Results 31 to 40 of about 736,428 (286)

Moody's Correlated Binomial Default Distributions for Inhomogeneous Portfolios

, 2006
This paper generalizes Moody's correlated binomial default distribution for homogeneous (exchangeable) credit portfolio, which is introduced by Witt, to the case of inhomogeneous portfolios. As inhomogeneous portfolios, we consider two cases.
Andersen L, Cifuettes A, Duffie D, Fabozzi FJ, Finger CC, Finger CC, Frey R, Hull J, Hull J, Hull J, Jobst NJ, K. Kitsukawa, Laurent J-P, M. Hisakado, Martin R, Molins J, S. Mori, Schönbucher P, Schönbucher P, Vasicek O, Witt G   +20 more
core   +3 more sources

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, Aleksander Sorokin, Natalya Zvezdina, Alexey Mikhaylov, Lyubov Khomyakova, Mir Sayed Shah Danish   +5 more
doaj   +1 more source

Climate-Related Default Probabilities

Risks
Climate risk refers to the risks associated with climate change and has already started to impact various sectors of the economy. In this work, we focus on the impact of physical risk on the probability of default for a firm in the agribusiness sector.
Augusto Blanc-Blocquel, Luis Ortiz-Gracia, Simona Sanfelici   +2 more
openaire   +3 more sources

Estimating Probabilities of Default for Low Default Portfolios [PDF]

SSRN Electronic Journal, 2004
For credit risk management purposes in general, and for allocation of regulatory capital by banks in particular (Basel II), numerical assessments of the credit-worthiness of borrowers are indispensable. These assessments are expressed in terms of probabilities of default (PD) that should incorporate a certain degree of conservatism in order to reflect ...
Katja Pluto, Dirk Tasche
openaire   +3 more sources

Modeling hepatic fibrosis in TP53 knockout iPSC‐derived human liver organoids

Molecular Oncology, EarlyView.
This study developed iPSC‐derived human liver organoids with TP53 gene knockout to model human liver fibrosis. These organoids showed elevated myofibroblast activation, early disease markers, and advanced fibrotic hallmarks. The use of profibrotic differentiation medium further amplified the fibrotic signature seen in the organoids.
Mustafa Karabicici, Soheil Akbari, Ceyda Caliskan, Canan Celiker, Ozden Oz, Leman Binokay, Gökhan Karakulah, Serif Senturk, Esra Erdal   +8 more
wiley   +1 more source

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, M. Stetsko, N. Tkachenko , N. Babiak   +3 more
doaj   +1 more source

Domain associated with zinc fingers‐containing NF90‐NF45 complex inhibits m6A modification of primary microRNA by suppressing METTL3/14 activity

FEBS Open Bio, EarlyView.
NF90–NF45 functions as a negative regulator of methyltransferase‐like 3/14 (METTL3/14)‐mediated N6‐methyladenosine (m6A) modification on primary microRNAs (pri‐miRNAs). NF90–NF45 binds to anti‐oncogenic pri‐miRNAs and inhibits their m6A modification, thereby suppressing the biogenesis of anti‐oncogenic miRNAs.
Takuma Higuchi, Shunsuke Morioka, Keiko Morisawa, Kazutsugu Matsukawa, Shingo Ashida, Takeshi Suzuki, Shuji Sakamoto   +6 more
wiley   +1 more source

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
doaj  

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, Hiromichi Kato, Roman N. Makarov   +2 more
doaj   +1 more source

Predicting Epileptogenic Tubers in Patients With Tuberous Sclerosis Complex Using a Fusion Model Integrating Lesion Network Mapping and Machine Learning

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Accurate localization of epileptogenic tubers (ETs) in patients with tuberous sclerosis complex (TSC) is essential but challenging, as these tubers lack distinct pathological or genetic markers to differentiate them from other cortical tubers.
Tinghong Liu, Qi Wang, Suhui Kuang, Dezhi Cao, Ping Ding, Shaohui Zhang, Haihua Wei, Zhirong Wei, Jinshan Xu, Xinyu Huang, Bing Liu, Shuli Liang   +11 more
wiley   +1 more source