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1 - 4 van 4 voor forward looking buffers
dp175 systemic risk across sectors pdf
... to them as such. to the extent that stock prices are forward-looking, the indicator may act as an early warning system for systemic ... are not necessarily associated with changes in the size of capital buffers. our paper is also related to several other works that use ... rm,t denotes the daily return of the market index. by the forward-looking nature of stock prices, the market sensitivity i,t captures ...
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Systeemrisico's van Nederlandse pensioenfondsen | www.cpb.nl
... en toezicht op nederlandse kapitaalgedekte pensioenfondsen rechtvaardigen. 'forward looking' buffers met een lange tijdshorizon kunnen goed aansluiten bij dat unieke karakter van nederlandse pensioenfondsen. door 'forward looking' buffers op te bouwen en aan te houden kunnen ...
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memo1960.pdf
... induce any behavioural reaction on part of households. models that contain overlapping generations of forward-looking households and that feature aggregate uncertainty are often quite difficult to solve numerically however. ... values of reveals the precautionary saving effect at the start of the working ages. buffers are built up early in life to meet uncertainty after which consumption becomes a ...
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L:\...\II_2003_06 JL Syst [PFP#331607521]
... op nederlandse kapitaalgedekte pensioenfondsen rechtvaardigen. forward looking' buffers met een lange tijdshorizon kunnen goed aansluiten bij dat unieke karakter van nederlandse pensioenfondsen. door forward looking' buffers op te bouwen en aan te ... spanning tussen micro- en macro-toezicht 30 4.8 conclusie 30 5 buffers 31 5.1 buffers en de (dis)continuiteitsbenadering 31 5.2 pvk-instrumenten 35 5. ...
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