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Book International Convergence of Capital Measurement and Capital Standards

Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Modelling Reality and Personal Modelling

Download or read book Modelling Reality and Personal Modelling written by Richard Flavell and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent introduction of two European index options on the FTSE Eurotrack 100 and the Eurotop 100 is evidence of a demand from investors to hedge pan-European risk. The FTSE Eurotrack 100 was designed to closely resemble the longer established and widely quoted Morgan Stanley European index. The Eurotrack 100 covers a hundred companies in eleven countries in continental Europe. The index is denominated in DM and' a breakdown by value into the different countries covered is given in figure 1. Capitalisation weights for Figure 1 FT-SE Eurotrack 100 Index Norway mark Germany Italy Switzerland France Netherlands Another recently introduced European index is the Eurotop 100 index denominated in EeUs, this index contains twenty two UK companies which represent 27% by value of this index. The attraction of investments in these indices is that they provide a basis for weighted exposure to Europe, investors can then build on this 240 basis by investment in individual countries. The multinational context of the universe of shares defined by this index raises some new questions for the selection of portfolios, whether the portfolios are chosen for absolute performance or to track the index. Various possible objectives of portfolio selection will be discussed, in all cases the crucial role of the covariance matrix of returns is clear. The extra source of risk present in a multinational portfolio is the combination of country risk coupled with foreign exchange risk. Two models of the return covariance matrix are proposed and examined.

Book Economic Review

    Economic Review

    Book Details:
  • Author : Federal Reserve Bank of Cleveland
  • Publisher :
  • Release : 1999
  • ISBN :
  • Pages : 316 pages

Download or read book Economic Review written by Federal Reserve Bank of Cleveland and published by . This book was released on 1999 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Asset liability Management in Commercial Banks

Download or read book Asset liability Management in Commercial Banks written by Jill Lucille Wetmore and published by . This book was released on 1988 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Commercial Bank Capacity to Pay Interest on Demand Deposits

Download or read book Commercial Bank Capacity to Pay Interest on Demand Deposits written by Elijah Brewer and published by . This book was released on 1988 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Banking Risk in Historical Perspective

Download or read book Banking Risk in Historical Perspective written by George G. Kaufman and published by . This book was released on 1986 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Risks and Failures in Banking

Download or read book Risks and Failures in Banking written by George J. Benston and published by . This book was released on 1986 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Risks of Financial Institutions

Download or read book The Risks of Financial Institutions written by Mark Carey and published by University of Chicago Press. This book was released on 2007-11-01 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic involving runs on all banks, destroying some and disrupting the financial system. Since then, however, a series of events—such as emerging-market debt crises, bond-market meltdowns, and the Long-Term Capital Management episode—has forced a rethinking of the risks facing financial institutions and the tools available to measure and manage these risks. The Risks of Financial Institutions examines the various risks affecting financial institutions and explores a variety of methods to help institutions and regulators more accurately measure and forecast risk. The contributors--from academic institutions, regulatory organizations, and banking--bring a wide range of perspectives and experience to the issue. The result is a volume that points a way forward to greater financial stability and better risk management of financial institutions.

Book Macroeconomic Models and the Term Structure of Interest Rates

Download or read book Macroeconomic Models and the Term Structure of Interest Rates written by Steven Strongin and published by . This book was released on 1990 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book American Bankers Association Banking Literature Index

Download or read book American Bankers Association Banking Literature Index written by and published by . This book was released on 1985 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Variability and Stationarity of Term Premia

Download or read book Variability and Stationarity of Term Premia written by Ramon Paul DeGennaro and published by . This book was released on 1989 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt: