Variable-rate Loan Commitments, Deposit Withdrawal Risk, and Anticipatory Hedging

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Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Variable-rate Loan Commitments, Deposit Withdrawal Risk, and Anticipatory Hedging by : Gary D. Koppenhaver

Download or read book Variable-rate Loan Commitments, Deposit Withdrawal Risk, and Anticipatory Hedging written by Gary D. Koppenhaver and published by . This book was released on 1984 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

International Convergence of Capital Measurement and Capital Standards

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Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)

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Book Synopsis International Convergence of Capital Measurement and Capital Standards by :

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:

The Risks of Financial Institutions

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Publisher : University of Chicago Press
ISBN 13 : 0226092984
Total Pages : 669 pages
Book Rating : 4.2/5 (26 download)

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Book Synopsis The Risks of Financial Institutions by : Mark Carey

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 669 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.

Modelling Reality and Personal Modelling

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Publisher : Springer Science & Business Media
ISBN 13 : 3642959008
Total Pages : 414 pages
Book Rating : 4.6/5 (429 download)

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Book Synopsis Modelling Reality and Personal Modelling by : Richard Flavell

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.

Economic Review

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Publisher :
ISBN 13 :
Total Pages : 298 pages
Book Rating : 4.:/5 ( download)

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Book Synopsis Economic Review by : Federal Reserve Bank of Cleveland

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 298 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bank Liquidity Creation and Financial Crises

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Publisher : Academic Press
ISBN 13 : 0128005319
Total Pages : 296 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Bank Liquidity Creation and Financial Crises by : Allen N. Berger

Download or read book Bank Liquidity Creation and Financial Crises written by Allen N. Berger and published by Academic Press. This book was released on 2015-11-24 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects of regulatory interventions, the effects of bailouts, and much more. They also analyze bank liquidity creation in the US over the past three decades during both normal times and financial crises. Narrowing the gap between the "academic world" (focused on theories) and the "practitioner world" (dedicated to solving real-world problems), this book is a helpful new tool for evaluating a bank's performance over time and comparing it to its peer group. - Explains that bank liquidity creation is a more comprehensive measure of a bank's output than traditional measures and can also be used to measure bank liquidity - Describes how high levels of bank liquidity creation may cause or predict future financial crises - Addresses questions of research and policy interest related to bank liquidity creation around the world and provides links to websites with data and other materials to address these questions - Includes such hot-button topics as the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects of regulatory interventions, and the effects of bailouts

Asset-liability Management in Commercial Banks

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Publisher :
ISBN 13 :
Total Pages : 380 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Asset-liability Management in Commercial Banks by : Jill Lucille Wetmore

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:

A Note on the Relationship Between Bank Holding Company Risk and Nonbank Activity

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Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis A Note on the Relationship Between Bank Holding Company Risk and Nonbank Activity by : Elijah Brewer

Download or read book A Note on the Relationship Between Bank Holding Company Risk and Nonbank Activity written by Elijah Brewer and published by . This book was released on 1988 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations

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Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations by : Lawrence J. Christiano

Download or read book Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations written by Lawrence J. Christiano and published by . This book was released on 1990 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Loan Portfolio Management

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Publisher :
ISBN 13 :
Total Pages : 114 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Loan Portfolio Management by :

Download or read book Loan Portfolio Management written by and published by . This book was released on 1988 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of a Conference on Bank Structure and Competition

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Publisher :
ISBN 13 :
Total Pages : 680 pages
Book Rating : 4.3/5 (555 download)

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Book Synopsis Proceedings of a Conference on Bank Structure and Competition by :

Download or read book Proceedings of a Conference on Bank Structure and Competition written by and published by . This book was released on 1988 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Banking Risk in Historical Perspective

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Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Banking Risk in Historical Perspective by : George G. Kaufman

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:

Construction of Input-output Coefficients with Flexible Functional Forms

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ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Construction of Input-output Coefficients with Flexible Functional Forms by : Philip R. Israilevich

Download or read book Construction of Input-output Coefficients with Flexible Functional Forms written by Philip R. Israilevich and published by . This book was released on 1990 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Regional Energy Costs and Business Siting Decisions

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Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Regional Energy Costs and Business Siting Decisions by : David R. Allardice

Download or read book Regional Energy Costs and Business Siting Decisions written by David R. Allardice and published by . This book was released on 1989 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Payments System Risk Issues in a Global Economy

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ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Payments System Risk Issues in a Global Economy by : Herbert L. Baer

Download or read book Payments System Risk Issues in a Global Economy written by Herbert L. Baer and published by . This book was released on 1990 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:

American Bankers Association Banking Literature Index

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Publisher :
ISBN 13 :
Total Pages : 518 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis American Bankers Association Banking Literature Index by :

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:

Variability and Stationarity of Term Premia

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Publisher :
ISBN 13 :
Total Pages : 82 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Variability and Stationarity of Term Premia by : Ramon Paul DeGennaro

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: