Derivati USA: CME-CBOT-NYMEX-ICE BUND, TBOND and the middle of the guado (VM 69) (2 lettori)
- Creatore Discussione masgui
- Data di Inizio
f4f
翠鸟科
Beh, seri è una parola grossa, diciamo rigorosi nell'utilizzo dei dati a loro disposizione e atti a restaurare la fiducia barcollante.
hummm
91 banche , di cui SOLO 5 italiane?
quante erano le spagnole, sul totale? e di che dimensioni sono, quelle che han bakkato il test?
in open words
hanno partecipato solo qualli che potevan passare? solo i grossi? chi li ha scelti?
premesso , postulato e posto che, cmq, nothing succeed like success... tutto è bene quel che finisce bene
ecc ecc
quicksilver
Forumer storico
f4f
翠鸟科
gipa69
collegio dei patafisici
f4f
翠鸟科
In my hole opsssss
le questioni sono due
il rigore della prova
e l'ammissione alla prova
sul rigore, non ho dubbi
sulla ammissione, chiedevo se qualcuno conoscesse il metodo scelto per selezionare i candidati
di cose ne so poche, ma che fosse una domanda mi pareva certo
e mi pare una domanda interessante
f4f
翠鸟科
f4f
翠鸟科
Q11: How were banks selected to take part?
A: The scope includes the major EU cross-border banking groups and a group of additional, mostly large credit institutions in Europe. In each EU Member State, the sample has been built by including banks, in descending order of size, so as to cover at least 50% of the national banking sector, as expressed in term of total assets.
Q12: You announced that you cover more than 50% of each of the national banking sectors in Europe, but from a number of countries no banks are on the list? How is that possible?
A: The EU banks have been tested on a group-wide basis. This means that subsidiaries and branches of a cross-border operating bank are included in the exercise as part of its consolidated group. As such, all EU Member States are covered in the exercise and the results of an EU subsidiary of a foreign EU banking group are tested as part of a consolidated group. As a result, we have participating national supervisors from 20 EU Member States. For the remaining 7 EU Member States, where more than 50% of the local market was already covered, no further bank was added to the sample.
http://stress-test.c-ebs.org/documents/QAs.pdf
quindi, in italia 5 banche perchè quelle 5 sono più del 50% del settore
A: The scope includes the major EU cross-border banking groups and a group of additional, mostly large credit institutions in Europe. In each EU Member State, the sample has been built by including banks, in descending order of size, so as to cover at least 50% of the national banking sector, as expressed in term of total assets.
Q12: You announced that you cover more than 50% of each of the national banking sectors in Europe, but from a number of countries no banks are on the list? How is that possible?
A: The EU banks have been tested on a group-wide basis. This means that subsidiaries and branches of a cross-border operating bank are included in the exercise as part of its consolidated group. As such, all EU Member States are covered in the exercise and the results of an EU subsidiary of a foreign EU banking group are tested as part of a consolidated group. As a result, we have participating national supervisors from 20 EU Member States. For the remaining 7 EU Member States, where more than 50% of the local market was already covered, no further bank was added to the sample.
http://stress-test.c-ebs.org/documents/QAs.pdf
quindi, in italia 5 banche perchè quelle 5 sono più del 50% del settore
gipa69
collegio dei patafisici
Scelti per capitalizzazione le 91 banche che:
Altogether the exercise covers 91 banks in Europe, with total assets of 28 032bn € as of end of 2009, representing approximately 65% of the EU banking system.
come spiego sul blog oggi lo stress test non era molto stressante in quanto lo scenario peggiore prevede un 2010 con una decrescita dellarea euro dello 0,2% e il 2011 con una decrescita dello 0,6% mentre anche il test sul rischio sovrano prevede un aumento della curve dei tassi ridicola:
In particular, related to prevailing sovereign debt risks, a common upward shift in the yield curve was applied for each country in the EU (reaching 125 basis points for the three-month rates and 75 basis points for the 10-year rates at end-2011)
5 Spanish banks have failed the tests.
1 German bank has failed the test.- Espiga
- Diada
- Unnim
- Civica
- Cajasur
- Hypo Real Estate
- ATE Bank
http://stress-test.c-ebs.org/documents/Listofbanksv2.pdf
f4f
翠鸟科
yess, ho letto di quanto era la % di riduzione dei titoli di stato
a memoria, il 17% grecia e il 2,5% italia
non drammatica, diciamo ... ma cmq significativa
sul blog t'ho risp ...
ma in sintesi , non riesco mica più tanto ad avere una view mia a cui attribuire più del 35% di probab
ahi