Results 31 to 40 of about 160,958 (306)
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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Revista de Métodos Cuantitativos para la Economía y la Empresa, 2020 Este trabajo tiene como objetivo estimar las probabilidades de incumplimiento en proyectos de infraestructura. Para ello, se analiza la exposición que tienen los prestamistas frente a un estado de incumplimiento.
Zapata Quimbayo, Carlos Andrés
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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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Estimating the Probability of Default for No-Default and Low-Default Portfolios
SSRN Electronic Journal, 2018 SummaryThe paper proposes a sequential Bayesian updating approach to estimate default probabilities on rating grade level for no- and low-default portfolios. Bayesian sequential updating enables default probabilities to be obtained also for those rating grades for which no defaults have been observed. The advantage of this approach is that it preserves
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COVID‑19 pandemic risk and probability of loan default: evidence from marketplace lending market [PDF]
, 2021 As the COVID-19 pandemic adversely affects the financial markets, a better understanding of the lending dynamics of a successful marketplace is necessary under the conditions of financial distress.
Nigmonov, Asror, Shams, Syed
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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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Bayesian Estimation of Probabilities of Default for Low Default Portfolios [PDF]
SSRN Electronic Journal, 2012 The estimation of probabilities of default (PDs) for low default portfolios by means of upper confidence bounds is a well-established procedure in many financial institutions. However, there are often discussions within the institutions or between institutions and supervisors about which confidence level to use for the estimation.
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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
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Molecular Oncology, EarlyView.Pre‐analytical handling critically determines liquid biopsy performance. This study defines practical best‐practice conditions for cell‐free DNA (cfDNA) and extracellular vesicle–derived DNA (evDNA), showing how processing time, storage conditions, tube type, and plasma input volume affect DNA integrity and mutation detection.
Jonas Dohmen +11 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
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