LEADER 04530nam 22006011 450 001 9910960272203321 005 20200520144314.0 035 $a(CKB)3710000000074201 035 $a(EBL)3155075 035 $a(SSID)ssj0001166071 035 $a(PQKBManifestationID)11745498 035 $a(PQKBTitleCode)TC0001166071 035 $a(PQKBWorkID)11117231 035 $a(PQKB)11729282 035 $a(Au-PeEL)EBL3155075 035 $a(CaPaEBR)ebr10805185 035 $a(OCoLC)868914849 035 $a(FR-PaCSA)88902448 035 $a(MiAaPQ)EBC3155075 035 $a(FRCYB88902448)88902448 035 $a(EXLCZ)993710000000074201 100 $a20131212h20132013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aPractical guide to UCITS funds and their risk management /$fCharles Muller, Alain Ruttiens 210 1$aLiege, Belgium :$cEdiPro,$d[2013] 210 4$d2013 215 $a1 online resource (146 p.) 300 $aDescription based upon print version of record. 311 08$a9782874961724 311 08$a2874961728 320 $aIncludes bibliographical references and index. 327 $aIntro -- Contents -- Introduction -- FIRST Part - The UCITS directives -- Chapter I. UCITS - a short history -- Chapter II. Key Statistics -- II.1 Global and European key figures -- II.2 Luxembourg key figures -- Chapter III. The legal set-up -- III.1 Law-making process (EU Directives and national implementation -- III.2 Legal types of funds -- III.3 Permitted activities -- III.3.1 Eligible assets -- III.3.2 Investment restrictions and limits -- III.3.3 Efficient Portfolio Management (EPM) Techniques -- III.4 Structuring -- III.5 Key parties involved in the operations of UCITS funds -- III.5.1 Promoter -- III.5.2 UCITS Management Company -- III.5.3 Investment Manager -- III.5.4 Distributor -- III.5.5 Depositary -- III.5.6 Fund Administrator and Transfer Agent (Central Administrator) -- III.5.7 The 'Réviseur d'Entreprises' (Independent Auditor) -- III.5.8 Types of Funds -- Chapter IV. Investor information and protection -- IV.1 The KIID -- IV.2 Annual report and semi-annual report -- Supervision and other "airbags" -- Chapter V. Confidentiality and anti-money laundering -- Chapter VI. Taxation -- VI.1 Financial Transaction Tax (FTT) -- VI.2 FATCA -- Chapter VII. Non-UCITS funds and level playing field -- VII.1 AIFMD -- VII.2 Venture Capital Funds and Social Entrepreneurship Funds -- Glossary -- Literature -- SECOND Part - UCITS risk measurement guidelines -- Chapter I. General -- I.1 Market risk -- I.2 Credit risk -- I.3 Liquidity risk -- I.4 Operational risk -- Chapter II. Comments on the CESR guidelines -- Guidelines -- 1. Definition and scope of Global Exposure -- 2. Calculation of Global Exposure using the Commitment Approach -- 2.1 Conversion Methodologies -- 2.1.1 Standard Derivatives - Embedded Derivatives and Non-Standard Derivatives. 327 $a2.1.2 Types of financial derivative instruments which may be excluded from the global exposure calculation -- 2.1.3 Netting and Hedging -- 2.1.4 Efficient Portfolio Management Techniques -- 3. Calculation of Global Exposure using the Value at Risk (VaR) Approach -- 3.1 General Principles and general requirement -- 3.2 VaR Approaches - Relative VaR and Absolute VaR - The Choice -- 3.3 Relative VaR approach -- 3.4 Absolute VaR approach -- 3.5 Minimum requirements for VaR approach -- 3.6 VaR approach: Quantitative requirements -- 3.6.1 Calculation Standards -- 3.6.2 Risk Coverage -- 3.6.3 Completeness and accuracy of the risk assessment -- 3.6.4 Back Testing -- 3.6.5 Stress testing -- 3.7 VaR approach: Qualitative requirements -- 3.8 VaR: Additional safeguards and disclosure -- 3.8.1 Additional safeguards -- 3.8.2 Disclosure -- 4. OTC Counterparty Risk Exposure -- 4.1 Collateral -- 4.2 Counterparty/issuer Concentration -- 5. Cover rules for transactions in Financial Derivative Instruments -- 6. Glossary of Terms -- Bibliography. 606 $aSwaps (Finance) 606 $aSecurities 606 $aRisk management 615 0$aSwaps (Finance) 615 0$aSecurities. 615 0$aRisk management. 676 $a332.6094 700 $aMuller$b Charles$0395733 701 $aRuttiens$b Alain$0848795 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910960272203321 996 $aPractical guide to UCITS funds and their risk management$94341391 997 $aUNINA LEADER 03179nam 2200781 a 450 001 9910956696003321 005 20251117003557.0 010 $a9786610925667 010 $a9781280925665 010 $a1280925663 010 $a9780889205734 010 $a0889205736 024 7 $a10.51644/9780889205734 035 $a(CKB)1000000000714031 035 $a(EBL)685770 035 $a(OCoLC)753479544 035 $a(SSID)ssj0000296576 035 $a(PQKBManifestationID)11223364 035 $a(PQKBTitleCode)TC0000296576 035 $a(PQKBWorkID)10327234 035 $a(PQKB)11378598 035 $a(CaPaEBR)402304 035 $a(CaBNvSL)gtp00521556 035 $a(OCoLC)181817513 035 $a(MdBmJHUP)muse14425 035 $a(Au-PeEL)EBL685770 035 $a(CaPaEBR)ebr10147296 035 $a(CaONFJC)MIL92566 035 $a(VaAlCD)20.500.12592/tbqm66 035 $a(schport)gibson_crkn/2009-12-01/2/402304 035 $a(MiAaPQ)EBC685770 035 $a(MiAaPQ)EBC3246304 035 $a(DE-B1597)667705 035 $a(DE-B1597)9780889205734 035 $a(Perlego)1706501 035 $a(EXLCZ)991000000000714031 100 $a20081106d2003 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFlorence Nightingale on mysticism and eastern religions /$fGerard Vallee, editor 205 $a1st ed. 210 $aWaterloo, Ont. $cWilfrid Laurier University Press$d2003 215 $a1 online resource (581 p.) 225 1 $aCollected works of Florence Nightingale ;$vv. 4 300 $aIncludes index. 311 08$a9780889204133 311 08$a0889204136 320 $aIncludes bibliographical references and index. 327 $aContents; Acknowledgments; Dramatis Personae; List of Illustrations; A Pre?cis of the Collected Works; Introduction to Volume 4; Key to Editing; Notes from Devotional Authors; Letters and Diaries from Egypt; Letters and Notes on Eastern Religions; Appendix: Religious Books Used; Bibliography; Index 330 $aMysticism and Eastern Religions, the fourth volume in the Collected Works and the third on Nightingale's religion, begins with the publication for the first time of Florence Nightingale's Notes on Devotional Authors of the Middle Ages, translations from and comments on the medieval (and some later) mystics who nourished her own life of faith. Next come her annotations of and comments on the Imitation of Christ, a book to which she turned in times of distress. The largest part of the volume consists of her Letters from Egypt, written 1849-50, a significant 606 $aMysticism 606 $aChristianity and other religions 607 $aAsia$xReligion 615 0$aMysticism. 615 0$aChristianity and other religions. 676 $a362.1/0942/09034 700 $aNightingale$b Florence$f1820-1910.$0472942 701 $aValle?e$b Ge?rard$f1933-$0397452 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910956696003321 996 $aFlorence Nightingale on mysticism and eastern religions$94358325 997 $aUNINA