Results 61 to 70 of about 7,541,076 (252)

Forecasting bank loans loss-given-default [PDF]

With the advent of the new Basel Capital Accord, banking organizations are invited to estimate credit risk capital requirements using an internal ratings based approach. In order to be compliant with this approach, institutions must estimate the expected
Joao A. Bastos
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RNA Sequencing Resolves Cryptic Pathogenic Variants in Mitochondrial Disease

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Mitochondrial diseases are the most common inherited metabolic disorders, characterized by pronounced clinical and genetic heterogeneity that complicates molecular diagnosis. Although DNA‐based sequencing approaches have become standard in genetic testing, up to half of patients remain without a definitive diagnosis.
Zhimei Liu, Xin Duan, Fatemeh Peymani, Jia Wang, Chengjia Bao, Chaolong Xu, Ying Zou, Zixuan Zhang, Yunxi Zhang, Tongyue Li, Martin Pavlov, Junling Wang, Minhan Song, Tianyu Song, Xiaodi Han, Mingxi Sun, Danmin Shen, Ruoyu Duan, Huafang Jiang, Manting Xu, Holger Prokisch, Fang Fang   +21 more
wiley   +1 more source

Pitfalls in modeling loss given default of bank loans [PDF]

The parameter loss given default (LGD) of loans plays a crucial role for risk-based decision making of banks including risk-adjusted pricing. Depending on the quality of the estimation of LGDs, banks can gain significant competitive advantage.
Gürtler, Marc, Hibbeln, Martin
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Commercial bank load loss recoveries [PDF]

, 2009
We present a new approach to analyse historical recovery rates on distressed bank assets. Our approach uses banks’ reported impaired assets and the corresponding specific provisions. The dynamics and drivers of this credit loss recovery proxy are studied
Grimes, Arthur, Hess, Kurt
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Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani, Emmanuel Barbeau, Béatrice Lemesle, Emilie Milongo‐Rigal, Sophie Fernandez, Sandrine Charpentier, Jean‐François Albucher, Nicolas Raposo, Fabrice Bonneville, Patrice Péran, Jérémie Pariente   +10 more
wiley   +1 more source

The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic [PDF]

This paper focuses on a key credit risk parameter – Loss Given Default (LGD). We illustrate how the LGD can be estimated with the help of an adjusted Mertonian structural approach.
Petr Jakubik, Jakub Seidler
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Comparison of linear regression and survival analysis using single and mixture distribution approaches in modelling LGD

, 2012
Estimating Recovery Rate and Recovery Amount has become important in consumer credit because of the new Basel Accord regulation and because of the increase in number of defaulters due to the recession.
Lyn C. Thomas, Thomas, Lyn C., Jie Zhang, Zhang, Jie   +3 more
core   +1 more source

Sex‐Stratified Association of Regional Dopamine Transporter Binding With Disease Progression in Amyotrophic Lateral Sclerosis

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To clarify the clinical relevance of dopamine transporter single‐photon emission computed tomography (DAT‐SPECT) abnormalities in amyotrophic lateral sclerosis (ALS), with a prespecified focus on sex‐stratified associations with disease progression and short‐term prognosis.
Tomoya Kawazoe, Keizo Sugaya, Kentaro Hayashi, Keiko Hino, Yasuhiro Nakata, Kota Bokuda, Toshio Shimizu, Kazushi Takahashi   +7 more
wiley   +1 more source

Comparison of single distribution and mixture distribution models for modelling LGD

, 2009
Estimating Recovery Rate and Recovery Amount has taken a more importance in consumer credit because of both the new Basel Accord regulation and the increase in number of defaulters due to the recession.
Thomas, Lyn C., Zhang, Jie
core   +1 more source

Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach [PDF]

This paper focuses on the key credit risk parameter – Loss Given Default (LGD). We describe its general properties and determinants with respect to seniority of debt, characteristics of debtors and macroeconomic conditions. Furthermore, we illustrate how
Petr Jakubík, Jakub Seidler
core