ENGLISH ABSTRACT: This study focuses on banking book interest rate risk management, more specifically shortterminterest … rate risk management problems. This type of risk is induced by the inflationtargeting policy of the South African Reserve …-rate deposits is exposed to the change of the repo-rate.This short-term banking book interest rate risk is defined based on the fact …

ENGLISH ABSTRACT: This study focuses on banking book interest rate risk management, more specifically shortterminterest … rate risk management problems. This type of risk is induced by the inflationtargeting policy of the South African Reserve …-rate deposits is exposed to the change of the repo-rate.This short-term banking book interest rate risk is defined based on the fact …

claims valuation techniques to derive implied asset variances from bank equity and deposit insurance, and from risk … have been regressed over on-balance accounting risk variables and off-balance sheet activities. These implied asset … variances are better than equity variance or risk-premia in proxying total risk because they consider both the non-linear nature …

claims valuation techniques to derive implied asset variances from bank equity and deposit insurance, and from risk … have been regressed over on-balance accounting risk variables and off-balance sheet activities. These implied asset … variances are better than equity variance or risk-premia in proxying total risk because they consider both the non-linear nature …

Much farm financial risk research has involved the application of "credit-scoring" models. We approach the issue of … measuring financial risk by using the actual interest rates charged on agricultural loans reported in the USDA's ARMS survey as … market-based measures of the financial risk associated with individual farm operations. A simultaneous equations model …

The seller's risk - - the probability of a set of samples exceeding an agreed upon aflatoxin level when the lot mean … does not - - and the buyer's risk - - the probability of a lot exceeding this level when a set of samples do not - - have … samples up to 250 kg and for varied lot aflatoxin levels. It is found that within this sample size range the seller's risk is …

This study analyzes the association between the degree of international involvement (DOI) and risk. Both systematic … risk (measured by the market model beta) and total rishk (measured by variance of return) are analyzed. Betas of fully … deverase as DOI increases (hypothesis). While total risk might be decreased due to the diversification provided by increasing …

physical highway assets or system usage only under certainty or risk, this research focuses on the management of an entire … certainty, risk, or uncertainty, the software outputs match with the results of actual highway programming at least 85 percent …