Results 71 to 80 of about 736,428 (286)
Determination of Default Probability by Loss Given Default
Procedia Economics and Finance, 2015 Abstract Determination of credit losses can be provided by banks through the use of an analysis of the actual loan defaults. The quantification of expected losses should be based on an analysis of multiple variables, cause the determination process might be problematic, but it is significant for institutions such as banks but also for others.
Misankova, Maria +2 more
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Ecologically‐Valid Emotion Signatures Enhance Mood Disorder Diagnostics
Advanced Science, EarlyView.This study identifies ecologically‐valid Divergent Emotional Functional Networks (DEFN), derived from dynamic functional connectivity during naturalistic movie watching. The DEFN reliably enhances diagnostic accuracy for mood disorders, including major depressive and bipolar disorders, demonstrating strong reproducibility across demographic factors and
Shuyue Xu +6 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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On Modeling Economic Default Time: A Reduced-Form Model Approach [PDF]
, 2013 In the aftermath of the global financial crisis, much attention has been paid to investigating the appropriateness of the current practice of default risk modeling in banking, finance and insurance industries. A recent empirical study by Guo et al.(2008)
Ching, Wai-Ki +3 more
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Advanced Science, EarlyView.Vitamin D (VitD) modulates olfactory function by remodeling dendrodendritic synapses in tufted cells through vitamin D receptor‐dependent transcriptional and translational mechanisms. VitD regulates synaptic protein translation partially via mTOR signaling.
Pengcheng Ren +9 more
wiley +1 more source
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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Stress Testing of Probability of Default of Individuals [PDF]
This paper introduces a model for stress testing of probability of default of individuals. The model rests on assumption that the individual defaults if his savings fall below zero.
Aleš Slabý +2 more
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NDST3‐Induced Epigenetic Reprogramming Reverses Neurodegeneration in Parkinson's Disease
Advanced Science, EarlyView.NDST3‐mediated epigenetic reprogramming revitalizes neuronal circuits in the substantia nigra and striatum to halt dopaminergic neuron degeneration and restore motor function in Parkinson's disease models. This strategy promotes neuronal maintenance and functional recovery, highlighting NDST3's therapeutic potential in neurodegenerative disorders ...
Yujung Chang +18 more
wiley +1 more source
A reduced-form intensity model containing noise interference
Systems Science & Control Engineering, 2019 OTC financial derivatives are non-standardized face-to-face financial contracts its trading environment is characterized by less information, information disclosure may be distorted, and no exchange protection. It results in asymmetric information on the
Dong-wei Shi, Dong-e Bao, Liang Wu
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Risks, 2017 The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces ...
Mohamed N. Abdelghani +1 more
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