Results 21 to 30 of about 2,677,408 (327)
Default Probabilities and Default Correlations Under Stress [PDF]
SSRN Electronic Journal, 2014 We investigate default probabilities and default correlations of Merton-type credit portfolio models in stress scenarios where a common risk factor is truncated. The analysis is performed in the class of elliptical distributions, a family of light-tailed to heavy-tailed distributions encompassing many distributions commonly found in financial modelling.
Packham, Natalie +2 more
openaire +4 more sources
Capacity of Neural Networks and Discriminant Analysis in Classifying Potential Debtors
Folia Oeconomica Stetinensia, 2017 Identifying potential healthy and unsound customers is an important task. The reduction of loans granted to companies of questionable credibility can influence banks’ performance.
Piasecki Krzysztof +1 more
doaj +1 more source
On Pricing Basket Credit Default Swaps [PDF]
, 2012 In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model.
Ching, Wai-Ki +3 more
core +2 more sources
Default estimation for low-default portfolios [PDF]
Journal of Empirical Finance, 2006 The problem in default probability estimation for low-default portfolios is that there is little relevant historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option.
openaire +1 more source
Molecular Realism in Default Models for Information Theories of Hydrophobic Effects [PDF]
, 1999 This letter considers several physical arguments about contributions to hydrophobic hydration of inert gases, constructs default models to test them within information theories, and gives information theory predictions using those default models with ...
Garde, S. +3 more
core +3 more sources
Term Default, Balloon Risk, and Credit Risk in Commercial Mortgages [PDF]
, 2003 Term default and balloon risk play an interactive role in the pricing of credit risk in commercial mortgages. Most commercial mortgage pricing studies assume a borrower\u27s default decision is based solely on the property value; the mortgage valuation ...
Eppli, Mark, Tu, Charles C.
core +3 more sources
The Complexity of Reasoning for Fragments of Default Logic [PDF]
, 2009 Default logic was introduced by Reiter in 1980. In 1992, Gottlob classified the complexity of the extension existence problem for propositional default logic as $\SigmaPtwo$-complete, and the complexity of the credulous and skeptical reasoning problem as
A.L. Selman +15 more
core +4 more sources
The default pull: An experimental demonstration of subtle default effects on preferences
Judgment and Decision Making, 2012 The impact of default options on choice is a reliable, well-established behavioral finding. However, several different effects may lend to choosing defaults in an often indistinguishable manner, including loss aversion, inattention, information leakage ...
Nikhil Dhingra +3 more
doaj +1 more source
Le défaut de renseignement et sécurité en République Démocratique du Congo [PDF]
Mouvements et Enjeux Sociaux, 2022 Résumé Cette recherche a porté sur la sécurité internationale de la République Démocratique du Congo et la place qu’occuperait le renseignement dans la construction de cette architecture. Jusqu’à ce jour, la RDC n’a pas encore pris conscience du rôle
Joseph Dieudonné MASSEVO LENZO
doaj
Journal of Law and Legal Reform, 2021 Consumer protection is an integral part of healthy business activities. Default is one of the parties to the agreement which constitutes negligence to meet the conditions set forth in an agreement.
Mia Maulia Fajriana
doaj +1 more source