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A top-down loan-level stress test for banks' corporate credit risk

Remaining collateral includes securities, gold, currency and deposits, loans, trade receivables, equity and investment fund shares, life insurance policies, ...



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Stress Testing and Scenario Analysis of Pension Plans - IOPS
Even though particular attention is given to liquidity stress testing, the Australian regulator also provides guidance on investment risk stress testing.
Effectiveness and Capability Review of the Australian Prudential ...
This includes APRA applying to superannuation its skill and long-standing experience gained in conducting APRA-led stress testing in the more ...
Stress Testing and Scenario Analysis in Life Insurance?and Beyond
Stress and scenario testing needs to address risks that are not included in a firm's model used to calculate capital requirements, for instance ...
Annual Report 2023?24 - APRA
APRA's core purpose is to ensure Australia's financial system remains stable and safe throughout different operating and economic conditions, so ...
Information Paper - APRA's Policy Priorities January 2022
APRA's policy priorities for the three insurance industries (general, life and private health ... practices, stress testing and liquidity.
Development Banks - Public Documents | The World Bank
AGRICULTURAL DEVELOPMENT BANK OF CHINA. 7.53. EXPORT-IMPORT BK OF ... Le rendement des obligations d'État chinoises à 5 ans a baissé de près de 10 ...
iShares China CNY Bond UCITS ETF | BlackRock
Paris, le 26 mars 2014, Cathay Capital annonce aujourd'hui la mise en place prochaine du Sino. French (Midcap) Fund, nouveau véhicule ...
iShares China CNY Bond UCITS ETF - BlackRock
CHINA DEVELOPMENT BANK. 22.87 %. AGRICULTURAL DEVELOPMENT BANK OF CHINA. 13.48 %. EXPORT-IMPORT BANK OF CHINA. 8.22 %. Total du portefeuille.
bpifrance et china development bank apportent leur soutien au
AGRICULTURAL DEVELOPMENT BANK OF CHINA. 8.01. EXPORT-IMPORT BK OF ... Le rendement des obligations d'État chinoises à 5·ans a baissé de près de 11 ...
iShares China CNY Bond UCITS ETF
China Development Bank 3.23%, 1/10/25. 3,71. China Development Bank 4.04%, 7/06/28. 3,02. China Development Bank 4.73%, 4/02/25. 1,76. China Development Bank ...
AB RMB INCOME PLUS PORTFOLIO - AllianceBernstein Literature
CHINA DEVELOPMENT BANK. CND10006GPV7. 2.82%. 22.05.2033. 2.85%. CHINA ... en cours correspondent au TER du dernier rapport annuel. Les ...
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(Course Assistance in Social and · Human Sciences S3). ????. ? ... ? ?? ???. ? Ikeda Shintaro. ????. T. ????? I · (Strategic Management ...