Results 31 to 40 of about 177,318 (256)
Regulatory Estimates for Defaulted Exposures: A Case Study of Spanish Mortgages
Mathematics, 2021 The capital requirements derived from the Basel Accord were issued with the purpose of deploying a transnational regulatory framework. Further regulatory developments on risk measurement is included across several documents published both by the European
Marta Ramos González +2 more
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Aggregation of Incidence and Intensity Risk Variables to Achieve Reconciliation
Risks, 2019 The aggregation of individual risks into total risk using a weighting variable multiplied by two ratio variables representing incidence and intensity is an important task for risk professionals. For example, expected loss (EL) of a loan is the product of
Clive Hunt, Ross Taplin
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Identification of Loss-Given-Default (LGD) Effective Factors by Using Tobit Regression Model (Case Study: Bank of Industry and Mine Corporate Clients) [PDF]
مطالعات مالی و بانکداری اسلامی, 2017 This research aims to identify the influential components on LGD by using Tobit regression on institutional customers of the bank of Industry and Mine. In order to achieve this goal, LGD can be used to calculate the probability of default on the basis of
Mohsen Khoshtinat, Seyedeh Nasim Alavi
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Credit Scoring – General Approach in the IFRS 9 Context
Audit Financiar, 2021 With the coming into force of the standard IFRS 9 – Financial Instruments, in January 2018, financial institutions passed from an incurred loss model to a forward-looking model for the computation of impairment losses.
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Subtype‐specific enhancer RNAs define transcriptional regulators and prognosis in breast cancers
Molecular Oncology, EarlyView.This study employed machine learning methodologies to perform the subtype‐specific classification of RNA‐seq data sets, which are mapped on enhancers from TCGA‐derived breast cancer patients. Their integration with gene expression (referred to as ProxCReAM eRNAs) and chromatin accessibility profiles has the potential to identify lineage‐specific and ...
Aamena Y. Patel +6 more
wiley +1 more source
Optimal Form of Retention for Securitized Loans under Moral Hazard
Risks, 2017 We address the moral hazard problem of securitization using a principal-agent model where the investor is the principal and the lender is the agent.
Georges Dionne, Sara Malekan
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Molecular Oncology, EarlyView.Pancreatic sensory neurons innervating healthy and PDAC tissue were retrogradely labeled and profiled by single‐cell RNA sequencing. Tumor‐associated innervation showed a dominant neurofilament‐positive subtype, altered mitochondrial gene signatures, and reduced non‐peptidergic neurons.
Elena Genova +14 more
wiley +1 more source
Invasive giant pituitary macroadenoma causing Cushing disease; a case report
Sri Lanka Journal of Diabetes Endocrinology and Metabolism, 2021 Introduction: Cushing disease is a rare entity, and among them, giant pituitary adenomas causing Cushing disease is rarer. Here we present a case of Cushing disease secondary to a giant pituitary macroadenoma.Case report: A 41-year-old female with poorly
K. K. K. Gamage +3 more
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Interpreting the effects of DNA polymerase variants at the structural level
Molecular Oncology, EarlyView.Using MAVISp and molecular dynamics simulations, we analyzed over 60 000 missense variants in POLE and POLD1 from ClinVar, COSMIC, cBioPortal, and saturation mutagenesis. Identified mechanistic indicators, including stability, binding, and long‐range, enable structural interpretation, providing ACMG‐like evidence for possible reclassification of VUS ...
Matteo Arnaudi +7 more
wiley +1 more source
Modelling LGD Using Survival Analysis [PDF]
International Journal of Management, Accounting and Economics, 2018 Loss Given Default (LGD) is one of the key parameters needed in order to estimate expected and unexpected credit losses necessary for credit pricing as well as for calculation of the regulatory Basel II requirement (BCBS, 2006).
Rusul Alsarray
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