On modelling credit risk using Arbitrage Free Models [PDF]
By examining the distribution of state prices obtained from binomial versions of Jarrow and Turnbull (1995), Lando (1998) and Duffie and Singleton (1999), we are able to suggest which credit risk parameters are of critical interest.
Antonio Diaz, Frank Skinner
core
Credit Risk Modeling Using Transfer Learning and Domain Adaptation. [PDF]
Suryanto H +4 more
europepmc +1 more source
Abstract The intersection of science and art has historically fostered innovation, yet the integration of creative arts into anatomy education remains limited. The Synthetic Anatomy module was designed to bridge anatomy teaching with creative design for bioscience and biomedical engineering students. This study evaluates the module's educational impact
Mandeep Gill Sagoo +6 more
wiley +1 more source
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets [PDF]
Credit and interest rate risk in the banking book are the two most important risks faced by commercial banks. In this paper we derive a consistent and general framework to measure the riskiness of a bank which is subject to correlated interest rate and ...
Mathias Drehmann +2 more
core
Privacy-preserving federated credit risk models: evaluating differential privacy and homomorphic encryption techniques. [PDF]
Naresh VS, Ayyappa D.
europepmc +1 more source
The impact of green lending on credit risk: evidence from UAE's banks. [PDF]
Al-Qudah AA +3 more
europepmc +1 more source
Student and staff experiences of interactive digital models when learning animal anatomy
Abstract Compared to human medical sciences, digital models of animals are rare, often behind subscription services and are comparatively lacking in interactivity and accessibility features. This study explores how digital models are currently being used to teach animal anatomy, providing the data required to construct the best anatomical models ...
Alice Leavey, Sarah Channon
wiley +1 more source
Stress testing credit risk: a survey of authorities' approaches [PDF]
This paper reviews the quantitative methods used at selected central banks to stress testing credit risk, focusing in particular on the methods used to link macroeconomic drivers of stress with bank specific measures of credit risk (macro stress test ...
Antonella Foglia
core
Correction: The impact of liquidity risk and credit risk on bank profitability during COVID-19. [PDF]
Haris M +3 more
europepmc +1 more source
A novel framework of credit risk feature selection for SMEs during industry 4.0. [PDF]
Lu Y, Yang L, Shi B, Li J, Abedin MZ.
europepmc +1 more source

