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Novel loss-of-function <i>SPAG</i>17 homozygous variant segregated in a family with severe asthenozoospermia: upgrading gene-disease validity to strong. [PDF]

Front Endocrinol (Lausanne)
Wang L, Li J, Huang L, Wang J, Zhou L, Ding L, Li J, Zhang Q, Zhang J, Xie G.   +9 more
europepmc   +1 more source

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Predicting loss given default using post-default information

Knowledge-Based Systems, 2021
Abstract The loss given default (LGD) is an essential component for estimating credit risk according to the international regulatory Basel Accord. Traditionally, LGD models are built based on the characteristics of the loan and the borrower prior to default, a practice which fails to consider the post-default information revealed during the repayment
Fanyin Zhou, Zhiyong Li, Xiao Yao
exaly   +2 more sources

Loss functions for Loss Given Default model comparison

European Journal of Operational Research, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christophe Hurlin
exaly   +3 more sources

Loss given default decomposition using mixture distributions of in-default events

European Journal of Operational Research, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wojciech Starosta
exaly   +3 more sources

Default and loss given default in agriculture

Agricultural Finance Review, 2011
Purpose – The purpose of this paper is to investigate the relationship between loan default and loss given default (LGD) in an agricultural loan portfolio. The analysis employs a simulation model approach to evaluate the role that systematic and non‐systematic risks play in determining the economic capital requirements under different agricultural ...
Glenn Pederson, Nicholas Sakaimbo
openaire   +1 more source

Loss Given Default (LGD)

2022
The following sections are included: Basic Definition Recovery Rating Scale LGD Modeling Approaches LGD Proxy Indicators Additional Thoughts on ...
Giuseppe Orlando, Michele Bufalo, Henry Penikas, Concetta Zurlo   +3 more
openaire   +2 more sources

Modeling Loss Given Default

SSRN Electronic Journal, 2018
We investigate the puzzle in the literature that various parametric loss given default (LGD) statistical models perform similarly by comparing their performance in a simulation framework. We find that, even using the full set of explanatory variables from the assumed data generating process, these models still show similar poor performance in terms of ...
Phillip Li, Xiaofei Zhang, Xinlei Zhao
openaire   +1 more source

Defaults and Losses Given Default of Structured Finance Securities

The Journal of Fixed Income, 2004
There is little research on default and recovery rates of structured finance securities, despite the growth of the market and how important their performance is in bank regulation and risk management as well as in valuation of market transactions. In 2003, the total issuance of asset-backed securities (ABS) including collateralized debt obligations ...
Jian Hu, Richard Cantor
openaire   +2 more sources

Basel requirements of downturn loss given default: modeling and estimating probability of default and loss given default correlations

The Journal of Credit Risk, 2006
Basel II requires that banks use downturn loss given default (LGD) estimates in regulatory capital calculations, citing the fact that the probability of default (PD) and LGD correlations are not captured. We show that the lack of correlation can be taken care of by incorporating a certain degree of conservatism in cyclical LGD in a point-in-time (PIT ...
Peter Miu, Bogie Ozdemir
openaire   +1 more source