Results 21 to 30 of about 1,502,113 (258)
Mathematics, 2022 For a fixed time, t, and a horizon time, b, the probability of default (PD) measures the probability that an obligor, that has paid his/her credit until time t, runs into arrears not later that time t+b.
Rebeca Peláez +2 more
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Estimating Default Probability of Bank Customers Using Neural Networks Method (Case Study: Pasargad Bank) [PDF]
مطالعات مالی و بانکداری اسلامی, 2018 The purpose of this study is identifying factors affecting the probability of loan default and forecasting default probability of non-corporate (natural) customers of Pasargad bank by means of neural networks method (NNM).
Mohammad Hossein Pourkazemi +2 more
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Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework
Mathematics, 2021 The research paper is devoted to developing a mathematical approach for dealing with time-varying parameters in rolling window logit models for credit risk assessment.
Nikita Moiseev +5 more
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DETERMINANTS OF INTEREST RATES ON CORPORATE DEBT
Фінансово-кредитна діяльність: проблеми теорії та практики, 2021 . The objective of this article is theoretical and methodological justifying of determining algorithm of the cost of debt capital for enterprises functioning in emerging markets (EM).
O. Tereshchenko +3 more
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Conceptual and Statistical Issues Regarding the Probability of Default and Modeling Default Risk [PDF]
Database Systems Journal, 2011 In today’s rapidly evolving financial markets, risk management offers different techniques in order to implement an efficient system against market risk.
Emilia TITAN, Adela Ioana TUDOR
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Spectral Expansions for Credit Risk Modelling with Occupation Times
Risks, 2022 We study two credit risk models with occupation time and liquidation barriers: the structural model and the hybrid model with hazard rate. The defaults within the models are characterized in accordance with Chapter 7 (a liquidation process) and Chapter ...
Giuseppe Campolieti +2 more
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Membrane composition and thermodynamic identity as boundaries of life for synthetic cell research
FEBS Letters, EarlyView.What makes a cell a cell? The boundary of a living cell is not just a wall. Read as a Markov blanket, the membrane separates internal from external states, generating identity and non‐equilibrium order. Can this identity be rebuilt from scratch in a synthetic cell?
Caterina Presutti, Bert Poolman
wiley +1 more source
Molecular Oncology, EarlyView.This study shows that lung adenocarcinomas exploit developmental branching morphogenesis to acquire a therapy resistant basal‐like tumour cell state. This process was found to be regulated by combined TP53 loss‐of‐function and type‐I interferon signalling, identifying a novel axis for biomarker and therapeutic target discovery.
Kamila J Bienkowska +13 more
wiley +1 more source
Molecular Oncology, EarlyView.Matched spatial transcriptomics and single‐nuclei RNA‐seq were generated for anaplastic and BRAFV600E papillary thyroid cancers revealing generic and tumor‐specific states occurring in cancer cells and in the tumor microenvironment. In this context, cancer dedifferentiation mirrored organoid maturation through ordered thyroid marker gain/loss ...
Adrien Tourneur +11 more
wiley +1 more source
Prediction of default probability in banking industry using CAMELS index: A case study of Iranian banks [PDF]
Management Science Letters, 2013 This study examines the relationship between CAMELS index and default probability among 20 Iranian banks. The proposed study gathers the necessary information from their financial statements over the period 2005-2011.
Mohammad Khodaei Valahzaghard +1 more
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