Results 61 to 70 of about 8,519,632 (410)
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling [PDF]
This article presents a comprehensive framework for valuing financial instruments subject to credit risk and collateralization. In particular, we focus on the impact of default dependence on asset pricing, as correlated default risk is one of the most ...
Xiao, Tim
core +1 more source
Applicability of Large Corporate Credit Models to Small Business Risk Assessment [PDF]
There is a massive underserved market for small business lending in the US with the Federal Reserve estimating over \$650B in unmet annual financing needs. Assessing the credit risk of a small business is key to making good decisions whether to lend and at what terms.
arxiv
Research on Contagion and the Influencing Factors of Personal Credit Risk based on a Complex Network
With the digital transformation of commercial banks and the online transfer of credit transactions, the relationship between credit subjects tends to be complex, and personal credit risk management is facing challenges.
Xin Sui+3 more
doaj +1 more source
Claustrum Volume Is Reduced in Multiple Sclerosis and Predicts Disability
ABSTRACT Objective The claustrum is a small, thin structure of predominantly gray matter with broad connectivity and enigmatic function. Little is known regarding the impact of claustrum pathology in multiple sclerosis (MS). Methods This study assessed whether claustrum volume was reduced in MS and whether reductions were associated with specific ...
Nicole Shelley+5 more
wiley +1 more source
Modeling default risk charge (DRC) with intensity probability theory
The latest regulation [1] of the fundamental review of the trading book (FRTB) proposes replacing incremental risk charge (IRC) with default risk charge (DRC). Accordingly, many studies were implemented to analyze this change and its impact.
Badreddine Slime, Jaspreet Singh Sahni
doaj +1 more source
The influence of oxide nanoparticle synthesis route and concentration on microstructure and high‐temperature performance of additively manufactured oxide dispersion‐strengthened steels is investigated. Comparing laser‐generated and chemically synthesized ZrO2 nanoparticles, the study reveals how dispersion quality, crystal structure and particle size ...
Mareen Goßling+12 more
wiley +1 more source
When realized as inserts in high‐pressure die casting, aluminum cooling channels for electric powertrain components and similar applications typically require a stabilizing filler to survive the process. The present study investigates relinquishing this filler using additively manufactured inserts promising performance improvements.
Dirk Lehmhus+9 more
wiley +1 more source
This article examines the relationship between implementing sustainable development measures and financial risk in the context of global companies and the recycling economy.
Lazar A. Badalov+3 more
doaj +1 more source
The paper is devoted to the problem of credit loss management topical for modern Russian science and banking practice. The bank’s lending activity is an integral and the most profitable sphere of banking activity. Banks need to take credit risks inherent
Natalya P. Anoshkina
doaj +1 more source
AIG Credit Risk Committee Meeting Minutes [PDF]
Those From AIG Present Included: William N Dooley, Robert Lee Finch, Michel Lagoutte, R. Gender, Kevin McGinn, Win Neuger, and John Wibel Additionally, guests present during this meeting included: Eduardo Diaz-Perez, Andrew Forster, Gary Gorton ...
AIG: Credit Risk Committee
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