Results 1 to 10 of about 5,495,645 (192)
Pareto-Front Optimization of Variance-Added Expected Loss with Interrelated Qualities [PDF]
EntropyIn industries, particularly in quality optimization, the trade-off between model bias and variance is inevitable, reflecting the tension between accuracy and uncertainty.
Sangwon Kim, Kichun Lee
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Economic Loan Loss Provision and Expected Loss [PDF]
Business Research, 2010 The intention of a loss provision is the anticipation of credit's expected losses by adjusting the book values of the credits. Furthermore, this loan loss provision has to be compared to the expected loss according to Basel II and if necessary, equity ...
Sebastian Ostrowski, Stefan Hlawatsch
core +4 more sources
Trading Option Portfolios Using Expected Profit and Expected Loss Metrics
RisksWhen trading in the call and put contracts of option chains, the portfolios of strikes must be selected. The trader must also decide whether to take long or short positions at the selected strikes.
Johannes Hendrik Venter +1 more
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Implementing Expected Credit Loss in the Iranian Banking Industry [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2023 IFRS 9 changes the bank’s impairment accounting for debt instruments by replacing the incurred credit loss model with a forward-looking expected credit loss (ECL) model.
Samine Feyzollah, Ahmad Badri
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Forecasting Expected and Unexpected Losses [PDF]
SSRN Electronic Journal, 2020 Extending a standard credit-risk model illustrates that a single factor can drive both expected losses and the extent to which they may be exceeded in extreme scenarios, ie "unexpected losses." This leads us to develop a framework for forecasting these losses jointly. In an application to quarterly US data on loan charge-offs from 1985 to 2019, we find
Juselius, Mikael, Tarashev, Nikola A.
openaire +2 more sources
Case Study of Expected Loss Failure Mode and Effect Analysis Model Based on Maintenance Data
Applied Sciences, 2021 Failure mode and effect analysis (FMEA) is one of the most widely employed pre-evaluation techniques to avoid risks during the product design and manufacturing phases.
Seungsik Min, Hyeonae Jang
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Trading Binary Options Using Expected Profit and Loss Metrics
Risks, 2022 Trading in binary options is discussed using an approach based on expected profit (EP) and expected loss (EL) as metrics of reward and risk of trades. These metrics are reviewed and the role of the EL/EP ratio as an indicator of quality of trades, taking
Johannes Hendrik Venter +1 more
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Preliminary impact of IFRS 9 implementation on the Lebanese banking sector [PDF]
Contabilitate şi Informatică de Gestiune, 2021 Research Question: What is the impact of the new requirements of the expected credit loss (ECL) model on the Lebanese banking sector? Motivation: In spite the expansion of research in respect of International Financial Reporting Standard N0. 9 (IFRS 9)
Darine Dib, Khalil Feghali
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Achieving Residential Coastal Communities Resilient to Tropical Cyclones and Climate Change
Frontiers in Built Environment, 2021 Coastal cities in the Southeast and Gulf Coast of the United States are at an increased risk of tropical cyclones (hurricanes) due to the combined effects of urbanization, rapid economic development, and climate change.
Pramodit Adhikari +5 more
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Buildings, 2023 A time-domain wind-induced damage evaluation for the risk- and resilience-targeted design of building structures requires nonlinear dynamic analysis (NDA) solvers to handle long duration input loads.
Mihail Iancovici, George Bogdan Nica
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