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The authors conclude that neither the existing Basel II framework nor the reforms that are designed to replace it are effective in minimizing negative externalities from operational risk events.
The authors make recommendations for an alternative approach.
Evidence supporting this claim boils down to the argument that past run up in stock prices do not seem to predict lower future returns.
Such scrutiny seems inconsistent to interest rate setting models in which policy makers target specific macro variables.
You should know the plan that you are on from your student finance statements.
Plan 1 is generally for students who started before 1 September 2012, while Plan 2 is for English and Welsh students who started after 1 September 2012.
If the Fed is simply responsive to publicly observable variables, then the bond market would only react to the release of these variables and not to the policy announcements.
Stein and Sunderam posit that private information and preference for volatility smoothing of long term bond yields by the Fed underly this interaction between the Fed and bond market participants.
For student finance taken out after September 2016, there is no longer a maintenance grant.