Results 1 to 10 of about 1,290,907 (118)
Mathematics, 2022 In Basel III, the credit valuation adjustment (CVA) was given, and it was discussed that a bank covers mark-to-market losses for expected counterparty risk with a CVA capital charge. The purpose of this study is threefold. Using the logistic distribution,
Yanlai Song +3 more
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Nature Communications, 2018 Modulation of ambient PM2.5 exposure and premature mortality burden in India under climate change scenarios is unclear. Here the authors show that the premature mortality burden is projected to decrease in 2100 relative to present day under all possible ...
Sourangsu Chowdhury +2 more
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Expected effects of the revised exposure to banks Basel credit risk weighted assets standard [PDF]
Strategic Management, 2021 In 2017 Basel Committee on Banking Supervision (BCBS) published additional Basel III reforms for the calculation of the risk-weighted assets (RWA) as part of the capital adequacy calculation.
Milojević Nenad, Redžepagić Srđan
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Approaches to Modelling Exposure at Default for the Entire Life of the Asset [PDF]
Финансовый журнал, 2021 This paper is devoted to developing an optimal model for assessing the default requirement (EAD) of assets over the entire life of a financial instrument in accordance with the requirements of IFRS 9 “Financial instruments”. The EAD for the whole life of
Alfiya F. Vasilyeva
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International Journal of Financial Studies, 2022 Systemic susceptibility highlights the extent to which a banking sector is sensitive to negative shocks. Policymakers and regulators’ objective is to avoid financial crises, and even though they can somewhat control local conditions, internationally ...
Mathias Mandla Manguzvane +1 more
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Toxins, 2022 Mycotoxins are natural metabolites produced by fungi that contaminate food and feed worldwide. They can pose a threat to human and animal health, mainly causing chronic effects, e.g., immunotoxic and carcinogenic.
Paula Alvito +10 more
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Animal dietary exposure in the risk assessment of feed derived from genetically modified plants
EFSA Journal, 2023 EFSA carries out the risk assessment of genetically modified plants for food and feed uses under Regulation (EU) No 503/2013. Exposure assessment – anticipated intake/extend of use shall be an essential element of the risk assessment of genetically ...
EFSA Panel on Genetically Modified Organisms (GMO) +18 more
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Climate Change Determines Future Population Exposure to Summertime Compound Dry and Hot Events
Earth's Future, 2022 Compound dry and hot events (CDHEs) have increased significantly and caused agricultural losses and adverse impacts on human health. It is thus critical to investigate changes in CDHEs and population exposure in responding to climate change. Based on the
Gengxi Zhang +7 more
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Increased respiratory disease mortality at a microwave popcorn production facility with worker risk of bronchiolitis obliterans. [PDF]
PLoS ONE, 2013 BACKGROUND: Bronchiolitis obliterans, an irreversible lung disease, was first associated with inhalation of butter flavorings (diacetyl) in workers at a microwave popcorn company.
Cara N Halldin +5 more
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Frontiers in Applied Mathematics and Statistics, 2019 Monte Carlo methods have become a staple use in risk departments of many financial institutions as these methods are relatively fast to compute even at higher dimensions and provide risk metrics such as percentile values.
Dominic Cortis
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