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Estimation of physical intensity models for default risk

Journal of Futures Markets, 2008
AbstractThe estimation of physical intensity processes in the context of default risk is investigated here. Using data from Moody's Corporate Bond Default Database, a term structure of default probabilities for different rating classes is constructed each year from 1970 to 2001.
Michel Denault   +2 more
openaire   +1 more source

Functional Connectivity Between Default Mode and Ventral Attention Networks Mediates the Effects of Chronotype on Daily Physical Activity

Neuroscience, 2023
Daily physical activity (dPA) is closely related to circadian rhythm and chronotype. The functional connectivity (FC) within or between the default mode (DMN) and ventral attention network (vAN) were associated with dPA and chronotype. DMN-vAN FC was investigated for its role in chronotype and dPA.
Haien Wang   +2 more
openaire   +2 more sources

Task-based attentional and default mode connectivity associated with science and math anxiety profiles among university physics students

Trends in Neuroscience and Education, 2023
Attentional control theory (ACT) posits that elevated anxiety increases the probability of re-allocating cognitive resources needed to complete a task to processing anxiety-related stimuli. This process impairs processing efficiency and can lead to reduced performance effectiveness.
Donisha D. Smith   +11 more
openaire   +2 more sources

Task-Based Attentional and Default Mode Connectivity Associated with STEM Anxiety Profiles Among University Physics Students

2022
Abstract Attentional control theory (ACT) posits that elevated anxiety increases the probability of re-allocating cognitive resources needed to complete a task to processing anxiety-related stimuli. This process impairs processing efficiency and can lead to reduced performance effectiveness.
Donisha D. Smith   +11 more
openaire   +1 more source

The Application of Optimal Defaults to Physical Education Courses in College Students: A Simulation Study

Journal of Teaching in Physical Education, 2019
Purpose: The purpose of this study was to examine if automatic enrollment in exercise-promoting courses on a college campus, with a choice to opt out, would increase enrollment. Method: In a simulated course selection paradigm, 317 college students were randomly assigned to one of three conditions: optimal default (automatic enrollment in an active ...
Julie DiMatteo   +3 more
openaire   +1 more source

Physical Climate Risks, Firm Defaults, and Supply Chain Network Propagation

SSRN Electronic Journal
This paper develops a forward-looking framework to quantify expected systemic economic losses from physical climate risks and applies it to Indian firm-level data as a case study. We show that physical climate risks can threaten macroeconomic stability, particularly under highrisk scenarios, as physical climate risks increase firm default risk that ...
Daniel Dao   +2 more
openaire   +1 more source

Jump-at-Default Exposure Modeling with Physical Collateral

Wilmott
Jump-at-default exposure modeling seeks to capture the impact of hard (or systemic) wrong-way risk on counterparty credit exposure. In this work, the authors extend the jump-at-default framework to deal with embedded collateral optionality. In order to ensure a consistent treatment of the value jumps that may affect portfolio and/or collateral ...
openaire   +1 more source

Hydrogeological and Credit Risk: The Italian Firms’ Physical Risk-Adjusted Probability of Default

SSRN Electronic Journal
We assess the impact of climate-related physical risks on the one-year probability of default (PD) of Italian non-financial firms, focusing on hydrogeological risks such as floods and landslides. We compile a dataset combining firms’ financial data with the geographic location of their operational units, matched to hazard levels.
Manuel Cugliari   +2 more
openaire   +1 more source

Forecasting Bankruptcy and Physical Default Intensity [PDF]

open access: possible, 2007
This report presents two of our investigations: one is to obtain an accurate forecast for the corporate bankruptcy; the other is to obtain a physical default intensity. Both investigations were based on the hazard model, using only firm-specific accounting variables as predictors.
openaire   +1 more source

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