Results 11 to 20 of about 2,677,408 (327)
Loss, Default, and Loss Given Default Modeling [PDF]
SSRN Electronic Journal, 2009 The goal of the Basle II regulatory formula is to model the unexpected loss on a loan portfolio. The regulatory formula is based on an asymptotic portfolio unexpected default rate estimation that is multiplied by an estimate of the loss given default parameter.
Jiří Witzany
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Prospectiva, 2009 La perspectiva relacional y el enfoque de redes ofrecen una plataforma sociológica novedosa en el análisis de las relaciones y transacciones que tienen lugar en diversos escenarios de la vida social.
Jefferson Jaramillo-Marín
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Journal of Monetary Economics, 2018 Recessions are often accompanied by spikes of corporate default and prolonged declines of business credit. This paper argues that credit and default cycles are the outcomes of variations in self-fulfilling beliefs about credit market conditions. We develop a tractable macroeconomic model in which leverage ratios and interest spreads are determined in ...
Cui, W, Kaas, L
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Sharing problem gamblers’ experiences: a text analysis of gambling stories via online forum
Mediterranean Journal of Clinical Psychology, 2015 The present study explored some common thematic domains which characterised problem gambling experiences of adult Italian participants with the aim of understanding motivations and expectations of problem gamblers and thus promoting better psychological ...
Andrea Caputo
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Default na towarowym rynku giełdowym
Zarządzanie Innowacyjne w Gospodarce i Biznesie, 2019 Celem artykułu jest identyfikacja i analiza procesu niewypłacalności przedsiębiorstwa obrotu, która wynikałaby z niewykonania lub nienależytego wykonania zobowiązań na terminowym rynku giełdowym.
Marek Dżaman
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Option-based valuation of mortgage-backed securities [PDF]
Ekonomski Anali, 2010 Pure econometric approaches to pricing mortgage-backed securities (MBSs) - principal pricing vehicles used by financial practitioners - fail to capture their true risks. This point was powerfully driven home by the global financial crisis. Since prior
Manola Ana, Urošević Branko
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Bankruptcy Prediction with a Doubly Stochastic Poisson Forward Intensity Model and Low-Quality Data
Risks, 2021 With the record high leverage across all segments of the (global) economy, default prediction has never been more important. The excess cash illusion created in the context of COVID-19 may disappear just as quickly as the pandemic entered our world in ...
Tomasz Berent, Radosław Rejman
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HIV Care Cascade among Prisoners of the Mandalay Central Prison in Myanmar: 2011–2018
Tropical Medicine and Infectious Disease, 2020 Prisoners have a higher HIV prevalence and higher rates of attrition from care as compared with the general population. There is no published evidence on this issue from Myanmar.
Nang A Mwe Nom +8 more
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Frontiers in Human Neuroscience, 2013 Functional MRI studies have revealed changes in default-mode and salience networks in neurodegenerative dementias, especially in Alzheimer’s disease. The purpose of this study was to analyze the whole brain cortex resting state networks in patients with ...
Riikka eRytty +10 more
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Review of Finance, 2019 Abstract We define a disastrous default as the default of a systemic entity. Such an event is expected to have a negative effect on the economy and to be contagious. Bringing macroeconomic structure to a no-arbitrage asset-pricing framework, we exploit prices of disaster-exposed assets (credit and equity derivatives) to extract ...
Gourieroux, C +3 more
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