Results 21 to 30 of about 1,828 (88)
Building a restructuring hub: Lessons from Singapore
Abstract This article seeks to analyze the legal, market, and institutional features needed to become an international hub for debt restructuring. To that end, it examines the strategy adopted by Singapore as well as the market and institutional factors generally found in other leading legal and financial centers such as the United States, the United ...
Aurelio Gurrea‐Martínez
wiley +1 more source
Nonlinear Valuation under Collateral, Credit Risk and Funding Costs: A Numerical Case Study Extending Black-Scholes [PDF]
We develop an arbitrage-free framework for consistent valuation of derivative trades with collateralization, counterparty credit gap risk, and funding costs, following the approach first proposed by Pallavicini and co-authors in 2011.
Brigo, Damiano +3 more
core
CVA and vulnerable options pricing by correlation expansions
We consider the problem of computing the Credit Value Adjustment ({CVA}) of a European option in presence of the Wrong Way Risk ({WWR}) in a default intensity setting.
Antonelli, Fabio +2 more
core +1 more source
GMFM‐66‐IS scores were supported by strong construct validity and moderate responsiveness evidence for use with infants and toddlers at high risk for CP. Plain language summary: https://onlinelibrary.wiley.com/doi/10.1111/dmcn.16289 This original article is commented by Knox on pages 973–974 of this issue.
Natalie A. Koziol +4 more
wiley +1 more source
ABSTRACT The risk of atherosclerotic cardiovascular disease increases with advancing age. Elevated LDL‐cholesterol and non‐HDL‐cholesterol levels remain predictive of incident atherosclerotic cardiovascular events among individuals older than 75 years.
Vera Bittner +8 more
wiley +1 more source
In this study, we developed and validated machine learning models to predict in‐hospital mortality in patients with myocardial infarction undergoing PCI, using data from Tehran Heart Center (2011–2020). Our data set included 7422 patients, with 129 cases of in‐hospital mortality, and was built from 41 routinely collected clinical variables.
Hamidreza Soleimani +11 more
wiley +1 more source
Counterparty Risk Subject To ATE [PDF]
Rating trigger ATE (Additional Termination Event) is a counterparty risk mitigant that allows banks to terminate and close out bilateral derivative contracts if the credit rating of the counterparty falls below the trigger level.
Zhou, Richard
core +4 more sources
Bioactive Compounds in Seafood: Implications for Health and Nutrition
Seafood is vital in promoting cardiovascular health, regulating blood sugar levels, reducing the risk of specific cancers, combating obesity, enhancing brain health, and supporting maternal care during pregnancy and lactation. Given the rising interest in functional foods and nutraceuticals, I believe this review will be particularly interesting to ...
Tabussam Tufail +8 more
wiley +1 more source
Central Clearing Valuation Adjustment
This paper develops an XVA (costs) analysis of centrally cleared trading, parallel to the one that has been developed in the last years for bilateral transactions.
Armenti, Yannick, Crépey, Stéphane
core +2 more sources
Abstract Supported nanoparticles (NPs) are an intense field of research in industry and academia due to their unique catalytic properties. Yet, establishing relationships between structure and activity is challenging due to multiple possible compositions, interfaces, and alloy formation.
Andreas Müller +2 more
wiley +1 more source

