Results 181 to 190 of about 8,519,632 (410)

A portfolio view of consumer credit [PDF]

This paper takes a portfolio view of consumer credit. Default models (credit-risk scores) estimate the probability of default of individual loans. But to compute risk-adjusted returns, lenders also need to know the covariances of the returns on their ...
David K. Musto, Nicholas Souleles
core   +3 more sources

Treecreeper Drone: Adaptive Mechanism for Passive Tree Trunk Perching

Advanced Intelligent Systems, EarlyView.
Taking inspiration from treecreepers, a passively triggered aerial robot that can reliably perch on vertical tree trunks is presented. The friction‐based approach combines a microspine array with a tail‐like support, and then validates via dynamic analyses and flight experiments, ensuring stable performance across trunk diameters and bark textures ...
Haichuan Li, Shane Windsor, Basaran Bahadir Kocer   +2 more
wiley   +1 more source

Wrong-Way Bounds in Counterparty Credit Risk Management [PDF]

arXiv, 2015
We study the problem of finding the worst-case joint distribution of a set of risk factors given prescribed multivariate marginals and a nonlinear loss function. We show that when the risk measure is CVaR, and the distributions are discretized, the problem can be conveniently solved using linear programming technique. The method has applications to any
arxiv  

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

Credit risk rating systems at large US banks [PDF]

, 2000
William Treacy, Mark Carey
openalex   +1 more source

The Impact of Employment Status, Income, and Occupation on the Association Between Workplace Benefits and Health‐Related Work Absences

American Journal of Industrial Medicine, EarlyView.
ABSTRACT Background Workplace benefits such as paid sick leave and employer‐sponsored health insurance influence workers' ability to take time off when ill or injured. We examined whether and to what extent these workplace benefits complement each other in affecting health‐related work absences, and whether associations varied by employment status ...
Jim P. Stimpson, Jessica Billig, Tami Gurley, Joshua M. Liao   +3 more
wiley   +1 more source

Modellierung des Kreditrisikos im Portfoliofall [PDF]

The current financial market crisis has impressively demonstrated the importance of an effective credit risk management for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised as a result ...
Cremers, Heinz, Walzner, Jens
core  

Information, Liquidity and Risk in the International Interbank Market: Implicit Guarantees and Private Credit Market Failure [PDF]

, 2000
Henri Bernard, Joseph Bisignano
openalex   +1 more source

Varieties of digitalisation? A comparison of employment services digitalisation in the UK and Australia

Australian Journal of Social Issues, EarlyView.
Abstract This article examines the digitalisation of employment services in the UK and Australia, countries that have been on similar policy trajectories with respect to the development of quasi‐markets and increased digitalisation. The article deploys comparative mixed methods comprising surveys of employment service providers and interviews with ...
Jo Ingold, Chris Forde, David Robertshaw
wiley   +1 more source

Cross-Domain Behavioral Credit Modeling: transferability from private to central data [PDF]

arXiv
This paper introduces a credit risk rating model for credit risk assessment in quantitative finance, aiming to categorize borrowers based on their behavioral data. The model is trained on data from Experian, a widely recognized credit bureau, to effectively identify instances of loan defaults among bank customers. Employing state-of-the-art statistical
arxiv