scholarly journals Basel III FRTB: data pooling innovation to lower capital charges

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Jimmy Yicheng Huang
Keyword(s):  
Risk Factor ◽  
Historical Context ◽  
Internal Models ◽  
Data Retention ◽  
Data Pooling ◽  
Data Platform ◽  
Asset Class ◽  
Capital Charge ◽  
Business Requirements

Abstract Background Anticipated to overhaul the structure of market risk teams, IT teams, and trading desks within banks by 2023, Basel III's Fundamental Review of the Trading Book requirements will also increase capital charges banks will incur globally. The case study focuses on describing what is needed with regards to the risk factor eligibility test (RFET) as well as for implementing a data pool to lower capital charges. By establishing a consortium of banks per region to implement a data pooling solution, participants can prove a wider breadth of modellable risk factors per asset class and use the Internal Models Approach (IMA) of valuing risk to lower capital charge requirements significantly. Case description First, a description on the historical context surrounding the Fundamental Review of the Trading Book rules and the business requirements needed to comply with the risk factor eligibility test is made. Then an examination is conducted on the innovative data pooling initiative implemented by CanDeal, TickSmith Corp., and the 6 largest Canadian banks to lower capital charge requirements under the Fundamental Review of the Trading Book. Discussion and evaluation A description is made on what types of data, expertise, and technology is needed to calculate for risk factor modellability. It is up to each firm to decide if the benefits to using the Internal Models Approach to lower capital charges outweighs implementation and running costs of the underlying data platform. Implementing a data pool for each region comes with challenges that include anti-competition law that may block the initiative, varied benefits to each competitive participant, and data security concerns. Conclusion It is evident that the data pool innovation provides benefits to lowering capital charges as the Canadian banks have seen an increase of modellability by several factors using the sample bond asset class. While each firm must still determine internally if the benefits outweighs the technological costs they will incur, it is clear that regulators are pushing for increased data retention and scrutiny.

scholarly journals American Wedding Albums: a Case Study

2021 ◽  
Author(s):  
Marisa Catherina D’Agostino
Keyword(s):  
Qualitative Research ◽  
Material Culture ◽  
Historical Context ◽  
Oral Histories ◽  
Main Section ◽  
Specific Focus ◽  
Popular Medium ◽  
Production Organization ◽  
Scholarly Attention

Wedding photography is an area of vernacular studies that receives surprisingly little scholarly attention. This thesis explores the material culture of wedding photography, with a specific focus on the analysis of the wedding album in terms of presentation and consumption by families from the 1950s to the 1980s. The main section of this thesis provides an examination of selected wedding album owners. This case study contains a collection of oral histories from seven individuals on their experiences with presenting and displaying their wedding photographs. The analysis provides qualitative research on the production, organization, and consumption of the wedding album as a popular medium for exhibiting wedding photographs. In addition, this thesis offers some social and historical context on the development of the wedding album and wedding photography.

scholarly journals PECREATIVITY | PEOPLE ECONOMY CITY: THE CASE OF LONDON AS A PROACTIVE INVESTIGATION TOOL

2018 ◽  
Vol 11 (1) ◽  
pp. 142-151
Author(s):  
Giuliana Bonifati
Keyword(s):  
Social Sciences ◽  
Social Class ◽  
Urban Environment ◽  
Historical Context ◽  
Radical Change ◽  
Theoretical Background ◽  
Urban Transformation ◽  
Urban Spaces ◽  
Social Fields

The current historical context is characterised by a significant change in the economic and social fields that have led to the development of the economy of creativity and knowledge. This condition has laid the basis for the rise of a new social class. This radical change in the productive paradigm has started a series of modifications to urban spaces, setting in place a rooted change in the fabric of the city.The objective of this paper is to understand and interpret the nature of the changes under way and to investigate how what occurred in economic and social fields influenced the processes of urban regeneration. Starting from a theoretical background it will examine the concept of creativity applied to economics and social sciences. Secondly, by identifying the urban environment of London as a case study, it will analyze single cases that will show the root of these practices within urban spaces. The purpose of it will be verified by the possibility of building urban transformation strategies that use creativity as the tool of change.

scholarly journals Kreatywność za drutem kolczastym: archeologia i sztuka okopowa z pierwszowojennego obozu jenieckiego w Czersku (woj. pomorskie)

2019 ◽  
Vol 23 ◽  
pp. 105-136
Author(s):  
Dawid Kobiałka
Keyword(s):  
Material Culture ◽  
Historical Context ◽  
Archaeological Sites ◽  
Archaeological Research ◽  
Prisoner Of War ◽  
The Third ◽  
Anthropological Research ◽  
Special Category

This article discusses the results of archaeological and anthropological research concerning material remains of a prisoner of war camp in Czersk (Pomeranian province, Poland) (Kriegsgefangenenlager Czersk). In the first part, I sketch a broader historical context related to building and functioning of the camp in forests around Czersk between 1914–1919. After that, the role and meaning of  archaeological research on such type of archaeological sites are presented. In the third part, I focus on a very special category of the camp heritage which is called trench art. The last part of this paper is a case study where an assemblage of objects classified as trench art that was found at the camp is described and interpreted. This text aims at highlighting the value of such prisoners and camp’s heritage. Such material culture is a material memory of extraordinary prisoners’ creativity behind barbed wire. It makes one aware of how every piece of trash, rubbish was re-cycled during day-to-day life behind barbed wire.

scholarly journals A CASE STUDY ON ESSENTIAL HYPERTENSION MANAGING THROUGH AYURVEDA W.S.R. RAKTAGATA VYAN VAISHAMYA

2021 ◽  
Vol p5 (4) ◽  
pp. 2965-2968
Author(s):  
Ruhi Zahir ◽  
Iqbal Khan
Keyword(s):  
Blood Pressure ◽  
Renal Failure ◽  
Risk Factor ◽  
Essential Hypertension ◽  
Cardiovascular Diseases ◽  
High Blood Pressure ◽  
Direct Reference ◽  
Major Risk Factor ◽  
End Stage

Essential hypertension is high blood pressure that doesn't have any known etiopathology. Most of sufferers (85%) are asymptomatic and as per available reports, in more than 95% cases of hypertension under lying cause is not found. It is estimated that 600 million people are affected worldwide. Hypertension is a major risk factor for the development of cardiovascular diseases (CVD). Its impact is greatest on stroke, MI and end stage is renal failure as it’s known as a Silent Killer. Hence there is no direct reference of hypertension in Ayurvedic classics by name as well as by its path physiological views. Many works have been carried out on hypertension to evaluate the perfect diagnosis and mode of treatment on the basis of Different nomenclatures also have been adopted by Ayurveda experts like Raktagata Vata, Raktagata Vyana Vaisamya, Uccha Rakta Chapa, Raktavrita Vata, Siragata Vata etc. Keywords: Essential hypertension, Raktagata Vyana Vaisamya, Uccha Rakta Chapa, Cardiovascular diseases, Silent Killer.

scholarly journals REPRODUKSI PAHAM KEAGAMAAN DAN RESPON TERHADAP TUDUHAN RADIKAL (Studi Kasus Pesantren Ngruki Pasca Bom Bali 2002)

Harmoni ◽  
2017 ◽  
Vol 16 (1) ◽  
pp. 75-93
Author(s):  
Muhamad Murtadlo
Keyword(s):  
Qualitative Research ◽  
Historical Context ◽  
Case Study Approach ◽  
Study Approach ◽  
Radical Islam ◽  
Religious Understanding ◽  
Multiple Causes

Pesantren Al Mukmin Ngruki Sukoharjo is often cited as an inspiration for radical Islam in Indonesia. This research examines the reproduction of religious understanding and the response to allegations of radicalism addressed to Pesantren Ngruki after the Bali bombings of 2002. This study includes qualitative research with case study approach. This study argues that a radical view of Islam can not be separated from social and historical context of this Islamic boarding institutions. Currently Pesantren Ngruki has undergone some changes in the orientation of education resulting from multiple causes, which are not limited by the case of Bali bombings only.

scholarly journals SURVEI SIDE SCAN SONAR DALAM PENELITIAN ARKEOLOGI BAWAH AIR DI PERAIRAN SUNGAI: STUDI KASUS PADA DAERAH ALIRAN SUNGAI BRANTAS [SIDE SCAN SONAR SURVEY IN RIVERINE UNDERWATER ARCHAEOLOGICAL RESEARCH: CASE STUDY IN THE BRANTAS BASIN]

2021 ◽  
Vol 15 (2) ◽  
pp. 99-112
Author(s):  
Agni Mochtar ◽  
Firman Setiawan ◽  
Shinatria Adhityatama
Keyword(s):  
Cultural Landscape ◽  
Historical Context ◽  
Archaeological Research ◽  
Archaeological Remains ◽  
Side Scan Sonar ◽  
Maritime Cultural Landscape ◽  
Old Maps ◽  
Low Visibility ◽  
Survey Results

Aplikasi metode geofisika menggunakan side scan sonar dalam penelitian arkeologi bawah air belum banyak dilakukan di Indonesia. Tulisan ini memaparkan penggunaan side scan sonar untuk pemetaan dasar sungai dan identifikasi tinggalan arkeologi di dasar sungai dalam penelitian “Sungai Brantas dalam Perspektif Lanskap Kultur Maritim”, serta interpretasi hasil survei side scan sonar tersebut dalam konteks kesejarahan. Selain itu, dalam tulisan ini akan dibahas potensi pengembangan penggunaan side scan sonar dalam penelitian arkeologi bawah air di Indonesia, terutama di perairan sungai. Akuisisi data dilakukan dengan menggunakan side scan sonar Starfish 450H dengan sistem posisi GNSS Trimble R8s. Sementara itu, interpretasi diperoleh dengan melakukan analisis terhadap data peta dan arsip Belanda untuk memahami konteks temporal dari objek yang dideteksi oleh alat side scan sonar. Survei berhasil menunjukkan sedimen di dasar sungai berupa lempung dan lanau, serta beberapa objek yang diduga sebagai bangkai kapal, yang diperkirakan berasal dari pasca abad ke-19 Masehi. Hasil survei side scan sonar menunjukkan tingkat akurasi cukup hingga tinggi dan dapat menjadi pendukung penelitian arkeologi bawah air yang efisien, terutama di perairan yang keruh. Side scan sonar survey as one of the geophysics methods is still scarcely applied in underwater archaeological research in Indonesia. This paper describes the application of side scan sonar survey in mapping riverbed and identifying underwater archaeological remains in the “Sungai Brantas in the Perspective of Maritime Cultural Landscape” project, as well as interpreting its historical context based on survey results. This paper also explores the development of utilizing side scan sonar in underwater archaeological research in Indonesia, particularly in rivers. Data was acquisitioned by using the side scan sonar Starfish 450H and GNSS Trimble R8s positioning system. The interpretation was drawn by analysing related Dutch old maps and archives to understand the historical context of the survey findings. The result shows clay and silt sediment covering most of the riverbed and a number of objects, possibly shipwrecks, estimated as from the nineteenth century. The survey result has a medium to high accuracy. Thus, this method is able to serve as an efficient instrument for underwater archaeological research, especially in the low-visibility waters.

“Now is not like before. The world has changed.”

2018 ◽  
pp. 29-57
Author(s):  
Heather D. Switzer
Keyword(s):  
Historical Context ◽  
Colonial Period ◽  
Education For All ◽  
Social Imaginary ◽  
Economic Insecurity ◽  
Postcolonial State ◽  
The World

“Maasai Education in Cultural and Historical Context,” focuses on how ideas about “being Maasai” and “being educated,” beginning in the colonial period and extending into the formation of the postcolonial state, are dynamic. Schoolgirls, mothers, and teachers see education as a powerful antidote to historically produced ethnic otherness, marginalization, and endemic economic insecurity. Schoolgirls, mothers, and teachers explained that as “the world has changed,” so have Maasai attitudes about education. This chapter historicizes and therefore politicizes contemporary Maasai attitudes about education in the case-study communities, within and against still salient ideas in the Kenyan social imaginary about Maasai as people who “hate” education, by showing how Maasai have come to see themselves as people who “love” education for all children, including girls.

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