Results 81 to 90 of about 5,495,645 (192)
Evaluating Nonprice Terms to Ration Microfinance Loans Based on Expected Loan Loss Function
Journal of Applied MathematicsMicrofinance institutions (MFIs) play a unique role in the financial sector, using an alternative financial intermediation system (business model) to provide banking services to the marginalized.
Enoch Sakyi-Yeboah +3 more
doaj +1 more source
Analytical solutions for expected and unexpected losses with an additional loan [PDF]
We evaluate expected and unexpected losses of a bank loan, taking into account the bankfs strategic control of the expected return on the loan. Assuming that the bank supplies an additional loan to minimize the expected loss of the total loan, we provide
Satoshi Yamashita, Toshinao Yoshiba
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Threshold parameter of the expected losses
Croatian Operational Research Review, 2012 The objective of extreme value analysis is to quantify the probabilistic behavior of unusually large losses using only extreme values above some high threshold rather than using all of the data which gives better fit to tail distribution in comparison to traditional methods with assumption of normality.
Arnerić, Josip +2 more
openaire +4 more sources
Current Approaches to the Establishment of Credit Risk Specific Provisions [PDF]
Theoretical and Applied Economics, 2008 The aim of the new Basel II and IFRS approaches is to make the operations of financial institutions more transparent and thus to create a better basis for the market participants and supervisory authorities to acquire information and make decisions.
Ion Nitu, Alin Eduard Nitu, Eliza Paicu
doaj +1 more source
Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss [PDF]
This paper develops a pricing methodology and pricing estimates for the proposed Federal excess-of- loss (XOL) catastrophe reinsurance contracts.
Christopher M. Lewis +2 more
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El-Jizya: Jurnal Ekonomi IslamThis study applies a Monte Carlo simulation model to estimate the value at risk (VaR) for the Syrian International Islamic Bank's investment portfolio, aiming to assess potential risks and Information is provided for investment decisions making.
Rima Shaar +2 more
doaj +1 more source
Implementing Behavioral Concepts into Banking Theory: The Impact of Loss Aversion on Collateralization [PDF]
In standard bank theoretic models agents are assumed to be fully rational expected utility maximizers. This fact ignores the huge amount of evidence for anomalies in human behavior found by psychologists. In this paper we argue that the implementation of
Langer, Thomas, Waller, Peter
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, 2014 One of the key signatures of the Quark Gluon Plasma (QGP) is the modification of hadron and direct photon spectra in heavy-ion collisions as compared to proton-proton (pp) collisions.
Morreale, Astrid
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Robustness Verification for Classifier Ensembles
, 2020 We give a formal verification procedure that decides whether a classifier ensemble is robust against arbitrary randomized attacks. Such attacks consist of a set of deterministic attacks and a distribution over this set.
Gross, Dennis +3 more
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The Calculus of Expected Loss: Backtesting Parameter-Based Expected Loss in a Basel II Framework [PDF]
, 2012 The dependency structure of credit risk parameters is a key driver for capital consumption and receives regulatory and scientific attention. The impact of parameter imperfections on the quality of expected loss (EL) in the sense of a fair, unbiased estimate of risk expenses however is barely covered.
openaire +2 more sources