Credit exposure

Ebook "Essentials of financial risk management" identifies risk-mitigation policies and strategies; suggestions for determining an organization's risk tolerance; and sources of risk associated with currency exchange rates, interest rates, credit exposure, commodity prices, and other related events. Examples illustrate risk scenarios and offer tips on an array of management alternatives, including changes in the way business is conducted and hedging strategies involving derivatives.

272p tichhythan 17-08-2023 13 5   Download

Ebook Derivatives and risk management: Part 2 presents the following content: Interest Rate Derivatives and Euro-Dollar Derivatives; Credit Derivatives; Risk Management with Derivatives I; Risk Management with Derivatives II; Management of Derivatives Exposure;...Please refer to the documentation for more details.

96p chankora 16-06-2023 4 1   Download

The present study was conducted in Adilabad district of Telangana to study the profile and employment generation of tribal farmers. Total 120 respondents were randomly selected for the study and interviewed. Most of the (44.10 %) respondents belonged to medium category followed by low (39.20%) and high (16.70%) income generation. The results of the investigation it was found that farm size, training received, credit orientation, achievement motivation, social support, extension contact and mass media exposure had a positive and significant correlation with the income generation.

7p gaocaolon5 14-06-2020 12 1   Download

The present investigation was done to study the profile characteristics of women agripreneurs in Kadapa district of Andhra Pradesh. Ex-post facto research design was followed for the study and a sample of 120 respondents was drawn. The results of the study revealed that most of the respondents were middle aged (62.50%), educated up to high school (34.16%). Majority of the women agripreneurs belonged to medium categories with respect to variables of entrepreneurial experience (72.50%), social participation (55.00%), risk orientation (70.00%), innovativeness (59.

9p trinhthamhodang3 12-02-2020 16 1   Download

The present study was conducted in Hisar district of Haryana state covering 200 respondents from two localities viz., rural and urban. Results shows majority of respondents had possession of Cable TV, followed by television and newspaper and had high mass media exposure. A recent survey found that 112 million households in India own a television, with 61 percent of those homes having cable or satellite service (National Readership Studies Council, 2006). In China, television exposure grew from 18 million people in 1977 to 1 billion by 1995 (Thomas, 2003).

7p chauchaungayxua3 07-02-2020 17 1   Download

This paper evaluates the risk disclosure made by GCC banks based on the belief that the information they release is meaningful to investors, regulators, and market participants. We researchers assess how well their disclosure captures variation in risk exposure, across banks and over time. We find that both the Core Capital and Market Risk Capital Ratios are key indicators.

15p trinhthamhodang2 21-01-2020 18 0   Download

This study sought to identify the bank-specific determinants of commercial banks financial stability in Kenya. This was achieved by examining the effect of; regulatory capital, credit exposure, bank funding, bank size and corporate governance variables on banks financial stability. Altman’s Z-Score plus Model for non-US and non-manufacturing firms was adopted as a measure of banks financial stability.

27p chauchaungayxua2 19-01-2020 44 2   Download

The study was conducted in Andhra Pradesh state during 2017-18. A total of 120 Bt cotton tenant farmers were selected randomly for the study. Data was collected with interview schedule. To study the nature of the relationship between the profile characteristics and knowledge level of Bt cotton tenant farmers, correlation coefficients (r) was computed and the values were presented in Table 1. The relationship between the profile and knowledge level of Bt cotton tenant farmers were tested by null hypothesis and empirical hypothesis.

8p quenchua2 15-12-2019 15 1   Download

Therefore, a sub-fund entering into OTC transactions will be subject to the risk that its direct counterparty will not perform its obligations under the transactions and that a sub-fund will sustain losses. The Company will only enter into transactions with counterparties which it believes to be creditworthy, and may reduce the exposure incurred in connection with such transactions through the receipt of letters of credit or collateral from certain counterparties.

90p dangsuynghi 15-03-2013 67 8   Download

The other change agreed by the Committee is relevant for banks using the standardised approach for credit risk. When a bank confirms a letter of credit, it has an exposure to another bank (the bank that issues the letter of credit – or the “issuing bank”). In the case of a low income country which imports goods, the issuing bank is usually domiciled in the importer’s country (ie the low income country) and typically does not have an external credit rating.

10p doipassword 01-02-2013 43 4   Download

The current financial crisis occurred after a long and remarkable period of growth and innovation in our financial markets. New financial instruments allowed credit risks to be spread widely, enabling investors to diversify their portfolios in new ways and enabling banks to shed exposures that had once stayed on their balance sheets. Through securitization, mortgages and other loans could be aggregated with similar loans and sold in tranches to a large and diverse pool of new investors with different risk preferences.

64p mebachano 01-02-2013 64 5   Download

In the years leading up to the current financial crisis, risks built up dangerously in our financial system. Rising asset prices, particularly in housing, concealed a sharp deterioration of underwriting standards for loans. The nation’s largest financial firms, already highly leveraged, became increasingly dependent on unstable sources of short- term funding. In many cases, weaknesses in firms’ risk-management systems left them unaware of the aggregate risk exposures on and off their balance sheets. A credit boom accompanied a housing bubble.

86p mebachano 01-02-2013 50 3   Download

For banks, on the other hand, taking on credit exposure is a defining element of their business, and risk management of lending activities is their major challenge. Banking risk management practices are currently undergoing a significant transformation, entailing a greater emphasis on the systematic assessment of the quality of all credits and the production of detailed quantitative estimates of credit risk. These quantitative measures are being used by banks to inform their internal estimates of the amount of provisions and capital necessary to support these risks.

109p taisaovanchuavo 23-01-2013 79 6   Download

Sectoral differences in core business activities and risk exposures are well reflected in the balance sheets typical of firms within each sector. In order to illustrate such differences, stylised balance sheets for institutions from each sector are presented in Annex 2 of the report for explanatory purposes. These stylised balance sheets suggest the following broad patterns. The majority of a bank’s assets typically consist of loans and other credit exposures, while the majority of liabilities consist of deposits payable on demand and other short-term liabilities.

109p taisaovanchuavo 23-01-2013 50 8   Download

One of the key economic functions of credit institutions is to convert short- term deposits into long-term loans. Depending on the scale of this maturity transformation – which essentially determines the risk arising from a bank’s balance sheet structure – sharply fl uctuating market interest rates can have a considerable impact on banks’ earnings and on their capital base. The increas- ing complexity of markets makes effective processes for measuring and man- aging interest rate exposure an essential business requirement for credit insti- tutions.

51p taisaovanchuavo 23-01-2013 51 7   Download

It is difficult to discern exposures from institutions’ reported credit market posi- tions. Indeed, common data sources such as annual reports and regulatory filings record accounting measures on a large and diverse number of credit market instruments. Ac- counting measures are not necessarily comparable across positions. For example, the economic value of two loans with the same book value but different maturities will react quite differently to changes in interest rates. At the same time, many instruments are close substitutes and thus entail essentially the same market risk.

101p taisaovanchuavo 23-01-2013 83 11   Download

Bank of America Merrill Lynch operates an active carbon market services business that provides risk management, market access and liquidity, and structured finance to a variety of corporate clients looking to offset carbon emissions or manage their carbon exposure. In 2008, we engineered a ground-breaking transaction to preserve a 750,000-hectare refuge in the Aceh province of Indonesia, an ecologically sensitive region recovering from the Indian Ocean tsunami of 2004.

0p machuavo 19-01-2013 58 5   Download

Management has clarified standards for conducting the CGAs, and the Gender and Development Board will provide technical sup- port and advice. In countries where the Bank has an active lending program and where no CGA has recently been completed, an initial CGA will be completed early in the program’s implementation peri- od.

82p machuavo 19-01-2013 74 5   Download

An FMI should effectively measure, monitor, and manage its credit exposures to participants and those arising from its payment, clearing, and settlement processes. An FMI should maintain sufficient financial resources to cover its credit exposure to each participant fully with a high degree of confidence.

188p enterroi 02-02-2013 54 9   Download

In Canada, a significant portion of an insurer’s capital requirement (especially for a life insurer) arises from its exposure to credit risk. This component of the overall insurer capital requirement is determined using asset default factors. For rated short term securities, bonds, loans and private placements, these factors are based on the rating agency grade.

64p enterroi 01-02-2013 60 4   Download