This paper presents background work that has been the basis for the development of the market and credit risk indicators (MRI and CRI, respectively) as published in the IMF's Global Financial Stability Report (GFSR) since September 2004. The fundamental idea was to build a set of Financial...

This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...

This paper presents some conventional and new measures of market, credit, and liquidity risks for government bonds. These measures are analyzed from the perspective of a sovereign's debt manager. In particular, it examines duration, convexity, M-square, skewness, kurtosis, and VaR statistics as...

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for various asset classes. The contributions are twofold: first, on the technical side, the paper...

Consider a one-way layout where random samples of data are available from k populations, where the distributions of the data from each population are considered to be completely unknown. This paper discusses a methodology for investigating whether it can be concluded that the k unknown...

Statistical approach to the analysis of the relationship between the frequency of flood events and land cover (LC) changes in small catchments of Slovakia is presented in this paper. The data for identification of LC changes were taken from the 1990 and 2006 CORINE LC (CLC) data layers. They...

Age of patient is a significant determinant of staff costs for CF outpatient care. For a cost-covering remuneration of outpatient treatment it seems plausible to create separate reimbursement rates for two or three age groups and to consider additional costs due to tasks carried out by...

This study was carried out to evaluate the effects of different plots sizes on the estimation of wheat yield in New-Halfa scheme. We applied crop cutting method to estimate wheat yield and multi-stage stratified sampling method for the sampling. We use a farm survey data with different plot...

Goat meat has become an increasingly good source of protein for meat eaters in the global marketplace. Goat meat constitutes about 63% of all red meat consumed worldwide. It is the main source of animal protein in many North African, Middle Eastern nations, Southeast Asia, the Caribbean, and...