Results 31 to 40 of about 1,790 (75)
Abstract In 2022, the World Health Organization (WHO) issued the Intersectoral Global Action Plan for Epilepsy and Other Neurological Disorders for 2022 to 2031, emphasizing important connections between brain health, population well‐being, and economic growth.
Cyprian M. Mostert +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
Understanding CVA, DVA, and FVA: Examples of Interest Rate Swap Valuation [PDF]
Financial statements of major money-center commercial banks increasingly include reference to a credit valuation adjustment (CVA), debit (or debt) valuation adjustment (DVA), and funding valuation adjustment (FVA).
Smith, Donald J.
core +1 more source
Impact statement Heart rate variability, measured by HF‐HRV and RMSSD, is conventionally used to index cardiac vagal activity. Our study demonstrates that transcutaneous auricular vagus nerve stimulation (taVNS) decreases HRV indexed by SDRR, RMSSD, and HF‐HRV irrespective of the side of stimulation, contradicting a link to heightened cardiac vagal ...
Kristin Kaduk +4 more
wiley +1 more source
Baby Observational Selective Control AppRaisal (BabyOSCAR): Construct validity and test performance
What this paper adds Baby Observational Selective Control AppRaisal (BabyOSCAR) has excellent construct validity with good overall fit and precision. Individual BabyOSCAR items contribute and work well together, forming an interval‐level assessment. BabyOSCAR has two separate subscales, arms and legs, that complement each other.
Vanessa Maziero Barbosa +2 more
wiley +1 more source
Retail company voluntary arrangements: A dubious remedy?
Abstract Despite much debate on Company Voluntary Arrangements (CVA) among UK retailers, understanding of retail CVAs remains limited. There is continuing uncertainty about the uptake of CVAs, what aspects lead to successful outcomes and whether CVAs can be viewed as a remedy for struggling UK retailers.
Grazyna Aleksandra Wiejak‐Roy +1 more
wiley +1 more source
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
Automated detection of an insect‐induced keystone vegetation phenotype using airborne LiDAR
Abstract Ecologists, foresters and conservation practitioners need ‘biodiversity scanners’ to effectively inventory biodiversity, audit conservation progress and track changes in ecosystem function. Quantifying biological diversity using remote sensing methods remains challenging, especially for small invertebrates.
Zhengyang Wang +14 more
wiley +1 more source
Credit valuation adjustment modelling during a global low interest rate environment [PDF]
The 2008/2009 global crisis highlighted the vulnerabilities and inter-dependencies in the financial system including the global over-the-counter (OTC) derivatives markets, where significant counterparty credit risk prevails.
Macek, Petr, Teplý, Petr
core
Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk
In this paper we develop structural first passage models (AT1P and SBTV) with time-varying volatility and characterized by high tractability, moving from the original work of Brigo and Tarenghi (2004, 2005) [19] [20] and Brigo and Morini (2006)[15].
Brigo, Damiano +2 more
core +2 more sources

