Results 51 to 60 of about 1,161,301 (335)
Credit Risk Assessment Considering Variations in Exposure: Application to Commitment Lines [PDF]
Given the worldwide financial market confusion caused by the subprime mortgage problem and the increase in credit line contracts with relaxed covenants, there have been cases in which financial institutions are facing a demand to provide additional ...
Shigeaki Fujiwara
core +3 more sources
Modelling LGD Using Survival Analysis [PDF]
International Journal of Management, Accounting and Economics, 2018 Loss Given Default (LGD) is one of the key parameters needed in order to estimate expected and unexpected credit losses necessary for credit pricing as well as for calculation of the regulatory Basel II requirement (BCBS, 2006).
Rusul Alsarray
doaj
Monte Carlo Simulation in the Integrated Market and Credit Portfolio Model [PDF]
, 2001 Credit granting institutions deal with large portfolios of assets. These assets represent credit granted to obligors as well as investments in securities. A common size for such a portfolio lies from anywhere between 400 to 10,000 instruments.
Kane, Selly +2 more
core
A Mussel‐Inspired Bioadhesive Patch to Selectively Kill Glioblastoma Cells
Advanced Science, EarlyView.An innovative mussel‐inspired bioadhesive patch has been developed for post‐surgical glioblastoma treatment. The patch, which adheres strongly in biological environments, releases a localized treatment. This treatment, acting via reactive oxygen species, shows specific toxicity to glioblastoma cells.
Jose Bolaños‐Cardet +5 more
wiley +1 more source
Assessing the impact of IFRS 9’s Expected Credit Loss model on capital allocation in Jordanian banks [PDF]
Banks and Bank SystemsThis study investigates the empirical effects of implementing the Expected Credit Loss (ECL) model under IFRS 9 on capital budgeting decisions within the Jordanian banking sector.
Mohammad Fawzi Shubita +4 more
doaj +1 more source
Expected credit losses and managerial discretion. Current practices and future challenges
MANAGEMENT CONTROL, 2021 This paper examines the loan loss provisioning behaviour during the transition from IAS 39 to IFRS 9 for a sample of 403 banks in 27 countries in European Union. The objective of the study is to investigate whether during the first years of adoption of the new expected credit loss (ECL) impairment model banks are more en-couraged to smooth earnings and
A. Allini, R. Macchioni, M. Prisco
openaire +3 more sources
Finance and Economics Discussion Series, 2019 CECL, the new credit loss provisioning standard, is intended to promote proactive provisioning as loan loss reserves must incorporate forward-looking assumptions. We study how one assumption – expectations about future house prices – affects the size and
Sarah Chae +3 more
semanticscholar +1 more source
Adult Sex Ratio as a Demographic Feedback Linking Mating Systems, Parental Care, and Evolution
Advanced Science, EarlyView.Breeding systems are some of the most diverse social behavior, and our team is investigation the evolutionary causes of this diversity. This review summarises our research carried out at the University of Bath. We argue that demographic components of wild populations, especially the adult sex ratio, plays a key role driving breeding system variation ...
Tamás Székely, Oscar G. Miranda
wiley +1 more source
Modelo para la estimación del deterioro por riesgo de crédito
Suma de Negocios, 2020 El artículo desarrolla el modelo de estimación de pérdida esperada como soporte al Sistema de Administración del Riesgo de Crédito para una entidad de economía solidaria.
Iván Mauricio Bermúdez Vera +2 more
doaj +1 more source
The pricing puzzle : the default term structure of collateralised loan obligations [PDF]
, 2002 Ambivalence in the regulatory definition of capital adequacy for credit risk has recently stirred the financial services industry to collateral loan obligations (CLOs) as an important balance sheet management tool.
Jobst, Andreas A.
core +1 more source