Results 141 to 150 of about 736,304 (285)
Fundamentals-Based Estimation of Default Probabilities: A Survey
This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. The models are especially useful when the firms analyzed do not have publicly traded securities or secondary market prices are ...
openaire +3 more sources
Evaluating internal credit rating systems depending on bank size [PDF]
Under a new Basel capital accord, bank regulators might use quantitative measures when evaluating the eligibility of internal credit rating systems for the internal ratings based approach.
Frerichs, Hergen, Wahrenburg, Mark
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A Novel 10‐Protein Score for Liver Fat Content Predicts Cardiovascular‐Kidney‐Metabolic Disease Risk
A novel 10‐protein plasma score precisely quantifies liver fat, outperforming the fatty liver index. It robustly predicts the risk of numerous cardiovascular‐kidney‐metabolic diseases and integrates with genetic data for precision prevention, offering a practical alternative to magnetic resonance imaging (MRI). Abstract Liver fat content (LFC) is a key
Xiaoqin Gan +12 more
wiley +1 more source
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P [PDF]
We consider 1927 borrowers from 54 countries who had a credit rating by both Moodys and S&P as of the end of 1998, and their subsequent default history up to the end of 2002.
Güttler, André, Krämer, Walter
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This schematic integrates the eight statistically significant causal relationships identified between 1,366 brain imaging‐derived phenotypes (IDPs) and 18 autoimmune inflammatory diseases (AIDs). Arrows indicate the direction of causality inferred from bidirectional two‐sample MR analyses.
Jinbin Chen +8 more
wiley +1 more source
The participation of distributed energy resources in demand response enriches the manners of power grid dispatching. However, due to the profit‐seeking behaviors of some demand response suppliers, the cleared trading volumes may not be executed as ...
Ge Liu
doaj +1 more source
GbWAKL20 Phosphorylates GbNFYB8 to Modulate Verticillium Wilt Resistance in Cotton
Wall‐associated receptor‐like kinases (WAKLs) play pivotal roles in extracellular–intracellular signal transduction. Upon sensing Verticillium dahliae infestation at the plasma membrane, GbWAKL20 accumulates and transmits signals to the nucleus via endoplasmic reticulum‐mediated Golgi vesicle transport.
Guilin Wang +7 more
wiley +1 more source
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector. [PDF]
The aim of this paper is to build and estimate a macroeconomic model of credit risk for the French manufacturing sector. This model is based on Wilson's CreditPortfolioView model (1997a, 1997b); it enables us to simulate loss distributions for a credit ...
Avouyi-Dovi, S. +4 more
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ImmuDef, a novel algorithm to quantitatively evaluate the anti‐infection immune defense function of an individual based on RNA‐seq data via a variational autoencoder (VAE) model. It is validated on 3200+ samples across four immune states with high accuracy. It can serve as a metric for disease severity and prognosis across pathogenic cohorts.
Zhen‐Lin Tan +7 more
wiley +1 more source
Default Estimation for Low-Default Portfolios [PDF]
The problem in default probability estimation for low-default portfolios is that there is little relevant historical data information. No amount of data processing can fix this problem. More information is required.
Kiefer, Nicholas M.
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