Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling [PDF]
Monte Carlo simulation is implemented in some of the main models for estimating portfolio credit risk, such as CreditMetrics, developed by Gupton, Finger and Bhatia (1997). As in any Monte Carlo application, credit risk simulation according to this model
Eduardo Saliby +1 more
core
Evaluating Asset Pricing Models in a Fama-French Framework [PDF]
In this work we propose a methodology to compare different stochastic discount factor (SDF) proxies based on relevant market information. The starting point is the work of Fama and French, which evidenced that the asset returns of the U.S.
Carlos Enrique Carrasco Gutierrez +1 more
core
Congenital heart diseases: population-based cross-sectional study and spatial analysis, São Paulo, 2012-2022. [PDF]
Bezerra AB, Barrozo LV, Queiroz AP.
europepmc +1 more source
Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap [PDF]
Many models were used to identify the factors affecting the demand for overnight funds by commercial banks. Theses models overcome overdispersion problems caused by excess of zeros found in the dataset. Generalized Linear Latent and Mixed Models (GLLAMM)
Marta Areosa
core
Exploring the retention of soluble Fas protein in kidney dysfunction and its link to inflammation: a systematic review and meta-analysis. [PDF]
Silva BM +6 more
europepmc +1 more source
Fatores de risco para mastite infecciosa em cabras leiteiras criadas no Estado da Bahia
Objetivou-se neste estudo identificar os fatores de risco associados à mastite infecciosa ca-prina no sertão do Estado da Bahia. Foram visitadas 13 propriedades, totalizando 320 cabras em lactação e 640 metades mamárias. Amostras de leite foram coletadas
R.M. Peixoto +6 more
doaj
Orofacial myofunctional changes and risk of dysphagia in older adults in the frailty process: a methodological study. [PDF]
Oliveira TM, Lemos SMA, Mourão AM.
europepmc +1 more source
Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case [PDF]
The advance of globalization of the international financial market has implied a more complex portfolio risk for the banks. Furthermore, several points such as the growth of e-banking and the increase in accounting irregularities call attention to ...
Délio José Cordeiro Galvão +2 more
core
Artificial Intelligence computed tomography models for the discrimination of Wilms versus non-Wilms tumors: systematic review and meta-analysis. [PDF]
Feitosa Filho HN +8 more
europepmc +1 more source
Analysis of sarcopenia parameters and falls in hemodialysis patients: no association found in a cross-sectional study. [PDF]
Oblanca JV +7 more
europepmc +1 more source

