Capital measurement

Xem 1-20 trên 119 kết quả Capital measurement
  • The Committee believes that a successful implementation of the revised Framework will provide banks and supervisors with critical experience necessary to address such challenges. The Committee understands that the IRB approach represents a point on the continuum between purely regulatory measures of credit risk and an approach that builds more fully on internal credit risk models. In principle, further movements along that continuum are foreseeable, subject to an ability to address adequately concerns about reliability, comparability, validation, and competitive equity.......

    pdf251p mille 07-03-2009 405 115   Download

  • The Committee believes that a successful implementation of the revised Framework will provide banks and supervisors with critical experience necessary to address such challenges. The Committee understands that the IRB approach represents a point on the continuum between purely regulatory measures of credit risk and an approach that builds more fully on internal credit risk models. In principle, further movements along that continuum are foreseeable, subject to an ability to address adequately concerns about reliability, comparability, validation, and competitive equity....

    pdf0p transang3 29-09-2012 40 5   Download

  • In recent years, enormous strides have been made in the art and science of credit risk measurement and management. Much of the energy in this area has resulted from dissatisfaction with traditional approaches to credit risk measurement and with the current Bank for International Settlements (BIS) regulatory model.

    pdf336p orchid_1 28-09-2012 113 43   Download

  • The empirical relationship between capital controls and the financial development of credit and equity markets is examined. We extend the literature on this subject along a number of dimensions.Specifically, we (1) investigate a substantially broader set of proxy measures of financial development; (2) create and utilize a new index based on the IMF measures of exchange restrictions that incorporates a measure of the intensity of capital controls; and (3) extend the previous literature by systematically examining the implications of institutional (legal) factors.

    pdf44p truongan 13-11-2009 123 34   Download

  • One issue with using portfolio holdings to evaluate fund performance is that the disclosed data reveal information about the major equity positions at particular dates but do not indicate the exact purchase and sale dates. As a result, the exact holding period of securities is unknown. Furthermore, some funds may window-dress their portfolios to hide their actual investment strategy from their investors or from competing funds, as shown byMeier and Schaumburg (2004).

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  • ESSAYS ON TOTAL FACTOR PRODUCTIVITY AND HUMAN CAPITAL In fact, I do not estimate separate regressions for each MSA, but the general effect is the same: Unreliability of the peer group measure produces an upward bias in the effect of choice on the peer group gradient, and therefore in the interaction coefficient 1 ϕ

    pdf146p mualan_mualan 25-02-2013 24 7   Download

  • HUMAN CAPITAL INVESTMENT BY PRIVATE EMPLOYERS IN BLAIR COUNTY, PENNSYLVANIA, AS MEASURED A one standard deviation (0.28) increase in the choice index corresponds with a reduction in mean scores of only about four points, about one-eighth of an MSA-level standard deviation. Moreover, in some alternative specifications not reported here, the coefficient estimate is statistically insignificant, though still negative.

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  • After studying this chapter in the lecture, you should be able to: Explain what the cost of capital represents and why it is so important, estimate the cost of equity using the dividend growth model approach and the security market line approach, estimate the cost of debt and the cost of preferred stock, understand when it is appropriate and to use the WACC as a measure of the firm's required rate of return,...

    ppt32p tangtuy02 08-03-2016 11 4   Download

  • After studying chapter 14, you should be able to: Define the “riskiness” of a capital investment project; understand how cash-flow riskiness for a particular period is measured, including the concepts of expected value, standard deviation, and coefficient of variation; describe methods for assessing total project risk, including a probability approach and a simulation approach.

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  • This chapter begins with a general introduction to project risk and follows with the consideration of its specific measurement. Next, an investment project is examined with respect to its firm-portfolio risk – that is, the marginal risk of a project to the firm as a whole. Finally, the effect of managerial (real) options on project desirability is studied.

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  • Chapter 15 explain the cost of capital and taxation issues in project evaluation. This chapter include objectives: Understand the concept of the cost of capital, understand the effect of risk on the cost of capital, understand how the cost of capital can be measured under the imputation tax system, understand why the cost of capital for a company is expressed as a weighted average of the costs of all of the company’s sources of capital,...

    ppt50p hihihaha1 03-12-2016 1 0   Download

  • Tài liệu giới thiệu khái quát về Six Sigma dành cho các doanh nghiệp Việt Nam chỉ nhằm mục đích hướng dẫn. Chương trình trợ giúp của Mekong Capital cho các doanh nghiệp mà Quỹ doanh nghiệp Mekong đang đầu tư bao gồm việc hỗ trợ để tăng cường năng lực của doanh nghiệp trong việc không ngừng cải tiến qui trình kinh doanh. Mekong Capital hiện đang có 2 chuyên viên Six Sigma Black Belt phụ trách việc hỗ trợ các doanh nghiệp trong lĩnh vực này.

    pdf17p ngoclanh 10-06-2009 895 258   Download

  • .Page i Valuation Measuring and Managing the Value of Companies .Page ii WILEY FINANCE Advanced Fixed-Income Valuation Tools, Narasimham Jegadeesh and Bruce Tuckman Beyond Value at Risk, Kevin Dowd Buying and Selling Volatility, Kevin B. Connolly Chaos and Order in the Capital Markets: New View of Cycles, Prices, and Market Volatility, Second Edition, Edgar E. Peters Corporate Financial Distress and Bankruptcy, Second Edition, Edward I.

    pdf508p leetinh 29-10-2012 114 66   Download

  • The measurement of all international transactions in and out of a country over a year is a difficult task Mistakes, errors, and statistical discrepancies will and do occur Current and capital account entries are recorded independent of one another, not together as this accounting method would prescribe

    ppt48p leanhduc_83 30-05-2010 126 53   Download

  • In everyday life we are often forced to make decisions involving risks and perceived opportunities. The consequences of our decisions are affected by the outcomes of random variables that are to various degrees beyond our control. Such decision problems arise, for instance, in financial and insurance markets.

    pdf350p namde02 08-03-2013 33 18   Download

  • The average startup will fail within the first 5 years simply because there is either not enough time or not enough capital to make it stay functional. With limited cash flow and even more limited revenues coming in, profitability is ridiculously hard. While technology makes it possible for anyone to start a business within minutes and promote it to everyone, everywhere, anytime, the competition is now stiffer than ever. As a small business owner with an online presence, you must use the power of the Internet to your advantage to not become another failed startup statistic.

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  • The study also offers an auxiliary performance measure to capture this effect and assesses how important it is to mutual fund performance in Thailand. The fourth aim of this thesis is to investigate and discuss policy implications in Thailand which adopt tax-advantaged types of mutual fund in order to encourage retirement and long-term savings. In this thesis, the performance and characteristics of these tax- advantaged funds are also investigated in a separate group and compared to those of general mutual funds. ...

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  • Since the 1980s many funds charge 12b-1 fees, which are used to pay for marketing and distribution costs and are included in the fund's expense ratio. Many funds offer multiple share classes (such as A, B, or C classes) with different combinations of loads and 12b-1 fees. To approximate the total cost of mutual fund shares, we aggregate all the costs incurred by fund shareholders using the now standard total ownership cost (TOC) measure introduced by Sirri and Tufano (1998).

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  • This monograph emerged from our efforts to study the behavior of the households from the Townsend Thai Monthly Survey. This experience convinced us that imposing an accounting framework and creating financial statements would be a useful, indeed a necessary, first step for the analysis of household finance, especially from high-frequency, monthly data.

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  • Since the financial crisis, there has been renewed interest in documenting the balance- sheet positions of financial institutions. We share the important goal of this literature: to come up with data on positions that will inform the theoretical modeling of these insti- tutions, as called for by Franklin Allen in his 2001 AFA presidential address. Adrian and Shin (2011) investigate the behavior of Value-at-Risk measures reported by investment banks.

    pdf37p taisaovanchuavo 23-01-2013 17 5   Download

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