نتایج جستجو برای: basel iii agreement
تعداد نتایج: 425234 فیلتر نتایج به سال:
This paper considers a hypothetical case in which bank wants to build routine climate stress test exercise on residential mortgage loans. The has regularly updated the probability of default (PD) and loss given (LGD) each loan under internal-rating-based (IRB) approach Basel II/III. Additionally, estimates stressed PD LGD associated with predetermined extreme weather event. Using simulation tec...
a poly(vinyl chloride) membrane based on a new a-dioxime derivative as membrane carrier was prepared andinvestigated as a cr(iii) selective electrode. the electrode exhibits a good potentiometric response for cr(iii)over a wide concentration range 1.0 x 10-6 to 1.0 x 10-1 m with a slope 19.5+0.5 mv/decade and low detectionlimit of 8.9 x 10-7 m. it has a fast response time < 15 s. the best perfo...
The Basel credit gap, the difference between a country’s credit-to-GDP ratio and its estimated long-term trend, is used as basis for setting countercyclical capital buffers under III regulatory framework. Using international data from BIS, we show that by one-sided HP filter, nearly equivalent to naive 16-quarter change in performs equally well terms of predicting banking crises. We demonstrate...
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