IRB-metoden og risikovekter : holder norske banker nok regulatorisk kapital bak sine boliglån?

Etter innføringen av Basel II og IRB-metoden i Norge i 2007 har banker selv fått muligheten til å beregne risikoen knyttet til sin portefølje og dermed den regulatoriske kapitalen de må holde bak sine utlån. Introduksjonen av interne beregningsmetoder har ført til store forskjeller i hvor mye regulatorisk kapital norske banker holder. I denne utredningen ser vi på nivåene norske banker rapporterer på sine risikodrivere og risikovekter knyttet til utlån til bolig. Størrelsen på risikodriverne er avgjørende for hvor mye regulatorisk kapital bankene holder bak et utlån. Gjennom oppgaven stiller vi spørsmål til nivåene på risikovektene som norske banker rapporterer, da mange analytikere mener at nivåene vi ser i dag ikke reflekterer den faktiske risikoen norske banker eksponeres mot i boligmarkedet. Ved å modellere og beregne nivåer på risikodriverne knyttet til boliglån, kommer vi frem til at norske banker holder lite regulatorisk kapital bak sine utlån. Dette er uheldig i forhold til den finansielle stabiliteten i økonomien. I utredningen foreslår vi derfor at norske tilsynsmyndigheter bør innføre et minstekrav på bankenes risikovekter på boliglån på 20 %. Muligheten for å lykkes med en slik innføring er nå unik, da interessen i markedet for å bedre reguleringen av banker aldri har vært større

Pygmy resonance and low-energy enhancement in the γ\gamma-ray strength functions of Pd~isotopes

An unexpected enhancement in the $\gamma$-ray strength function, as compared to the low energy tail of the Giant Dipole Resonance (GDR), has been observed for Sc, Ti, V, Fe and Mo isotopes for $E_\gamma<4$ MeV. This enhancement was not observed in subsequent analyses on Sn isotopes, but a Pygmy Dipole Resonance (PDR) centered at $E_\gamma\approx8$ MeV was however detected. The $\gamma$-ray strength functions measured for Cd isotopes exhibit both features over the range of isotopes, with the low-energy enhancement decreasing- and PDR strength increasing as a function of neutron number. This suggests a transitional region for the onset of low-energy enhancement, and also that the PDR strength depends on the number of neutrons. The $\gamma$-ray strength functions of $^{105-108}$Pd have been measured in order to further explore the proposed transitional region. Experimental data were obtained at the Oslo Cyclotron Laboratory by using the charged particle reactions ($^{3}$He, $^{3}$He$^{\prime}\gamma$) and ($^{3}$He, $\alpha$$\gamma$) on $^{106,108}$Pd target foils. Particle$-\gamma$ coincidence measurements provided information on initial excitation energies and the corresponding $\gamma$-ray spectra, which were used to extract the level densities and $\gamma$-ray strength functions according to the Oslo method. The $\gamma$-ray strength functions indicate a sudden increase in magnitude for $E_{\gamma}>4$ MeV, which is interpreted as a PDR centered at $E_{\gamma}\approx8$ MeV. An enhanced $\gamma$-ray strength at low energies is also observed for $^{105}$Pd, which is the lightest isotope measured in this work. Further, the results correspond and agree very well with the observations from the Cd isotopes, and support the suggested transitional region for the onset of low-energy enhancement with decreasing mass number. The neutron number dependency of the PDR strength is also evident

Extraction of thermal and electromagnetic properties in 45Ti

The level density and gamma-ray strength function of 45Ti have been determined by use of the Oslo method. The particle-gamma coincidences from the 46Ti(p,d gamma)45Ti pick-up reaction with 32 MeV protons are utilized to obtain gamma-ray spectra as function of excitation energy. The extracted level density and strength function are compared with models, which are found to describe these quantities satisfactorily. The data do not reveal any single-particle energy gaps of the underlying doubly magic 40Ca core, probably due to the strong quadruple deformation

Level densities and thermodynamical properties of Pt and Au isotopes

The nuclear level densities of $^{194-196}$Pt and $^{197,198}$Au below the neutron separation energy have been measured using transfer and scattering reactions. All the level density distributions follow the constant-temperature description. Each group of isotopes is characterized by the same temperature above the energy threshold corresponding to the breaking of the first Cooper pair. A constant entropy excess $\Delta S=1.9$ and $1.1$ $k_B$ is observed in $^{195}$Pt and $^{198}$Au with respect to $^{196}$Pt and $^{197}$Au, respectively, giving information on the available single-particle level space for the last unpaired valence neutron. The breaking of nucleon Cooper pairs is revealed by sequential peaks in the microcanonical caloric curve

137,138,139^{137,138,139}La(nn, γ\gamma) cross sections constrained with statistical decay properties of 138,139,140^{138,139,140}La nuclei

The nuclear level densities and $\gamma$-ray strength functions of $^{138,139,140}$La were measured using the $^{139}$La($^{3}$He, $\alpha$), $^{139}$La($^{3}$He, $^{3}$He$^\prime$) and $^{139}$La(d, p) reactions. The particle-$\gamma$ coincidences were recorded with the silicon particle telescope (SiRi) and NaI(Tl) (CACTUS) arrays. In the context of these experimental results, the low-energy enhancement in the A$\sim$140 region is discussed. The $^{137,138,139}$La($n, \gamma)$ cross sections were calculated at $s$- and $p$-process temperatures using the experimentally measured nuclear level densities and $\gamma$-ray strength functions. Good agreement is found between $^{139}$La($n, \gamma)$ calculated cross sections and previous measurements