Market Leader Intermediate Test File
The FR Y-14A report collects detailed data on bank holding companies' (BHCs), savings and loan holding companies' (SLHCs), and intermediate holding companies' (IHCs) quantitative projections of balance sheet assets and liabilities, income, losses, and capital across a range of macroeconomic scenarios and qualitative information on methodologies used to develop internal projections of capital across scenarios. The report is comprised of Summary, Scenario, Regulatory Capital Instruments, Operational Risk, and Business Plan Changes schedules. The number of schedules a respondent must complete is subject to materiality thresholds and certain other criteria. Respondents report projections on the FR Y-14A schedules across supervisory scenarios as well as firm-defined scenarios, if applicable. One or more of the macroeconomic scenarios includes a market risk shock that the firm will assume when making trading and counterparty loss projections. Respondents are also required to submit qualitative information supporting their projections, including descriptions of the methodologies used to develop the internal projections of capital across scenarios and other analyses that support their comprehensive capital plans.
Market Leader Intermediate Test File
In June 2009, the Federal Reserve conducted the Supervisory Capital Assessment Program (SCAP), a "stress test" that focused on identifying whether large, domestic BHCs had capital sufficient to weather a more-adverse-than-anticipated economic environment while maintaining their capacity to lend. In 2011, the Federal Reserve continued its supervisory evaluation of the resiliency and capital adequacy processes through the Comprehensive Capital Analysis and Review (CCAR) 2011. The CCAR 2011 involved the Federal Reserve's forward-looking evaluation of the internal capital planning processes of the BHCs and their anticipated capital actions in 2011, such as increasing dividend payments or repurchasing or redeeming stock; evaluating whether these BHCs had satisfactory processes for identifying capital needs; and evaluating whether these BHCs held adequate capital to maintain ready access to funding, continue operations, and meet their obligations to creditors and counterparties, and continue to serve as credit intermediaries, even under stressful conditions. During the fall of 2011, the Federal Reserve implemented the FR Y-14A/Q. In 2016, the Federal Reserve published a final notice in the Federal Register (81 FR 35016) requiring intermediate holding companies of foreign banking organizations to file certain regulatory reports and comply with the information collection requirements associated with regulatory capital requirements, including the FR Y-14 reports with submissions as of December 31, 2016. In the fall of 2019, the Federal Reserve published final notices in the Federal Register (84 FR 59230 and 84 FR 59032) that tailored the requirements for FR Y-14 respondents, and required SLHCs to file the FR Y-14A report beginning with submissions as of December 31, 2021.
Abstract: Background/purpose: This paper discusses the application of ABMS - agent-based modelling and simulation in the analysis of customer behaviour on B2C e-commerce websites as well as in the analysis of various business decisions upon the effects of on-line sales. The continuous development and dynamics in the field of e-commerce requires application of advanced decision-making tools. These tools must be able to process, in a short time period, a large amount of data generated by the e-commerce systems and enable the use of acquired data for making quality business decisions.Methodology: The methodology of the agent-based simulation used in this paper may significantly enhance the speed and quality of decision making in electronic trade. The models developed for the needs of this research aim to improve the use of practical tools for the evaluation of the B2C online sales systems in that they allow for an investigation into the outcomes of varied strategies in the e-commerce site management as regards customer behaviour, website visits, scope of sales, income earned, etc.Results: An agent-based simulation model developed for the needs of this research is able to track the interactions of key subjects in online sales: site visitors - prospective consumers, sellers with different business strategies, and suppliers.Conclusion: Simulation model presented in this paper can be used as a tool to ensure a better insight into the problem of consumer behavior on the Internet. Companies engaged in the B2C e-commerce can use simulation results to better understand their consumers, improve market segmentation and business profitability and test their business policies.Keywords: ABMS, B2C, e-commerce, website, customer behaviorPublished in DKUM: 28.11.2017; Views: 1582; Downloads: 126 Full text (1,05 MB)This document has many files! More...