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1. |
Record Nr. |
UNINA9910586000303321 |
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Titolo |
Art and architecture of Ireland . Volume IV Architecture, 1600-2000 / / Andrew Carpenter, general editor ; Rolf Loeber [and four others], editors |
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Pubbl/distr/stampa |
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Dublin : , : Royal Irish Academy, , [2015] |
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©2015 |
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ISBN |
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Descrizione fisica |
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1 online resource (xxvi, 563 pages) : illustrations |
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Collana |
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Art and architecture of Ireland ; ; Volume 4 |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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2. |
Record Nr. |
UNINA9910788417303321 |
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Autore |
Avesani Renzo |
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Titolo |
A New Risk Indicator and Stress Testing Tool : : A Multifactor Nth-to-Default CDS Basket / / Renzo Avesani, Jing Li, Antonio Garcia Pascual |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2006 |
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ISBN |
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1-4623-0541-5 |
1-4527-9151-1 |
1-283-51254-8 |
1-4519-0899-7 |
9786613824998 |
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Descrizione fisica |
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1 online resource (25 p.) |
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Collana |
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Altri autori (Persone) |
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LiJing |
Garcia PascualAntonio |
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Soggetti |
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Risk management |
Economic indicators |
Banks and Banking |
Econometrics |
Investments: Derivatives |
Money and Monetary Policy |
Monetary Policy, Central Banking, and the Supply of Money and Credit: General |
Pension Funds |
Non-bank Financial Institutions |
Financial Instruments |
Institutional Investors |
Banks |
Depository Institutions |
Micro Finance Institutions |
Mortgages |
Classification Methods |
Cluster Analysis |
Principal Components |
Factor Models |
Monetary economics |
Finance |
Banking |
Econometrics & economic statistics |
Credit default swap |
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Credit |
CDOs |
Factor models |
Derivative securities |
Banks and banking |
Econometric models |
United States |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. DESCRIPTION OF THE INDICATOR""; ""III. MODEL DESCRIPTION""; ""IV. DATA DESCRIPTION""; ""V. FACTOR ANALYSIS: ESTIMATION RESULTS""; ""VI. COMPUTATION OF THE PROBABILITIES OF DEFAULT""; ""VII. SENSITIVITY ANALYSIS""; ""VIII. STRESS TESTING""; ""IX. CONCLUDING REMARKS""; ""References"" |
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Sommario/riassunto |
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This paper generalizes a market-based indicator for financial sector surveillance using a multifactor latent structure in the determination of the default probabilities of an nth-todefault credit default swap (CDS) basket of large complex financial institutions (LCFIs). To estimate the multifactor latent structure, we link the market risk (the covariance of the LCFIs' equity) to credit risk (the default probability of the CDS basket) in a coherent manner. In addition, to analyze the response of the probabilities of default to changing macroeconomic conditions, we run a stress test by generating shocks to the latent multifactor structure. The results unveil a rich set of default probability dynamics and help in identifying the most relevant sources of risk. We anticipate that this approach could be of value to financial supervisors and risk managers alike. |
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3. |
Record Nr. |
UNINA9910811473103321 |
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Autore |
Thibault Mireille <1962-> |
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Titolo |
Lieux hantés : le mystère élucidé / / Mireille Thibault |
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Pubbl/distr/stampa |
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[Québec, Québec] : , : Presses de l'Université Laval, , [2014] |
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Beaconsfield, Quebec : , : Canadian Electronic Library, , 2014 |
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Descrizione fisica |
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1 online resource (120 pages) |
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Disciplina |
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Soggetti |
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Haunted houses - Québec (Province) |
Parapsychology |
Maisons hantées - Québec (Province) |
Parapsychologie |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Comprend des références bibliographiques (pages 105-107). |
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Nota di contenuto |
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Introduction -- Croyances reliées à la hantise -- Des lieux dits hantés -- Légendes associées à la hantise -- La demeure que l'on dit hantée -- L'objet au cœur des événements -- Le son -- Les insectes -- Conclusion. |
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