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Ms. Schäfer said, though, that current measures of capital reserves were "useless" because they did not capture the risk from holdings of government bonds, which the International Monetary Fund this week estimated at 300 billion euros for European banks.
Tobias Adrian of the Federal Reserve Bank of New York and Markus Brunnermeier of Princeton University have proposed a measure called CoVAR, or "conditional value at risk", which tries to capture the risk of loss in a portfolio due to other institutions being in trouble.
The coefficient is not statistically significant in any specification, so it does not capture the risk better than the NPL.
Fall risk assessment tools used in inpatient settings do not adequately capture the risk factors of patients presenting to the emergency department.
The first one represents dairy farms that grow most of their feed, whereas the second profile is designed to capture the risk exposure of dairy farms that purchase all their dairy herd, dry cow, and heifer feed.
Within the new developed causality-in-variance approach, this paper builds up a broad methodological framework to more accurately capture the risk spillover effects between global oil prices and Jordanian stock market returns during the period 1 March 2003 31 January 2014.
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Anyone who has suffered through an overly indulgent blog post or cocktail-party anecdote is familiar with this thought, which also roughly captures the risk of first-person fiction.
And that the models in no way captured the risk.
It's what Greenspan said in April 2005, when he was saying the models captured the risk.
Initially, they might have thought their models were capturing the risk.
And you know, really, they were overrated at the outset, but the rating agencies weren't capturing the risk of the ability of managers to substitute new names in the portfolio.
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