Results 31 to 40 of about 736,304 (285)

Distance to default and probability of default: an experimental study [PDF]

Journal of Global Entrepreneurship Research, 2019
The distance to default (DD) and the probability of default (PD) are the essential credit risks in the finance world. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. It is crucial to know which parameter effects more on DD and PD so that investor will prevent future risks. The purpose of this study
Amir Ahmad Dar, Shahid Qadir
openaire   +2 more sources

Estimating Default Probability of Bank Customers Using Neural Networks Method (Case Study: Pasargad Bank) [PDF]

مطالعات مالی و بانکداری اسلامی, 2018
The purpose of this study is identifying factors affecting the probability of loan default and forecasting default probability of non-corporate (natural) customers of Pasargad bank by means of neural networks method (NNM).
Mohammad Hossein Pourkazemi, Eldar Sedaghat Parast, Reza Dehpanah   +2 more
doaj  

Determination of Default Probability by Loss Given Default

Procedia Economics and Finance, 2015
Abstract Determination of credit losses can be provided by banks through the use of an analysis of the actual loan defaults. The quantification of expected losses should be based on an analysis of multiple variables, cause the determination process might be problematic, but it is significant for institutions such as banks but also for others.
Misankova, Maria, Spuchľakova, Erika, Michalikova, Katarina Frajtova –   +2 more
openaire   +1 more source

Moody's Correlated Binomial Default Distributions for Inhomogeneous Portfolios

, 2006
This paper generalizes Moody's correlated binomial default distribution for homogeneous (exchangeable) credit portfolio, which is introduced by Witt, to the case of inhomogeneous portfolios. As inhomogeneous portfolios, we consider two cases.
Andersen L, Cifuettes A, Duffie D, Fabozzi FJ, Finger CC, Finger CC, Frey R, Hull J, Hull J, Hull J, Jobst NJ, K. Kitsukawa, Laurent J-P, M. Hisakado, Martin R, Molins J, S. Mori, Schönbucher P, Schönbucher P, Vasicek O, Witt G   +20 more
core   +3 more sources

Sovereign default and monetary policy tradeoffs [PDF]

, 2018
The paper is organized around the following question: when the economy moves from a debt-GDP level where the probability of default is nil to a higher level—the “fiscal limit”—where the default probability is non-negligible, how do the effects of routine
Bi, Huixin, Leeper, Eric M., Leith, Campbell   +2 more
core   +1 more source

Estimating Probabilities of Default with Support Vector Machines [PDF]

SSRN Electronic Journal, 2007
This paper proposes a rating methodology that is based on a non-linear classification method, the support vector machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an introduction to underlying statistical models and represent the results of testing our approach on German Bundesbank data.
Härdle, Wolfgang Karl, Moro, Rouslan A., Schäfer, Dorothea   +2 more
openaire   +4 more sources

Conceptual and Statistical Issues Regarding the Probability of Default and Modeling Default Risk [PDF]

Database Systems Journal, 2011
In today’s rapidly evolving financial markets, risk management offers different techniques in order to implement an efficient system against market risk.
Emilia TITAN, Adela Ioana TUDOR
doaj  

Term Default, Balloon Risk, and Credit Risk in Commercial Mortgages [PDF]

, 2003
Term default and balloon risk play an interactive role in the pricing of credit risk in commercial mortgages. Most commercial mortgage pricing studies assume a borrower\u27s default decision is based solely on the property value; the mortgage valuation ...
Eppli, Mark, Tu, Charles C.
core   +3 more sources

Modeling hepatic fibrosis in TP53 knockout iPSC‐derived human liver organoids

Molecular Oncology, EarlyView.
This study developed iPSC‐derived human liver organoids with TP53 gene knockout to model human liver fibrosis. These organoids showed elevated myofibroblast activation, early disease markers, and advanced fibrotic hallmarks. The use of profibrotic differentiation medium further amplified the fibrotic signature seen in the organoids.
Mustafa Karabicici, Soheil Akbari, Ceyda Caliskan, Canan Celiker, Ozden Oz, Leman Binokay, Gökhan Karakulah, Serif Senturk, Esra Erdal   +8 more
wiley   +1 more source

Modeling Banks’ Probability of Default

Applied Economics and Finance, 2015
The unprecedented financial crisis of 2008-2009 has called attention to limitations of existing methods for estimating the default risk of financial intuitions. Over the past decade, we have had considerable success at predicting default and credit relative value using Merton-type structural models and Hybrid Probability of Default models.
openaire   +3 more sources