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1. |
Record Nr. |
UNINA9910790582603321 |
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Autore |
Manzenreiter Wolfram |
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Titolo |
Sport and body politics in Japan / / Wolfram Manzenreiter |
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Pubbl/distr/stampa |
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New York : , : Routledge, , 2014 |
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ISBN |
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1-138-95289-3 |
1-135-02234-8 |
0-203-76735-7 |
1-135-02235-6 |
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Descrizione fisica |
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1 online resource (330 p.) |
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Collana |
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Routledge research in sport, culture and society ; ; 26 |
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Disciplina |
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Soggetti |
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Sports - Japan - History |
Sports and society - Japan - History |
Human body - Social aspects - Japan |
Human body - Political aspects - Japan |
Culture and globalization - Japan |
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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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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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 |
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2. |
Record Nr. |
UNINA9910964538503321 |
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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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9786613824998 |
9781462305414 |
1462305415 |
9781452791517 |
1452791511 |
9781283512541 |
1283512548 |
9781451908992 |
1451908997 |
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Edizione |
[1st ed.] |
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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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Garcia PascualAntonio |
LiJing |
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Soggetti |
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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 |
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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 |
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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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