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gamma simulation model ageing pensions and public finances pdf
... -7 abstract answer policy questions that have intergenerational implications, a computable simulation model should obey four conditions it should incorporate long-term demographic developments, ... fiscal projections and answer policy questions that have intergenerational implications, a computable simulation model should obey four conditions it should incorporate long-term demographic developments, ...
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20100608114036__risk2009.pdf
... of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may ... sensitivity is measured by applying both standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses are based ...
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20100609140407 GBI AnnualReport2009 pdf
... perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these ... to determine the additional capital requirement for concentra- tion risk. the economic capital model quantifies concentration risk based on concentrations in single report of the managing ...
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macroeconomic resilience dsge model pdf
... variances of the . 4.6 discussion - using a closed economy model the model we have described here contains no foreign variables and no ... model for these 1,000 periods. 23 4.8 measuring resilience we conduct a monte carlo simulation to evaluate the resilience of a model ... into new industries. this is not included in our model. the current model does not attempt to analyse the effects of policy ...
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