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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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A proposed benchmark model using a modularised approach to calculate IFRS 9 expected credit loss
Cogent Economics & Finance, 2020 The objective of this paper is to develop a methodology to calculate expected credit loss (ECL) using a transparent-modularised approach utilising three components: probability of default (PD), loss given default (LGD) and exposure at default (EAD).
Willem Daniel Schutte +4 more
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Including uncertainty of the expected mortality rates in the prediction of loss in life expectancy
BMC Medical Research Methodology, 2023 Purpose This study introduces a novel method for estimating the variance of life expectancy since diagnosis (LEC) and loss in life expectancy (LLE) for cancer patients within a relative survival framework in situations where life tables based on the ...
Yuliya Leontyeva +4 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.
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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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