Results 81 to 90 of about 736,428 (286)

Forecasting Credit Portfolio Risk [PDF]

The main challenge of forecasting credit default risk in loan portfolios is forecasting the default probabilities and the default correlations. We derive a Merton-style threshold-value model for the default probability which treats the asset value of a ...
Hamerle, Alfred, Liebig, Thilo, Scheule, Harald   +2 more
core  

Default clustering in large portfolios: Typical events [PDF]

, 2013
We develop a dynamic point process model of correlated default timing in a portfolio of firms, and analyze typical default profiles in the limit as the size of the pool grows.
Giesecke, Kay, Sowers, Richard B., Spiliopoulos, Konstantinos   +2 more
core   +1 more source

Mitochondrial Calcium Uniporter Drives Chemoresistance in Pancreatic Cancer via Glutathione‐Mediated Stemness Maintenance

Advanced Science, EarlyView.
PDAC has a poor prognosis due to chemoresistance. We revealed that MCU upregulation is associated with chemoresistance and stemness in PDAC. MCU‐mediated Ca2+ influx induced ER stress, activating the PERK‐ATF4/NRF2 axis to enhance PSAT1/SLC711 expression and glutathione synthesis, reducing ROS and maintaining stemness.
Zekun Li, Chenyang Meng, Guangcong Shen, Yueying Shan, Junjin Wang, Diliyaer Abudukeremu, Rui Zhao, Bo Ni, Chao Xu, Xiaofan Guo, Jun Yu, Kaiyuan Wang, Shengyu Yang, YunZhan Li, Yongjie Xie, Tianxing Zhou, Jihui Hao, Xiuchao Wang   +17 more
wiley   +1 more source

Credit Risk and Real Capital: An Examination of Swiss Banking Sector Default Risk Using CVaR [PDF]

The global financial crisis (GFC) has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question.
David E Allen, Robert Powell
core  

Chromatin Topology Reconfiguration Orchestrates Thermotolerant Male Fertility via GhAL5 in Cotton

Advanced Science, EarlyView.
This study investigates cotton’s high‐temperature (HT) response using multi‑omics. Dynamic 3D genome changes drive expression bias affecting male fertility. The tolerant line shows controlled chromatin dynamics, while the sensitive line exhibits overactivation.
Yanlong Li, Jing Yang, Weiran Wang, Chunyang Zuo, Liuling Pei, Yizan Ma, Rui Zhang, Yaru Fan, Huanhuan Ma, Yawei Li, Ruizhen Liu, Shuangxia Jin, Longfu Zhu, Jie Kong, Xianlong Zhang, Ling Min   +15 more
wiley   +1 more source

Applying default probabilities in an exponential barrier structural model [PDF]

This paper shows that the use of a time-dependant barrier in a structural model improve its flexibility because it allows to incorporate, as input, the probability of default. The main result achieved is the assessment that the default barrier is, indeed,
Arianna Agosto, Enrico Moretto
core  

CellPolaris: Transfer Learning for Gene Regulatory Network Construction to Guide Cell State Transitions

Advanced Science, EarlyView.
CellPolaris decodes how transcription factors guide cell fate by building gene regulatory networks from transcriptomic data using transfer learning. It generates tissue‐ and cell‐type‐specific networks, identifies master regulators in cell state transitions, and simulates TF perturbations in developmental processes.
Guihai Feng, Xin Qin, Jiahao Zhang, Wuliang Huang, Yiyang Zhang, Wentao Cui, Yao Chen, Shirui Li, Wenhao Liu, Yao Tian, Yana Liu, Jingxi Dong, Ping Xu, Zhenpeng Man, Guole Liu, Zhongming Liang, Xinlong Jiang, Xiaodong Yang, Pengfei Wang, Ge Yang, Hongmei Wang, Xuezhi Wang, Ming‐Han Tong, Yuanchun Zhou, Shihua Zhang, Yiqiang Chen, Yong Wang, Xin Li   +27 more
wiley   +1 more source

ESTIMATION OF THE PROBABILITY OF DEFAULT BASED ON RELEVANT ECONOMIC AND FINANCIAL INDICATORS [PDF]

Annals of the University of Oradea: Economic Science, 2017
The credit risk is one of the main banking activity risks, with direct impact on the bank performance. Approaches based on internal rating models introduced by the Basel II agreement allow banks to use their own estimates for credit risk quantification ...
Istrate Luminita Gabriela, Ionescu Bogdan Stefan   +1 more
doaj  

Experimental Evidence on the ‘Insidious’ Illiquidity Risk [PDF]

This paper brings experimental evidence on investors’ behavior subject to an "illiquidity" constraint, where the success of a risky project depends on the participation of a minimum number of investors.
Besancenot, Damien, Vranceanu, Radu
core  

Enzymatic Remodelling of Tumour Microenvironment Enhances Anti‐CEACAM5 CAR T‐Cell Efficacy Against Colorectal Cancer

Advanced Science, EarlyView.
This study shows anti‐CEACAM5 CAR T‐cells are ineffective against colorectal cancer (CRC) because of CEACAM5 sequestration at intercellular junctions and the thick tumour cell glycocalyx. Enzymatic treatments of CRC cell monolayer/tissue section with trypsin or hyaluronidase restore CEACAM5 availability, enhance CAR T‐cell activation, increase ...
Debasis Banik, Christopher J. Ward, Soura Chakraborty, Ziwei Zhang, Daniel Heraghty, Prasanna Suresh, Bing Li, Shekhar Kedia, Jhuma Pramanik, Simon J. Davis, James P. Roy, Michael A. Chapman, Bidesh Mahata, David Klenerman   +13 more
wiley   +1 more source