Results 11 to 20 of about 5,506,840 (290)
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
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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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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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Loss Expectation and Income Shifting
SSRN Electronic Journal, 2020 This study examines the effects of expected losses on income shifting from various perspectives. Using a set of worldwide multinational corporation (MNC) affiliates, this study first finds empirical evidence of ex ante adjustments of income-shifting strategies by affiliates, supporting the existence of limited flexibility introduced in Hopland et al ...
Ye Ji Lee, Ji Seon Yoo
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When Uncertainty Decouples Expected and Unexpected Losses [PDF]
SSRN Electronic Journal, 2022 A parsimonious extension of a well-known portfolio credit-risk model allows us to study a salient stylized fact - abrupt switches between high- and low-loss phases - from a risk-management perspective. As uncertainty about phase switches increases, expected losses decouple from unexpected losses, which reflect a high percentile of the loss distribution.
Juselius, Mikael, Tarashev, Nikola A.
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Seismic loss analysis of buckling-restrained braced frames considering the effects of modeling uncertainties [PDF]
Numerical Methods in Civil Engineering, 2018 While the design criteria for buckling-restrained braced frames are advancing, understanding the functional behavior of these types of frames during the occuring earthquakes can considerably contribute in the evolution of the design criteria for these ...
A. M. Azimi, E. Khojastehfar
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IFRS 9 implementation in banks and macroeconomic scenarios: Some methodological aspects [PDF]
Bankarstvo, 2017 The International Financial Reporting Standard 9 - IFRS is another one in the series of global level initiatives undertaken with a view to fixing the consequences of the global economic and financial crisis, and preventing the future negative ...
Brković Milan
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Municipal expected annual loss as an indicator to develop seismic risk maps in Italy [PDF]
, 2019 This work presents a risk-targeted indicator called Municipal Expected Annual Loss (MEAL) for a quantitative estimation of the seismic risk at territorial level.
Faleschini, Flora +4 more
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Time-Dependent Probabilistic Model for Hierarchical Structure in Failure Mode and Effect Analysis
Applied Sciences, 2019 Failure mode and effect analysis (FMEA) is a structured technique for identifying risks that may occur during a given stage of a system’s life cycle.
Hyeon-ae Jang, Seungsik Min
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Bayesian Estimation Using Expected LINEX Loss Function: A Novel Approach with Applications
Mathematics, 2022 The loss function plays an important role in Bayesian analysis and decision theory. In this paper, a new Bayesian approach is introduced for parameter estimation under the asymmetric linear-exponential (LINEX) loss function.
Mazen Nassar +3 more
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