1.

Record Nr.

UNINA9910790582603321

Autore

Manzenreiter Wolfram

Titolo

Sport and body politics in Japan / / Wolfram Manzenreiter

Pubbl/distr/stampa

New York : , : Routledge, , 2014

ISBN

1-138-95289-3

1-135-02234-8

0-203-76735-7

1-135-02235-6

Descrizione fisica

1 online resource (330 p.)

Collana

Routledge research in sport, culture and society ; ; 26

Disciplina

796.0952

Soggetti

Sports - Japan - History

Sports and society - Japan - History

Human body - Social aspects - Japan

Human body - Political aspects - Japan

Culture and globalization - Japan

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

pt. 1. Configurations of modernity : sport, the body and the nation -- pt. 2. New roles, new faces : sport in the service of various masters -- pt. 3. Global dimensions : sport and geo-politics of the body.

Sommario/riassunto

There is more to Japanese sport than sumo, karate and baseball. This study of social sport in Japan pursues a comprehensive approach towards sport as a distinctive cultural sphere at the intersection of body culture, political economy, and cultural globalization. Bridging the gap between Bourdieu and Foucault, it explains the significance of the body as a field of action and a topic of discourse in molding subject and society in modern Japan. More specifically, it provides answers to questions such as how and to what purposes are politics of the body articulated in Japan, particularly in the r



2.

Record Nr.

UNINA9910964538503321

Autore

Avesani Renzo

Titolo

A New Risk Indicator and Stress Testing Tool : : A Multifactor Nth-to-Default CDS Basket / / Renzo Avesani, Jing Li, Antonio Garcia Pascual

Pubbl/distr/stampa

Washington, D.C. : , : International Monetary Fund, , 2006

ISBN

9786613824998

9781462305414

1462305415

9781452791517

1452791511

9781283512541

1283512548

9781451908992

1451908997

Edizione

[1st ed.]

Descrizione fisica

1 online resource (25 p.)

Collana

IMF Working Papers

Altri autori (Persone)

Garcia PascualAntonio

LiJing

Soggetti

Risk management

Economic indicators

Banking

Banks and Banking

Banks and banking

Banks

Cdos

Classification Methods

Cluster Analysis

Credit default swap

Credit

Depository Institutions

Derivative securities

Econometric models

Econometrics & economic statistics

Econometrics

Factor Models

Factor models

Finance

Financial Instruments

Institutional Investors



Investments: Derivatives

Micro Finance Institutions

Monetary economics

Monetary Policy, Central Banking, and the Supply of Money and Credit: General

Money and Monetary Policy

Mortgages

Non-bank Financial Institutions

Pension Funds

Principal Components

United States

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"April 2006".

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""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""

Sommario/riassunto

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.