952 resultados para Basel Confession.


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1. Kritische geschichte der entstehung und der schicksale der ersten Baslerkonfession und der auf sie gegründeten kirchenlehre, nebst beilagen, etc.

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This study compares Value-at-Risk (VaR) measures for Australian banks over a period that includes the Global Financial Crisis (GFC) to determine whether the methodology and parameter selection are important for capital adequacy holdings that will ultimately support a bank in a crisis period. VaR methodology promoted under Basel II was largely criticised during the GFC for its failure to capture downside risk. However, results from this study indicate that 1-year parametric and historical models produce better measures of VaR than models with longer time frames. VaR estimates produced using Monte Carlo simulations show a high percentage of violations but with lower average magnitude of a violation when they occur. VaR estimates produced by the ARMA GARCH model also show a relatively high percentage of violations, however, the average magnitude of a violation is quite low. Our findings support the design of the revised Basel II VaR methodology which has also been adopted under Basel III.

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John D. Hope's grandfather's grandmother attended this conference

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Handwritten on verso: zu obest mein Atelier (My studio on the top floor)

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Handwritten on verso: zu obest mein Atelier (My studio on the top floor)

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Negotiating the boundaries of the secular and of the religious is a core aspect of modern experience. In mid-nineteenth-century Germany, secularism emerged to oppose church establishment, conservative orthodoxy, and national division between Catholics, Protestants, and Jews. Yet, as historian Todd H. Weir argues in this provocative book, early secularism was not the opposite of religion. It developed in the rationalist dissent of Free Religion and, even as secularism took more atheistic forms in Freethought and Monism, it was subject to the forces of the confessional system it sought to dismantle. Similar to its religious competitors, it elaborated a clear worldview, sustained social milieus, and was integrated into the political system. Secularism was, in many ways, Germany's fourth confession. While challenging assumptions about the causes and course of the Kulturkampf and modern antisemitism, this study casts new light on the history of popular science, radical politics, and social reform.

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The global financial crisis underscored the importance of regulation and supervision to a well functioning banking system that efficiently channels financial resources into investment. In this paper, we contribute to the ongoing policy debate by assessing whether compliance with international regulatory standards and protocols enhances bank operating efficiency. We focus specifically on the adoption of international capital standards and the Basel Core Principles for Effective Bank Supervision (BCP). The relationship between bank efficiency and regulatory compliance is investigated using the (Simar and Wilson 2007) double bootstrapping approach on an international sample of publicly listed banks. Our results indicate that overall BCP compliance, or indeed compliance with any of its individual chapters, has no association with bank efficiency.