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Techniques such as administrative messages and filtering can be added with libraries Other tools, such as the message hospital described in Developing Enterprise Java Applications are also a useful element of a complete solution This hospital is designed to fix or handle bad messages You might also build tools to monitor and log information about messages on the network Hopefully, your vendor will provide some of these tools 6 Analyze security concerns Data may be encrypted, obfuscated, signed, or marked in some other way for security reasons Document these requirements early, because they may play a key role in other decisions, including the data formats themselves For example, you may have to use headers to send security information to decrypt a message 7 Think about your JMS provider Does your provider support the message types you want to send If not, you might need to change them.

400% 300% 200% 100% 0% 100% 200% 78.5% 76.3%

(2.29)

I was working as a compliance manager for an international bank that provided credit cards and other nancial services to businesses. At the end of November, I received a letter from the United States with a credit card application for a new Internet-based merchant Online Sys-Tec Limited. The fact that it was sent from the United States but based in Malta did not seem strange to me because several merchants have their headquarters outside Europe. At the time, I did not know that this would be the rst unusual event in a series. Enclosed with the application was a detailed business plan that said:

You might also be able to leverage features that your JMS provider implements that aren t standard such as message compression for text messages, or encryption..

being the regulatory requirement that it is (VaR just has to be calculated and reported), banks may have no choice but to abide Ever since the Basel Capital Accord was revised in 1996 so that banks would have to measure and apply charges with respect to their market risks as well as their credit risks, VaR has become the mathematical reference that determines capital charges And, naturally, VaR is religiously reported as part of quarterly regulatory lings and annual reports, a must-show piece of information International regulators have tended to provide lots of leeway to nancial institutions as to how exactly they should calculate VaR, but the main idea remains intact: Whatever this statistically derived single number says, goes.

where 1 and 2 are two independent standard normal random variables. Since the Euler equation is linear, a nite sum of elementary waves having the form (11.3) is again a solution. The limit of such a sum as the number of elementary waves tends to in nity is, using the results in 1, a stationary random eld having the particularity that its spectral measure F (d t , d x , d y ) lies in the surface de ned by the Airy relation (Figure 11.1). This surface is a

However, the survey instrument for telephone and proxy interviews is a reduced version of the full instrument, so providing a response in one of these two forms is suboptimal and can be considered a form of partial response It is therefore desirable to find ways not only of increasing the proportion of the sample who respond at all, but also of increasing the proportion who provide a full face-to-face interview rather than a telephone or proxy interview Amongst sample members who had provided a telephone interview at wave 13, the within-household refusal rate at wave 14 was just 3 % for the 10 group compared to 10 % for the 7 group The percentage of wave 13 telephone respondents who were converted to a full interview at wave 14 was 19 % for the 10 group compared to 13 % for the 7 group.

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In a summer 2008 revision to this so-called Basel II regime, detailed amendments to the requirements concerning the technical aspects surrounding the actual calculation of VaR were presented, but, again, the key theme was left unaltered: Each bank must meet a capital requirement expressed as VaR (the previous day s or the average of the last 60 days, whichever is higher) times a multiplication factor (of no less than three; more if the model turns out to be a bad predictor of actual risks) That is, regulatory pressures dictate that you may want a low VaR (so as to reduce the amount of committed capital) but not too low (so it s not breached so often that capital charges get mandatorily enhanced anyway) Such Goldilocks-style incentives can lead to actions by banks that generate market turbulence and that, depressingly ironically, can turn out to be completely ineffectual.