Results 151 to 160 of about 736,428 (286)
Estimation of probability of default for low default portfolios
, 2022 Under Basel II, banks can use internal models to calculate their regulatory capital for credit risk, being the probability of default (PD) one of the fundamental parameters used in the quantification of credit risk. The Basel Committee on Banking Supervision requires financial institutions to incorporate a margin of conservatism to their estimates for ...
openaire +1 more source
Forward-looking estimation of default probabilities with Italian data [PDF]
The solution adopted in Basel II to deal with procyclicality of capital requirements (i.e. through the cycle ratings and long-run average estimates of default probabilities) implies a reduction in the risk-sensitivity that contradicts the original spirit
Chiara Pederzoli +2 more
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Advanced Science, EarlyView.Our study reveals a novel mechanism of a positive regulatory circuit between Cav1.2 and H3K27ac for pancreatic neuroendocrine neoplasms (pNENs) progression. Cav1.2 is identified as a crucial target for promoting disease progression and correlates with malignant behaviors, which are remarkably inhibited by the administration of calcium channel blockers (
Yangyinhui Yu +12 more
wiley +1 more source
Advanced Science, EarlyView.Computational annotation of various tissue types in heterogeneous samples such as colorectal cancer liver metastasis (CRLM) using spatial autocorrelation analysis on non‐destructive mid‐infrared (MIR) imaging data enabled correlative multimodal mass spectrometry imaging (MSI) for spatial investigation of lipid tumor marker candidates. The method can be
Miriam F. Rittel +12 more
wiley +1 more source
An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil [PDF]
Our objective in this paper is to analyze empirically the relationship between the external finance premium of non-financial corporations in Brazil with their default probability and with their demand for inventories.
Alberto Ronchi Neto +1 more
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Machine Learning for Green Solvents: Assessment, Selection and Substitution
Advanced Science, EarlyView.Environmental regulations have intensified demand for green solvents, but discovery is limited by Solvent Selection Guides (SSGs) that quantify solvent sustainability. Training a machine learning model on GlaxoSmithKline SSG, a database of sustainability metrics for 10,189 solvents, GreenSolventDB is developed. Integrated with Hansen solubility metrics,
Rohan Datta +4 more
wiley +1 more source
Advanced Science, EarlyView.Donor‐derived tdTomato+ mature hepatocytes were FACS‐isolated and transplanted into Fah−/− host mice. During regeneration, these cells convert into proliferative, unipotent Afp+ rHeps. Their plasticity is governed by a PPARγ/AFP‐dependent metabolic switch, segregating into pro‐proliferative Afplow and pro‐survival Afphigh subpopulations.
Ting Fang +12 more
wiley +1 more source
Predicting default probability and the default recovery ratio: evidence from the Lebanese external public debt [PDF]
Banks and Bank Systems, 2009 Ghada El Khoury +2 more
doaj
Probabilistic functionalism as a limiting condition for robustness. [PDF]
Sci RepForsgren M +2 more
europepmc +1 more source
Valuing defaultable bonds: an excursion time approach [PDF]
Recently there has been some interest in the credit risk literature in models which involve stopping times related to excursions. The classical Black-Scholes-Merton-Cox approach postulates that default may occur, either at or before maturity, when the ...
Martina Nardon
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