Results 51 to 60 of about 5,859,176 (265)

Natural disasters and corporate default risk

International Review of Economics & Finance
We investigate how exposure to natural disaster intensity impacts a firm's default risk. Analyzing data from 3753 disaster affected U.S. companies between 1994 and 2017, we find that firms located in areas with higher disaster intensity face increased ...
Hasibul Chowdhury, Ihtisham Malik, Hui Sun, Searat Ali   +3 more
doaj   +1 more source

Validate Scoring of Legal Borrowers in Banks (Using Logit and Probit Models) [PDF]

Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2012
Defaulted loans are biggest challenges in Iranian bank system. One of the major reasons for this phenomenon is the lack of validate scoring systems for loan payment in the banks.
Reza Raei, Aboozar Soroush
doaj  

Measuring Default Risk Premia from Default Swap Rates and EDFs [PDF]

This paper estimates the degree of variation over time in the price for bearing exposure to U.S. corporate default risk during 2000-2004, based on the relationship between default probabilities, as estimated by Moody’s KMV EDFs, and default swap (CDS ...
Antje Berndt, Rohan Douglas, Mark Ferguson, Darrell Duffie   +3 more
core  

From Adult to Adolescent: Alignment in Clinical Trials and Outcomes in Axial Spondyloarthritis

Arthritis Care &Research, EarlyView.
Spondyloarthritis (SpA) is a group of chronic inflammatory diseases encompassing axial and peripheral forms, with up to 20% of patients developing symptoms before age 16. Despite this substantial pediatric burden, treatment options for juvenile‐onset SpA (JSpA), particularly those with axial disease (axJSpA), remain limited.
Pamela F. Weiss, Judith A. Smith, Robert A. Colbert, Erin Treemarcki, Michael H. Weisman, Walter P. Maksymowych, Hermine I. Brunner, for the Childhood Arthritis and Rheumatology Research Alliance, Spondyloarthritis Research and Treatment Network, and Pediatric Rheumatology Collaborative Study Group Advisory Council   +9 more
wiley   +1 more source

The Regime-Switching Structural Default Risk Model

Risks
We develop the regime-switching default risk (RSDR) model as a generalization of Merton’s default risk (MDR) model. The RSDR model supports an expanded range of asset probability density functions.
Andreas Milidonis, Kevin Chisholm
doaj   +1 more source

CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN [PDF]

Global Economic Observer, 2013
The paper presents a competing-risks approach for investigating the determinants of corporate financial distress. In particular a comparative analysis of three European markets-France, Italy and Spain–is performed in order to find out the similarities ...
Alessandra Amendola, Marialuisa Restaino, Luca Sensini   +2 more
doaj  

Systematic approach to the analysis of receivables of the enterprise on the basis of statistical data

Ekonomìka Harčovoï Promislovostì, 2020
The article examines the economic literature on the approaches to the analysis of receivables of the enterprise. The sequence of receivables analysis has been made by stages: definition of purpose, objects, tasks of analysis, work on sources of ...
T. Stupnytska, O. Antonyuk, O. Volodina, A. Orel   +3 more
doaj   +1 more source

Default Risk in Corporate Yield Spreads [PDF]

An important research question examined in the recent credit risk literature focuses on the proportion of corporate yield spreads which can be attributed to default risk.
Khemais Hammami, Geneviève Gauthier, Georges Dionne, Mathieu Maurice, Jean-Guy Simonato   +4 more
core  

Is an Apple an Orange? A Large Language Model Benchmark for Candidate Term Extraction and Subclass Decisions Against Upper Ontologies in Engineering and Materials Science

Advanced Engineering Materials, EarlyView.
Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch, Maximilian Holland, Klaus Drechsler, Johannes Schilp   +3 more
wiley   +1 more source

Maturity, indebtedness, and default risk [PDF]

In this paper, the authors present a new approach to incorporating long-term debt into equilibrium models of unsecured debt and default. They make three sets of contributions.
Satyajit Chatterjee, Burcu Eyigungor
core   +4 more sources