Results 81 to 90 of about 7,541,076 (252)
A simulation-based approach to calibrating target fund levels for investor compensation schemes
Ekonomski VjesnikPurpose: Investor compensation schemes (ICSs) provide a safety net for retail investors when investment firms fail. However, the optimal level of ex-ante funding remains largely undefined.
Petar-Pierre Matek +2 more
doaj +1 more source
Macro-economy in models for default probability. [PDF]
We inspect the question how to adapt to macro-economical variables those probability of default (PD) estimates where Merton's model assumptions cannot be used.
Geurdes, Han / J.F.
core
Towards Defect Phase Diagrams: From Research Data Management to Automated Workflows
Advanced Engineering Materials, EarlyView.A research data management infrastructure is presented for the systematic integration of heterogeneous experimental and simulation data required for defect phase diagrams. The approach combines openBIS with a companion application for large‐object storage, automated metadata extraction, provenance tracking and federated data access, thereby supporting ...
Khalil Rejiba +5 more
wiley +1 more source
The Credit Asset of Enterprise Accounts Receivable Pricing Model
Complexity, 2018 Based on the thinking of holism and reductionism, this paper creatively constructed the credit asset pricing model of enterprises’ accounts receivable, namely, the BEST pricing model, and it was demonstrated effectively.
Deshun Xu, Junhai Ma
doaj +1 more source
Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default [PDF]
In this study we develop a theoretical model for ultimate loss-given default in the Merton (1974) structural credit risk model framework, deriving compound option formulae to model differential seniority of instruments, and incorporating an optimal ...
Jacobs, Jr., Michael
core
Support vector regression for loss given default modeling [PDF]
, 2015 Loss given default modeling has been increasingly crucial in credit risk management in the past few years. In this paper, support vector regression techniques are applied to predict loss given default of corporate bonds, where improvements are proposed ...
Crook, Jonathan +2 more
core +1 more source
Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization
Advanced Engineering Materials, EarlyView.Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier +17 more
wiley +1 more source
Partial hedging in credit markets with structured derivatives: a quantitative approach using put options [PDF]
Seonmul yeonguThis study develops a novel method for mitigating credit risk through the use of structured derivatives, focusing in particular on the use of European put options as a strategic hedging tool. Inspired by the work of Merton (1974), our approach introduces
Constantin Siggelkow
doaj +1 more source
Modeling Bank Loan LGD of Corporate and SME Segments: A Case Study [PDF]
Loss given default (LGD) is one of key parameters to estimate credit risk in an internal rating based approach considered in The New Basel Capital Accord.
Radovan Chalupka, Juraj Kopecsni
core
Advanced Engineering Materials, EarlyView.Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch +3 more
wiley +1 more source