s Ethernet, the steady ... Building for Bandwidth How to Choose the Right Cabling Infrastructure WHITE PAPER A Brief History of Cabling Over the past 30 years there have been unprecede...

Ngày tải lên : 24/01/2014, 03:20

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Tài liệu Windows XP Professional Corporate SP2 July 2007 pdf

... http :// rapidshare.com/files/45407306 ETH0.part3.rar http :// rapidshare.com/files/45412059 ETH0.part4.rar http :// rapidshare.com/files/45422907 ETH0.part5.rar http :// rapidshare.com/files/45425936 ... http :// www.megaupload.com/?d=AZS6BY1Y http :// www.megaupload.com/?d=JFGAQ6F8 http :// www.megaupload.com/?d=AAF1R4PH http :// www.megaupload.com/?d=ZMVHM2I0 h...

Ngày tải lên : 26/01/2014, 07:20

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