Results 171 to 180 of about 9,046,216 (386)
CVaR and Credit Risk Measurement [PDF]
The link between credit risk and the current financial crisis accentuates the importance of measuring and predicting extreme credit risk. Conditional Value at Risk (CVaR) has become an increasingly popular method for measuring extreme market risk.
David E Allen, Robert Powell
core
Unlocking fruit dimensions: Quantification of functional traits driving plant–frugivore interactions
Applications in Plant Sciences, EarlyView.Abstract Fleshy fruits attract animals to ingest fruit, swallow the seeds, and release them in the landscape, thus facilitating seed dispersal and plant regeneration. Attraction of animal dispersers is achieved via attractants such as color or scent, and rewards like sugars, lipids, and micronutrients.
Linh M. N. Nguyen +4 more
wiley +1 more source
Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]
Ann Oper Res, 2023 Tang Z, Zhong B, Zhou L, Shen C.
europepmc +1 more source
Asset correlations and credit portfolio risk: an empirical analysis [PDF]
In credit risk modelling, the correlation of unobservable asset returns is a crucial component for the measurement of portfolio risk. In this paper, we estimate asset correlations from monthly time series of Moody's KMV asset values for around 2,000 ...
Düllmann, Klaus +2 more
core
The Anatomical Record, EarlyView.Abstract To solidify their power over society, totalitarian regimes will usually eliminate any dissent, any perceived threats early on. These threats include not only political enemies but also educated and independent segments of society, such as professional associations.
Michael Hortsch
wiley +1 more source
Evaluating Various Machine Learning Techniques in Credit Risk Area
, 2023 Dongtan Li
openalex +2 more sources
How Does Internal Control Affect Bank Credit Risk in Vietnam? A Bayesian Analysis [PDF]
, 2021 Phạm Hải Nam
openalex +1 more source
How Sovereign is Sovereign Credit Risk? [PDF]
We study the nature of sovereign credit risk using an extensive sample of CDS spreads for 26 developed and emerging-market countries. Sovereign credit spreads are surprisingly highly correlated, with just three principal components accounting for more ...
Francis A. Longstaff +3 more
core