Procyclicality 中文
WebbThe effectiveness of the tools in reducing procyclicality is measured as the reduction in the peak-to-trough and 20‑day average values triggered by the tools. The unrestricted VaR model shows a peak-to-trough of 1.91, implying that the highest margin paid through the cycle on our sample portfolio is 91% higher than the lowest margin paid on the same … Webb29 juli 2011 · Procyclicality is one of the structural flaws of the euro zone; there is no federal agent to do counter procyclical budgeting during a recession. Thus, the euro …
Procyclicality 中文
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WebbThere are concerns that credit rating agencies may exacerbate pro-cyclicality duri ng a crisis through rapid or overzealous downgrading of previously. [...] investment-grade … Webb摘要： This paper examines the behavior of asset correlations with the market returns in the asymptotic single risk factor (ASRF) approach of the Basel II accord on regulatory capital req...
Webbprocyclicality Översättningar SV procyklikalitet {utrum} volume_up 1. ekonomi procyklikalitet volume_up procyclicality {substantiv} more_vert Finanskrisen föddes ur … WebbProcyclicality is an inherent feature of the real and especially the financial sector of an economy, which has been highlighted by the recent crisis. Due to procyclicality, banks are transformed from mitigation mechanisms to amplifiers of changes in economic activity potentially affecting financial stability.
Webb31 dec. 2016 · Some degree of financial sector procyclicality is a characteristic of any normally functioning economy. At issue is whether the observed procyclicality is … WebbDraft Guidelines on Anti-Procyclicality Margin Measures for Central Counterparties . ESMA • CS 60747 – 103 rue de Grenelle • 75345 Paris Cedex 07 • France • Tel. +33 (0) 1 58 36 43 21 • www.esma.europa.eu 2 8 January 2024 ESMA70-151-1013 Responding to this paper
Webb2 篇 中文; 1 篇 西班牙文 ... The procyclicality of loan loss provisions can explain about two-thirds of the variation in bank capitalization over the business cycle. We estimate that provisioning procyclicality in the euro area is about twice as …
Webbprocyclicality – is a key aim of this literature review. With this concept of procyclicality in mind, we note that a key expectation of prudential policymakers is that the move from IL to ECL standards should, in fact, address the ‘too little, too late’ problem and benefit financial stability and the broader economy. small office building planWebb28 maj 2024 · Procyclicality of margin refers to the fact that margin requirements for the same portfolio are higher in times of market stress and lower in calm conditions. Backgound Under EMIR, CCPs are required to monitor and account for procyclical effects of margins including to make disclosures on its risk management practices such as the … small office building plansWebb9 jan. 2024 · The policy options in consideration are as follows: the pass-through by central counterparties of any intraday variation margin collected in the course of the same day; the introduction of initial margin floors in both centrally and non-centrally cleared derivatives markets; the reduction of risks of procyclicality in client clearing by limiting the … son of sam name originWebb[網絡] 順周期性；親周期性；順周期風險 "procyclically" 中文翻譯 : [網絡] 順周期地 "procyclicalities" 中文翻譯 : [網絡] 順周期性 "procyclics" 中文翻譯 : (procyclic 的復數) [網 … son of sam still aliveWebbprocyclicality 在中文中. 英文 - 中文 字典包含 3 的procyclicality翻译，最受欢迎的是： 推波助澜, 造成 (或引起、促成)周期变化的现象, 顺周期性 。. procyclicality 的上下文翻译 数据库至少包含 117 句。. small office building design plansWebb31 okt. 2024 · CECL could mitigate procyclicality concerns by requiring banks to build some loan loss allowances even before a loss becomes probable (that is, meets the requirements for the incurred loss model). Given that every loan has some possibility of a credit loss, CECL requires a bank to increase its loss provisions starting in the quarter … son of sam prisonWebb(practicality在劍橋英語-中文（繁體）詞典的翻譯 © Cambridge University Press) son of samson torrent