All else being equal, debt obligations in foreign and local currency carry different default risk. This is commonly recognised in the case of sovereign debt, but less so for non sovereign, i.e., private sector, obligors. To the same obligor, the incremental default risk on a foreign currency...

We analyse the failure probabilities of the P&L Attribution (PLA) test as defined in the final market risk standard published in January 2016 by the Basel Committee on Banking Supervision. We calculate theoretical failure probabilities under the assumption that both the hypothetical and...

This paper examines the relationship between attitude towards health and neuroti cism and reporting of physical and psychological systems in mothers of chroni cally ill and healthy children. The relationship between reporting of symptoms by mothers, and complaints reported by the two groups of...