Report 52 - Fixed Maturity EUR Industrial Bond Funds
... This composite report is part of the collection of composite reports of the Global Investment Performance Standards (GIPS) compliant firm Petercam Institutional Asset Management. Petercam claims compliance with the Global Investment Performance Standards (GIPS®) and ...
... This composite report is part of the collection of composite reports of the Global Investment Performance Standards (GIPS) compliant firm Petercam Institutional Asset Management. Petercam claims compliance with the Global Investment Performance Standards (GIPS®) and ...
Government Bonds and Their Investors
... tests show a multifaceted lead-lag relationship between changes in holdings and yields. Using a VAR analysis, this paper finds no significant evidence for the push effect, while the statistical relation between non-resident investors and yields appears to originate from a pull effect in the joint sa ...
... tests show a multifaceted lead-lag relationship between changes in holdings and yields. Using a VAR analysis, this paper finds no significant evidence for the push effect, while the statistical relation between non-resident investors and yields appears to originate from a pull effect in the joint sa ...
Racial/Ethnic Disparities in Risky Asset Ownership
... Given the importance of investments in the risky assets in contributing to wealth differences between different racial/ethnic groups, many studies focus on the ownership of risky assets and its relationship with race (Haliassos & Bertaut, 1995; Plath & Stevenson, 2000; Coleman, 2003). For instance, ...
... Given the importance of investments in the risky assets in contributing to wealth differences between different racial/ethnic groups, many studies focus on the ownership of risky assets and its relationship with race (Haliassos & Bertaut, 1995; Plath & Stevenson, 2000; Coleman, 2003). For instance, ...
Comparing different regulatory measures to control stock market volatility: a general equilibrium analysis
... One of the main objectives of a regulator is to maintain stable financial markets. Major instruments for attaining such stability include fiscal and monetary policy measures, as well as direct restrictions on trading in financial markets. In this paper, we compare the effects of different regulatory ...
... One of the main objectives of a regulator is to maintain stable financial markets. Major instruments for attaining such stability include fiscal and monetary policy measures, as well as direct restrictions on trading in financial markets. In this paper, we compare the effects of different regulatory ...
lincreasedl Correlation in Bear Markets
... assumption of joint normality would still result in the same mean-variance-efficient portfolio. However, as we have seen, deviations from normality exist with increased probability mass hi the tails of the return distribution, which results irt an increase in 'the coitelations of large negative move ...
... assumption of joint normality would still result in the same mean-variance-efficient portfolio. However, as we have seen, deviations from normality exist with increased probability mass hi the tails of the return distribution, which results irt an increase in 'the coitelations of large negative move ...
What is owners equity in accounting? Peter Baskerville The
... The business will then use both the Equity funds (Owners equity) and the Debt Funds (Liabilities) to purchase assets. Assets are those items of financial value that the Source URL: http://knol.google.com/k/what-is-owners-equity-in-accounting# ...
... The business will then use both the Equity funds (Owners equity) and the Debt Funds (Liabilities) to purchase assets. Assets are those items of financial value that the Source URL: http://knol.google.com/k/what-is-owners-equity-in-accounting# ...
Industry and Sector Equity Premium with Economic Dynamics: Keiichi Kubota
... the framework as defined in equation (4) for single-factor model. Since these estimates are based only on the available information set, it can be also considered as a form of conditional model. However, our empirical pre-analysis showed that these rolling-method estimates were quite unstable over t ...
... the framework as defined in equation (4) for single-factor model. Since these estimates are based only on the available information set, it can be also considered as a form of conditional model. However, our empirical pre-analysis showed that these rolling-method estimates were quite unstable over t ...
Stress testing of banks: an introduction
... stress tests have the potential to support both risk measurement and risk management. In other words, as well as helping to measure the impact of potential future shocks on individual banks and the wider banking system, they can also be used to help set prudential policy aimed at making sure that in ...
... stress tests have the potential to support both risk measurement and risk management. In other words, as well as helping to measure the impact of potential future shocks on individual banks and the wider banking system, they can also be used to help set prudential policy aimed at making sure that in ...
DIRECTIVE 3b ON TRUSTS, ANSTALTEN, FOUNDATIONS
... the Anti-Money Laundering Act (hereinafter “MLA”) that are tailored to situations involving trusts, foundations, Anstalten and, by extension, other entities whose contracting party and/or beneficial owner cannot always be determined in accordance with the usual rules. ...
... the Anti-Money Laundering Act (hereinafter “MLA”) that are tailored to situations involving trusts, foundations, Anstalten and, by extension, other entities whose contracting party and/or beneficial owner cannot always be determined in accordance with the usual rules. ...
Capital Budgeting for Small Businesses
... be sufficient to repay the debt, but also occur when repayments are due. A debt-financed project that has a positive NPV but whose cash flows do not coincide with the debt payment schedule should be rejected by the rational entrepreneur because a project that results in a firm defaulting on its obli ...
... be sufficient to repay the debt, but also occur when repayments are due. A debt-financed project that has a positive NPV but whose cash flows do not coincide with the debt payment schedule should be rejected by the rational entrepreneur because a project that results in a firm defaulting on its obli ...
Financial Intermediaries, Leverage Ratios and Business
... and Shin (2008, 2009), who provide evidence on the time series behavior of balance sheet items of some financial intermediaries using Flows of Funds data. However, they do not compute standard business cycle statistics for these financial variables. In addition, they do not analyze the whole financi ...
... and Shin (2008, 2009), who provide evidence on the time series behavior of balance sheet items of some financial intermediaries using Flows of Funds data. However, they do not compute standard business cycle statistics for these financial variables. In addition, they do not analyze the whole financi ...
Cash-flow Risk, Discount Risk, and the Value Premium
... dynamics over time. We show that discount risk effects interact with the cross-sectional dispersion in cash-flow risk to induce time series variation in the relative risk of value versus growth stocks over the business cycle as measured by shocks to aggregate consumption. In particular, consistently ...
... dynamics over time. We show that discount risk effects interact with the cross-sectional dispersion in cash-flow risk to induce time series variation in the relative risk of value versus growth stocks over the business cycle as measured by shocks to aggregate consumption. In particular, consistently ...
esma_priips_euronext_reply_form_jan_29
... position). When an option is bought, the investors can lose no more than the investment. When an option is sold to create a short position, the loss of the investor is not limited unless the investor is hedged: in that case the risk to lose money can be zero. Creating a long position or a short posi ...
... position). When an option is bought, the investors can lose no more than the investment. When an option is sold to create a short position, the loss of the investor is not limited unless the investor is hedged: in that case the risk to lose money can be zero. Creating a long position or a short posi ...
HD VIEW 360 INC.
... The Company follows the provisions of ASC 740-10, Accounting for Uncertain Income Tax Positions. When tax returns are filed, it is highly certain that some positions taken would be sustained upon examination by the taxing authorities, while others are subject to uncertainty about the merits of the p ...
... The Company follows the provisions of ASC 740-10, Accounting for Uncertain Income Tax Positions. When tax returns are filed, it is highly certain that some positions taken would be sustained upon examination by the taxing authorities, while others are subject to uncertainty about the merits of the p ...
overhead - 23 Portfolio, Risk Stationarity
... Portfolio and Bid Analysis Models • Many business decisions can be couched in a portfolio analysis framework • A portfolio analysis refers to comparing investment alternatives • A portfolio can represent any set of risky alternatives the decision maker considers • For example an insurance purchase ...
... Portfolio and Bid Analysis Models • Many business decisions can be couched in a portfolio analysis framework • A portfolio analysis refers to comparing investment alternatives • A portfolio can represent any set of risky alternatives the decision maker considers • For example an insurance purchase ...
Third party governance and risk management The threats
... becoming more and more concerned about any disruption to customer service this can create or any regulation this may breach, given the growing severity of the related punitive action by regulators, and customers. At the same time, increasing decentralisation of operating units in organisations is st ...
... becoming more and more concerned about any disruption to customer service this can create or any regulation this may breach, given the growing severity of the related punitive action by regulators, and customers. At the same time, increasing decentralisation of operating units in organisations is st ...
Debt Sustainability- Medium term Outlook
... Interest payments went down to 10% of GDP from 17% Concessional lending by banks helped ...
... Interest payments went down to 10% of GDP from 17% Concessional lending by banks helped ...
Untitled - Yorkville Asset Management
... from portfolio management and advisory services, to mortgage finance solutions and also control one of the leading distributors of fixed-income Registered Education Savings Plans (RESPs) in Canada. ...
... from portfolio management and advisory services, to mortgage finance solutions and also control one of the leading distributors of fixed-income Registered Education Savings Plans (RESPs) in Canada. ...
Enhanced-Supervision-for-U.S.-Operations-of-Foreign
... Combined U.S. Assets of Less than $50 Billion • An FBO with combined U.S. assets of less than $50 billion would be required to: – Report to the FRB the results of an internal liquidity stress test (either on a consolidated basis or for its combined U.S. operations) on an annual basis. – Internal str ...
... Combined U.S. Assets of Less than $50 Billion • An FBO with combined U.S. assets of less than $50 billion would be required to: – Report to the FRB the results of an internal liquidity stress test (either on a consolidated basis or for its combined U.S. operations) on an annual basis. – Internal str ...
Financial Statement Analysis and Valuation
... This document describes the spreadsheets and related textual narratives for FSA and valuation that are available for free at http://www.godeohlson.com/. These materials streamline the terminology and organize the topics in a coherent framework, and as a consequence, provide efficient implementation ...
... This document describes the spreadsheets and related textual narratives for FSA and valuation that are available for free at http://www.godeohlson.com/. These materials streamline the terminology and organize the topics in a coherent framework, and as a consequence, provide efficient implementation ...
