作者: 領(lǐng)袖氣質(zhì) 時間: 2025-3-21 20:32 作者: countenance 時間: 2025-3-22 04:03
Evolution of Portfolio Management Business Modelsre rather passive. The business models of credit portfolio management can be described according to the activities performed and the level of sophistication and autonomy. The role of a ‘.’ is to provide intelligence on key risk measures and developments as well as on the usage of limits. Setting por作者: 偽證 時間: 2025-3-22 08:36 作者: Rejuvenate 時間: 2025-3-22 09:40
Regulatory Capital Management under Basel II. Besides the economic risk transferred by hedging loans or bonds with CDSs, a key and sometimes primary motivation for banks to engage in such risk mitigation is the resulting capital relief, since the Basel capital framework explicitly recognizes credit risk mitigation (CRM) techniques as an effec作者: invert 時間: 2025-3-22 14:43 作者: invert 時間: 2025-3-22 18:33 作者: superfluous 時間: 2025-3-22 23:39
Hedge Strategies for Baskets, Swaptions, and Macro Hedgestfolio. Most of the time, a portfolio manager faces considerable uncertainty when forecasting risk drivers and macroeconomic factors, and even more importantly potential interventions by policymakers — which have become a rule rather than an exception these days. In light of the prevailing fallout f作者: 鼓掌 時間: 2025-3-23 04:24 作者: kindred 時間: 2025-3-23 08:31 作者: 濕潤 時間: 2025-3-23 13:17 作者: 扔掉掐死你 時間: 2025-3-23 14:56
Thomas Plischke,Hans Rattinger,Corina Wagner accounting relates to the valuation of financial instruments. International financial reporting standards (IFRS) dictate that financial instruments are either carried at amortized costs or have to be valued mark-to-market (fair value). Both approaches have their merits and their drawbacks. Fair val作者: glomeruli 時間: 2025-3-23 20:42 作者: 欺騙手段 時間: 2025-3-24 01:24
Jan Kercher,Frank Brettschneiderably liquid nature of these products, which translates into low transaction costs, contributes to their broad acceptance. CDSs are used for hedging credit risk, managing of economic and regulatory capital, speculative or proprietary trading, synthetic (or unfunded) investments, pricing credit risk a作者: 龍蝦 時間: 2025-3-24 02:45 作者: impale 時間: 2025-3-24 09:19 作者: cravat 時間: 2025-3-24 13:21 作者: harangue 時間: 2025-3-24 16:57 作者: choleretic 時間: 2025-3-24 21:34 作者: 屈尊 時間: 2025-3-25 00:31 作者: galley 時間: 2025-3-25 04:27
Global Financial Marketshttp://image.papertrans.cn/c/image/239632.jpg作者: GIST 時間: 2025-3-25 08:57 作者: 踉蹌 時間: 2025-3-25 12:49
Zentrale Ergebnisse und Implikationen, met with unpredictable political actions, making the right call is a much tougher proposition than ever before. As a direct result, it is essential to correctly assess the consequences of positioning the portfolio. This has led to a building-in of quant analysis as a core part of the portfolio mana作者: podiatrist 時間: 2025-3-25 19:17 作者: 記成螞蟻 時間: 2025-3-25 20:50
Thomas Plischke,Hans Rattinger,Corina Wagnerith pronounced detrimental effects on capital. These events led in October 2009 to an amendment to IAS 39 and IFRS 7 which did permit the reclassification of some assets out of the fair value through the profit and loss category to new cost or amortized cost. The pro-cyclicality of fair value was a 作者: trigger 時間: 2025-3-26 00:30 作者: 鉆孔 時間: 2025-3-26 06:23
Jan Kercher,Frank Brettschneiderhe insured item. However, there are substantial differences, too. One of the arguments against CDS as insurance points to the fact that any payout under insurance is conditional on the holder owning the insured object or at least experiencing losses caused by the insured event; this is not true for 作者: Physiatrist 時間: 2025-3-26 08:43
Hartmut Rosa,Stephan Lessenich,Theo Waigelse when an investor remote to the borrower takes the default risk as well as the correspondent implications for the hedger. The last part of this chapter deals with credit indices, which are commonly used as highly liquid proxies for credit portfolio hedges. Although they do not cover obligor non-pa作者: 哭得清醒了 時間: 2025-3-26 14:08 作者: 追蹤 時間: 2025-3-26 20:26
The Case for Credit Portfolio Managementailable funds to flexibility in terms and conditions that only loans offer. As a Bloomberg article. noted, the amount that firms borrowed in the form of syndicated loans and credit lines fell by a hefty 13 per cent for the U.S. and 25 per cent for Europe in 2012 compared with same period in 2011, wh作者: 伙伴 時間: 2025-3-26 23:23
What If: Credit Risk Stress Testing met with unpredictable political actions, making the right call is a much tougher proposition than ever before. As a direct result, it is essential to correctly assess the consequences of positioning the portfolio. This has led to a building-in of quant analysis as a core part of the portfolio mana作者: 是突襲 時間: 2025-3-27 04:33 作者: 軟膏 時間: 2025-3-27 07:51 作者: 使長胖 時間: 2025-3-27 12:59
Regulatory Capital Management under Basel IIe gap between their actual capital base and the requested threshold. According, capital management has become a high-priority exercise for most banks. Advanced financial institutions view capital management as a holistic, firm-wide function encouraging both regulatory and economic capital discipline作者: 終端 時間: 2025-3-27 16:44 作者: strain 時間: 2025-3-27 18:07 作者: 幻想 時間: 2025-3-27 23:52 作者: Respond 時間: 2025-3-28 02:50 作者: 優(yōu)雅 時間: 2025-3-28 09:28
Reinhard Gieselmannently heated up again. Darwin drew his inspiration from observations on island life made during the voyage of the Beagle (1831-1836), and his work gave strong impetus to the first global oceanographic expedition, the voyage of HMS Challenger (1872- 1876). Ever since, oceanographic research has been 作者: 頌揚(yáng)國家 時間: 2025-3-28 13:15
ie Verfahren der Computergraphik mittlerweile Einzug in viele Bereiche des t?glichen Lebens genommen. Dabei sind Anwendungen in der Medizin zu nennen, wo z. B. bei der Computertomographie mit Hilfe der Computergraphik ein dreidimensionales Modell eines nicht sichtbaren Be- reiches des menschlichen K?rpers gew978-3-519-02127-8978-3-322-89537-0作者: 多嘴 時間: 2025-3-28 16:10 作者: Gobble 時間: 2025-3-28 22:22 作者: 壟斷 時間: 2025-3-28 23:37
zneimittelkatastrophe des 20. Jahrhunderts ihren Lauf...In Deutschland wurden ungef?hr 5.000 Kinder mit Contergansch?den geboren....Das 6. Jahrbuch des Deutschen Orthop?dischen Geschichts- und Forschungsmuseums ist der Geschichte und den Folgen der Contergankatastrophe gewidmet. Im Mittelpunkt stehe
