Results 31 to 40 of about 160,871 (306)

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  

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  

Estimating the Probability of Default for No-Default and Low-Default Portfolios

SSRN Electronic Journal, 2018
SummaryThe paper proposes a sequential Bayesian updating approach to estimate default probabilities on rating grade level for no- and low-default portfolios. Bayesian sequential updating enables default probabilities to be obtained also for those rating grades for which no defaults have been observed. The advantage of this approach is that it preserves
openaire   +2 more sources

Bayesian Estimation of Probabilities of Default for Low Default Portfolios [PDF]

SSRN Electronic Journal, 2012
The estimation of probabilities of default (PDs) for low default portfolios by means of upper confidence bounds is a well-established procedure in many financial institutions. However, there are often discussions within the institutions or between institutions and supervisors about which confidence level to use for the estimation.
openaire   +2 more sources

Estimating Probabilities of Default for Low Default Portfolios [PDF]

SSRN Electronic Journal, 2004
For credit risk management purposes in general, and for allocation of regulatory capital by banks in particular (Basel II), numerical assessments of the credit-worthiness of borrowers are indispensable. These assessments are expressed in terms of probabilities of default (PD) that should incorporate a certain degree of conservatism in order to reflect ...
Katja Pluto, Dirk Tasche
openaire   +3 more sources

Pre‐analytical optimization of cell‐free DNA and extracellular vesicle‐derived DNA for mutation detection in liquid biopsies

Molecular Oncology, EarlyView.
Pre‐analytical handling critically determines liquid biopsy performance. This study defines practical best‐practice conditions for cell‐free DNA (cfDNA) and extracellular vesicle–derived DNA (evDNA), showing how processing time, storage conditions, tube type, and plasma input volume affect DNA integrity and mutation detection.
Jonas Dohmen, Lucrezia De Santis, Bret M. Stephens, Vincent Bernard, Jörg C. Kalff, Lara Braun, Phillipp Leyendecker, Johannes Röttgen, Daniel Weissinger, Anirban Maitra, Paola A. Guerrero, Alexander Semaan   +11 more
wiley   +1 more source

Interpreting the effects of DNA polymerase variants at the structural level

Molecular Oncology, EarlyView.
Using MAVISp and molecular dynamics simulations, we analyzed over 60 000 missense variants in POLE and POLD1 from ClinVar, COSMIC, cBioPortal, and saturation mutagenesis. Identified mechanistic indicators, including stability, binding, and long‐range, enable structural interpretation, providing ACMG‐like evidence for possible reclassification of VUS ...
Matteo Arnaudi, Karolina Krzesińska, Ludovica Beltrame, Pablo Sánchez‐Izquierdo Besora, Matteo Tiberti, Mef Nilbert, Anna Rohlin, Elena Papaleo   +7 more
wiley   +1 more source

ESTIMATION OF THE DEFAULT PROBABILITY OF COMMERCIAL BANK BORROWERS: CASE STUDY

Вісник Харківського національного університету імені В.Н. Каразіна: Серія Економіка, 2021
The paper describes the essence of the risks that banks face in their activities, first of all, that of the credit risk, the level of which is determined by the size of financial losses if a borrower does not repay credit funds and interest for using ...
Tatiana Bitkova, Tatiana Verkhovod
doaj   +1 more source

Developmental programmes drive cellular plasticity, disease progression and therapy resistance in lung adenocarcinoma

Molecular Oncology, EarlyView.
This study shows that lung adenocarcinomas exploit developmental branching morphogenesis to acquire a therapy resistant basal‐like tumour cell state. This process was found to be regulated by combined TP53 loss‐of‐function and type‐I interferon signalling, identifying a novel axis for biomarker and therapeutic target discovery.
Kamila J Bienkowska, Stephany Gallardo, Nur S. Zainal, Leena Arora, Matthew Ellis, Maria‐Antoinette Lopez, Judith Austine, Sai Pittla, Serena J Chee, Aiman Alzetani, Emily C Shaw, Christian H Ottensmeier, Gareth J Thomas, Christopher J Hanley   +13 more
wiley   +1 more source

Basel II Internal Rating Based Approach and Credit Risk Capital Requirement [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2017
Based on Basel II Accord, loans paid to individuals and SMEs are included in retail portfolio and banks are permitted to choose standardized approach or internal rating based approach for calculating their credit risk capital requirements. In the case of
mohammad omidinezhad, Teimour Mohammadi, Mahmood Khataei   +2 more
doaj   +1 more source