نتایج جستجو برای: capital loss
تعداد نتایج: 524242 فیلتر نتایج به سال:
Estimation of economic capital of a financial institution requires modeling of operational losses of the business units of the organization. Operational losses of the financial institution are usually represented as an aggregate sum of the losses incurred by the operational events of the business units. Simulation of these events requires the introduction of a co-dependence structure for a more...
This paper examines two speci®c aspects of stage 1 of the Bank for International SettlementÕs (BISÕs) proposed reforms to the 8% risk-based capital ratio. We argue that relying on ``traditional'' agency ratings could produce cyclically lagging rather leading capital requirements, resulting in an enhanced rather than reduced degree of instability in the banking and ®nancial system. Despite this ...
The onset of the knowledge era has affected all industries. Without exception, the Canadian financial services industry has transformed itself due to the knowledge-intensive structure it possesses. However, high competition and career-minded professionals have created a situation in which leading financial services firms are losing key human capital each day – capital that can and will be used ...
BACKGROUND In 2003, Steps to a Healthier Austin was funded by the Centers for Disease Control and Prevention to implement chronic disease prevention and health promotion activities. We report Steps to a Healthier Austin's partnership with Health & Lifestyles Corporate Wellness, Inc (Health & Lifestyles), to provide a worksite wellness program for Capital Metropolitan Transportation Authority (C...
Popular interpretation of the recent financial scandals describes the individuals and firms charged with wrongdoing as ‘bad apples’ while retaining a sanguine view of the capital markets overall. The system-wide reach of the revealed malfeasance, however, suggests that the root cause of the scandals resides instead in the capital markets’ institutional norms. Specifically, we argue that norms h...
The proposed New Accord (Basel II) established by the Basel Committee on Banking Supervision calls for an explicit treatment of operational risk. Banks are required to demonstrate their ability to capture severe tail loss events. Value at risk is a risk measure that could be used to derive the necessary regulatory capital. Yet operational loss data typically exhibit irregularities which complic...
Carrying out interbank contagion simulations for the German banking sector for the period from the first quarter of 2008 to the second quarter of 2011, we obtain the following results: (i) The system becomes less vulnerable to direct interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the expected number of failures, without much...
Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory. Closed-form solutions are not available for the distributions typically used in operational risk. However with modern computer processing power, these distributions can be calculated virtually exactly ...
The financial aspects of Foreign direct investment (FDI) are the focus of this paper. The gains from trade argument (applied to intertemporal trade) is re-examined in this case of informational-asymmetry-driven FDI. FDI is observed to be a predominant form of capital flows to emerging economies, especially when they are liquidity-constrained internationally during a global financial crisis. We ...
de Travail du Centre d ’ Economie de la Sorbonne Operational risk : A Basel II + + step before Basel
Following the Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper we analyze these incidents in depth and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The objectives are as follows: • On the first hand, banks need to provide a univariate capital charge ...
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