Search Results - subject:"Trading risk"

EISELE, KARL-THEODOR; ARTZNER, PHILIPPE - Laboratoire de Recherche en Gestion (LaRGE), Institut … - 2013

deposit amount, and four flow processes: future trading risk exposures, deposit flows, flows of loan repayments and of deposit … supervisory margin which uses the risk assessment under the assumption of optimal trading risk exposures. The transfer principle … respect to the optimal trading risk exposures. The hierarchy of different interferences of a supervisor is related to these …

Persistent link: https://www.econbiz.de/10010633271

Bermuda; Assessment of the Supervision and Regulation of the Financial Sector

International Monetary Fund (IMF); International … - 2008

This paper presents an assessment of Financial Sector Supervision and Regulation for Bermuda. The Bermudian authorities have made impressive progress in developing and implementing a risk-focused approach to supervision across the range of their sectoral supervisory responsibilities. Full...

Persistent link: https://www.econbiz.de/10011242738

Bermuda; Assessment of the Supervision and Regulation of the Financial Sectorâ€”Volume Iâ€”Review of Financial Sector Regulation and Supervision

International Monetary Fund (IMF); International … - 2005

This paper assesses the financial sector regulation and supervision in Bermuda in the context of the offshore financial center assessment program. The assessment reveals that the financial, regulatory, and supervisory framework is well developed in banking, the key areas of securities...

Persistent link: https://www.econbiz.de/10005825396

Trading risk and volatility in interest rate swap spreads

Kambhu, John - 2004

swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from …

Persistent link: https://www.econbiz.de/10010283368

Hedging and joint production: theory and illustrations

Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1979

Persistent link: https://www.econbiz.de/10008583395