01539oam 2200397M 450 991071650450332120210706143243.0(CKB)5470000002523115(OCoLC)1065769247(OCoLC)995470000002523115(EXLCZ)99547000000252311520071213d1926 ua 0engurcn|||||||||txtrdacontentcrdamediacrrdacarrierConsideration of bill providing for a uniform system of bankruptcy. April 13, 1926. -- Referred to the House Calendar and ordered to be printed[Washington, D.C.] :[U.S. Government Printing Office],1926.1 online resource (1 pages)House report / 69th Congress, 1st session. House ;no. 874[United States congressional serial set] ;[serial no. 8536.]Batch processed record: Metadata reviewed, not verified. Some fields updated by batch processes.FDLP item number not assigned.BankruptcyLegislative materials.lcgftBankruptcy.Snell Bertrand Hollis1870-1958Republican (NY)1388514WYUWYUOCLCOOCLCQBOOK9910716504503321Consideration of bill providing for a uniform system of bankruptcy. April 13, 1926. -- Referred to the House Calendar and ordered to be printed3546706UNINA03111oam 2200709I 450 991078468110332120200520144314.01-134-27597-81-134-27598-61-280-13883-10-203-31110-810.4324/9780203311103 (CKB)1000000000359792(EBL)199542(OCoLC)475906477(SSID)ssj0000119809(PQKBManifestationID)11141756(PQKBTitleCode)TC0000119809(PQKBWorkID)10073542(PQKB)11012802(Au-PeEL)EBL199542(CaPaEBR)ebr10094525(CaONFJC)MIL13883(OCoLC)252968785(MiAaPQ)EBC199542(PPN)19845970X(EXLCZ)99100000000035979220180331d2005 uy 0engur|n|---|||||txtccrThe changing face of European identity a seven-nation study of (supra) national attachments /edited by Richard RobynLondon ;New York :Routledge,2005.1 online resource (255 p.)Routledge advances in European politics ;23Description based upon print version of record.0-415-51407-X 0-415-34815-3 Includes bibliographical references and index.Book Cover; Title; Copyright; Contents; 1 Introduction: national versus supranational identity in Europe; 2 Methodology; 3 Beyond duality; 4 Being in Europe; 5 Supranational identity emerging in France; 6 Steadfastly European?; 7 Italian multiple identities; 8 European identity frames in the Netherlands; 9 Northern Ireland, identities and Europe; 10 Being a Swede in a transforming European setting; 11 Conclusion; IndexDrawing upon systematic research using Q Methodology in seven countries - Denmark, France, Germany, the United Kingdom, Italy, Netherlands and Sweden - this volume presents the results of the most extensive effort yet at cross-cultural, subjective assessment of national and supranational identity. The studies attempt to explain how the European Union, as the most visible experiment in mass national identity change in the contemporary world, influences how Europeans think about their political affiliations.Routledge advances in European politics ;23.Group identityEuropean Union countriesGroup identityCross-cultural studiesNationalismEuropean Union countriesNationalismCross-cultural studiesGroup identityGroup identityNationalismNationalism320.54/09489.52bcl77.04bclRobyn Richard1949-1540277FlBoTFGFlBoTFGBOOK9910784681103321The changing face of European identity3791825UNINA06871oam 22016334 450 991078869940332120230828235725.01-4623-3062-21-4527-6224-41-283-51662-497866138290781-4519-0996-9(CKB)3360000000443833(EBL)3012542(SSID)ssj0000948582(PQKBManifestationID)11484547(PQKBTitleCode)TC0000948582(PQKBWorkID)10950156(PQKB)10727647(OCoLC)535146946(MiAaPQ)EBC3012542(IMF)WPIEE2006283(EXLCZ)99336000000044383320020129d2006 uf 0engurcn|||||||||txtccrPortfolio Credit Risk and Macroeconomic Shocks : Applications to Stress Testing Under Data-Restricted Environments /Miguel SegovianoWashington, D.C. :International Monetary Fund,2006.1 online resource (52 p.)IMF Working Papers"December 2006."1-4518-6543-0 Includes bibliographical references (p. 45-50).""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References""Portfolio credit risk measurement is greatly affected by data constraints, especially when focusing on loans given to unlisted firms. Standard methodologies adopt convenient, but not necessarily properly specified parametric distributions or simply ignore the effects of macroeconomic shocks on credit risk. Aiming to improve the measurement of portfolio credit risk, we propose the joint implementation of two new methodologies, namely the conditional probability of default (CoPoD) methodology and the consistent information multivariate density optimizing (CIMDO) methodology. CoPoD incorporates the effects of macroeconomic shocks into credit risk, recovering robust estimators when only short time series of loans exist. CIMDO recovers portfolio multivariate distributions (on which portfolio credit risk measurement relies) with improved specifications, when only partial information about borrowers is available. Implementation is straightforward and can be very useful in stress testing exercises (STEs), as illustrated by the STE carried out within the Danish Financial Sector Assessment Program.IMF Working Papers; Working Paper ;No. 2006/283RiskBank investmentsBank loansBank capitalBanks and BankingimfFinance: GeneralimfFinancial Risk ManagementimfIndustries: Financial ServicesimfMoney and Monetary PolicyimfMathematical MethodsimfEconometric and Statistical Methods: OtherimfModel Evaluation and SelectionimfOptimization TechniquesimfProgramming ModelsimfDynamic AnalysisimfBusiness FluctuationsimfCyclesimfBanksimfDepository InstitutionsimfMicro Finance InstitutionsimfMortgagesimfFinancing PolicyimfFinancial Risk and Risk ManagementimfCapital and Ownership StructureimfValue of FirmsimfGoodwillimfInternational Financial MarketsimfFinancial Institutions and Services: Government Policy and RegulationimfMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralimfFinanceimfFinancial services law & regulationimfBankingimfMonetary economicsimfCredit riskimfLoansimfAsset valuationimfStress testingimfFinancial regulation and supervisionimfFinancial institutionsimfFinancial sector policy and analysisimfAsset and liability managementimfCreditimfMoneyimfFinancial risk managementimfAsset-liability managementimfBanks and bankingimfDenmarkimfRisk.Bank investments.Bank loans.Bank capital.Banks and BankingFinance: GeneralFinancial Risk ManagementIndustries: Financial ServicesMoney and Monetary PolicyMathematical MethodsEconometric and Statistical Methods: OtherModel Evaluation and SelectionOptimization TechniquesProgramming ModelsDynamic AnalysisBusiness FluctuationsCyclesBanksDepository InstitutionsMicro Finance InstitutionsMortgagesFinancing PolicyFinancial Risk and Risk ManagementCapital and Ownership StructureValue of FirmsGoodwillInternational Financial MarketsFinancial Institutions and Services: Government Policy and RegulationMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralFinanceFinancial services law & regulationBankingMonetary economicsCredit riskLoansAsset valuationStress testingFinancial regulation and supervisionFinancial institutionsFinancial sector policy and analysisAsset and liability managementCreditMoneyFinancial risk managementAsset-liability managementBanks and bankingSegoviano Miguel1464137International Monetary Fund.Monetary and Capital Markets Dept.DcWaIMFBOOK9910788699403321Portfolio Credit Risk and Macroeconomic Shocks3673702UNINA