Results 111 to 120 of about 736,304 (285)
A Virtual Clinical Trial of Psychedelics to Treat Patients With Disorders of Consciousness
Advanced Science, EarlyView.Disorders of consciousness after severe brain injury are marked by reduced complexity of brain activity and limited treatment options. Using personalized whole‐brain models, this study shows that simulated lysergic acid diethylamide (LSD) and psilocybin shift patient brain dynamics closer to criticality.
Naji L.N. Alnagger +17 more
wiley +1 more source
Sovereign risk in a structural approach: Evaluating sovereign ability-to-pay and probability of default [PDF]
We quantify the probability that a sovereign defaults on repayment obligations in foreign currency. Adopting the structural approach as first introduced by Merton, we consider the sovereigns ability-to-pay, characterised by the sum of discounted future ...
Karmann, Alexander, Maltritz, Dominik
core
The Meaning of Probability of Default for Asset-backed Loans [PDF]
, 2013 The authors examine the concept of probability of default for asset-backed loans. In contrast to unsecured loans it is shown that probability of default can be defined as either a measure of the likelihood of the borrower failing to make required ...
Andersen, Graham, Chisholm, David
core
Advanced Science, EarlyView.Cryopreserved lung‐humanized mice overcome the dependency to fresh tissues and permit head‐to‐head profiling of all four human common cold coronaviruses versus SARS‐CoV‐2 infection; the model validates Paxlovid efficacy against HKU1 and, when coupled with human immune‐system engraftment, enables interrogation of lung‐resident human immunity and HKU1 ...
Chunyu Cheng +9 more
wiley +1 more source
Credit Risk Assessment Considering Variations in Exposure: Application to Commitment Lines [PDF]
Given the worldwide financial market confusion caused by the subprime mortgage problem and the increase in credit line contracts with relaxed covenants, there have been cases in which financial institutions are facing a demand to provide additional ...
Shigeaki Fujiwara
core +3 more sources
Estimation of probability of default for low default portfolios
, 2022 Under Basel II, banks can use internal models to calculate their regulatory capital for credit risk, being the probability of default (PD) one of the fundamental parameters used in the quantification of credit risk. The Basel Committee on Banking Supervision requires financial institutions to incorporate a margin of conservatism to their estimates for ...
openaire +1 more source
Objective Bayesian Estimation of the Probability of Default
Journal of the Royal Statistical Society Series C: Applied Statistics, 2015 SummaryReliable estimation of the probability of default (PD) of a customer is one of the most important tasks in credit risk modelling for banks applying the internal ratings-based approach under the Basel II–III framework. Motivated by the desire to analyse reliably a low default portfolio of non-profit housing companies, we consider PD estimation ...
openaire +1 more source
Advanced Science, EarlyView.Depression, a prevalent neuropsychiatric disorder with unclear pathogenesis, involves dysfunctional adenylyl cyclase 8 (Adcy8) as a key risk factor. Chronic stress selectively reduces Adcy8 expression in the dorsal CA1 (dCA1) neurons. Depletion of Adcy8 in dCA1 excitatory neurons induces depressive‐like behaviors by impairing neuronal excitability and ...
Zi‐Jie Liu +14 more
wiley +1 more source
How much credit should be given to credit spreads? [PDF]
This paper sets out to assess the information that can be derived from spreads between yields on government bonds, considered as having a zero default probability, and yields on risky bonds, i.e. whose default probability is not zero.
Lubochinsky, C.
core
The art of probability-of-default curve calibration
, 2013 PD curve calibration refers to the transformation of a set of rating grade level probabilities of default (PDs) to another average PD level that is determined by a change of the underlying portfolio-wide PD. This paper presents a framework that allows to
Tasche, Dirk
core +1 more source