Minimum Capital Requirement Calculations for UK Futures [PDF]
Key to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high frequency UK futures realisations underpinned by a ...
Cotter, John
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Clustering Algorithm Reveals Dopamine‐Motor Mismatch in Cognitively Preserved Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To explore the relationship between dopaminergic denervation and motor impairment in two de novo Parkinson's disease (PD) cohorts. Methods n = 249 PD patients from Parkinson's Progression Markers Initiative (PPMI) and n = 84 from an external clinical cohort.
Rachele Malito +14 more
wiley +1 more source
Bank Capital Shocks and Portfolio Risk: Evidence from Japan [PDF]
Despite the downward trend of land prices and the ex-post low return on real estate loans, Japanese banks increased their lending to the real estate sector during the 1990s.
Iwatsubo, Kentaro
core
On the Necessity of Five Risk Measures [PDF]
, 2009 The banking systems that deal with risk management depend on underlying risk measures. Following the Basel II accord, there are two separate methods by which banks may determine their capital requirement. The Value at Risk measure plays an important role
Guégan, Dominique, Tarrant, Wayne
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Dynamic Precipitation during High‐Pressure Torsion of a Magnesium–Manganese Alloy
Advanced Engineering Materials, EarlyView.An ultrafine‐grained alloy is produced by high‐pressure torsion of solutionized Mg–1.35 wt% Mn. Precipitation of nanometer‐scale Mn particles during deformation provides pinning sites. This prevents the formation of a bimodal grain structure and results in a finer grain size than for pure Mg.
Julian M. Rosalie, Anton Hohenwarter
wiley +1 more source
The Effect of the Basel Accord on Bank Lending in Japan [PDF]
This study investigates the hypothesis that stricter capital adequacy requirements introduced under the 1988 Basel Accord caused Japanese banks to restrict loan growth.
Montgomery, Heather
core
Advanced Engineering Materials, EarlyView.This article provides an overview of recent advancements in bulk processing of rare‐earth‐free hard magnetic materials. It also addresses related simulation approaches at different scales. The research on rare‐earth‐free magnetic materials has increased significantly in recent years, driven by supply chain issues, environmental and social concerns, and
Daniel Scheiber, Andrea Bachmaier
wiley +1 more source
Pricing mortgage insurance: Integrating target prescribed capital requirement for systematic risk
International Review of Economics & FinanceThis study derives a closed-form formula for mortgage insurance (MI) premiums that accounts for systematic and idiosyncratic risks using option-pricing theory.
Shu Ling Chiang, Ming Shann Tsai
doaj +1 more source
Evolution of the Distribution of Assets in the Neoclassical Growth Model [PDF]
We study the evolution of the distribution of assets in a deterministic version of the Neoclassical Growth Model with log-utility, a minimum consumption requirement, and Cobb-Douglas technology.
Carlos Urrutia, Francesc Obiols-Homs
core
Great Expectations, Predictable Outcomes and the G20's Response to the Recent Global Financial Crisis: When Matters Relating to Liquidity Risks Become Equally as Important as Measures Addressing Pro cyclicality. [PDF]
, 2011 The meeting of the Governors and Heads of Supervision on the 12 September 2010, their decisions in relation to the new capital framework known as Basel III, as well as the endorsement of the agreements reached on the 26 July 2010, once again, reflect ...
Ojo, Mariane.B.
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