JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 29 筆
第 203 頁
... banks should be able to demonstrate to the regulatory supervisors that the long - run LGDs and downturn . LGDs are validated with their own data on historical recovery rates . For defaulted exposures , the CRD ( Capital Requirements ...
... banks should be able to demonstrate to the regulatory supervisors that the long - run LGDs and downturn . LGDs are validated with their own data on historical recovery rates . For defaulted exposures , the CRD ( Capital Requirements ...
第 205 頁
... banks should be able to demonstrate to the regulatory supervisors that the long - run LGDs and downturn LGDs are indeed validated with their own data on historical recovery rates . A minimum collection period for LGD archives should ...
... banks should be able to demonstrate to the regulatory supervisors that the long - run LGDs and downturn LGDs are indeed validated with their own data on historical recovery rates . A minimum collection period for LGD archives should ...
第 221 頁
... Banks planning to adopt the Advanced - IRB approach should be able to demonstrate to the regulatory supervisors that ... banks in the northeast Asia as the development of the LGD rating system is often at the early stage . For instance ...
... Banks planning to adopt the Advanced - IRB approach should be able to demonstrate to the regulatory supervisors that ... banks in the northeast Asia as the development of the LGD rating system is often at the early stage . For instance ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
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analysis asset risks assumed assumption Autoregressive Basel II BEEL cash flows coefficient cointegrated composition of equity computed consumption correlation cost currency composition currency hedge debt debt-asset ratio derivatives distribution dividend downturn LGD econometric Economic effect EIA experts empirical environmental accidents equation errors exchange rate expected firm's forecasting foreign financial assets futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response increase industry interest rate swaps investment Journal Korea lagged learning-by-doing linearity lobbying activity long-horizon LSTAR model nonlinear null hypothesis p-values parameters portfolio probability of default prospect theory real estate recovery rates regime regression relative Response of STOCK risk aversion risk exposures risk management sample second period SETAR significant spillover spot price standard deviation strategic swap users systematic risk Table Teräsvirta test statistics tion transition function transition variable utility function volatility