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第 203 頁
Hanyang University Received 14 September 2006 ; Accepted 3 November 2006
Abstract The Advanced - IRB banks should be able to demonstrate to the
regulatory supervisors that the long - run LGDs and downturn LGDs are validated
with ...
Hanyang University Received 14 September 2006 ; Accepted 3 November 2006
Abstract The Advanced - IRB banks should be able to demonstrate to the
regulatory supervisors that the long - run LGDs and downturn LGDs are validated
with ...
第 204 頁
1 Introduction The data scarcity is one of the major challenges faced by the
northeast Asian banks under the New Capital Accord , or better known as Basel II
. The measurement of the default probability ( PD ) , hence the loss given default
...
1 Introduction The data scarcity is one of the major challenges faced by the
northeast Asian banks under the New Capital Accord , or better known as Basel II
. The measurement of the default probability ( PD ) , hence the loss given default
...
第 227 頁
Most multilateral banks and central banks , for example , hold most of their assets
in several major currencies including USD , Euro , and JPY , and the overall risks
of USD assets , Euro assets , and JPY assets are different from one another .
Most multilateral banks and central banks , for example , hold most of their assets
in several major currencies including USD , Euro , and JPY , and the overall risks
of USD assets , Euro assets , and JPY assets are different from one another .
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內容
Christopher S Decker Mark E Wohar Environmental | 18 |
WonCheol Yun Predictability of WTI Futures Prices | 49 |
Geun Mee Ahn Trade Openness Real Exchange Rates | 73 |
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accident additional analysis approximation asset assumed assumption banks capital changes coefficient condition consider consistent consumption correlation cost currency currency composition debt dependent derivatives distribution Economic effect empirical environmental accidents equation equity errors estimates exchange rate expected firm's forecasting foreign function future given hedge higher home firm home government incentive increase industry initial interest rate swaps International investment Journal land learning linear lobbying activity LSTAR marginal mean measures Note optimal output parameters period portfolio positive predictability probability of default problem production profits ratio reduce regime regression relative reported representative respectively response risk sample second period selected shock shows significant specification spillover stage standard deviation statistic stock prices stock returns strategic subsidy substitute suggest swap Table takes term theory tion Trade transition University utility variable