Results 71 to 80 of about 160,871 (306)
On the Probabilities of Correlated Defaults: a First Passage Time Approach
Nonlinear Analysis, 2008 This article investigates the joint probability of correlated defaults in the first passage time approach of credit risk subject to condition that the underlying firms’ assets values and the default boundaries follow geometric Brownian motion processes ...
M. Valužis
doaj +1 more source
Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools [PDF]
The recent financial crisis raised awareness of the need for a framework for conducting macroprudential policy. Identifying as early as possible and addressing the buildup of endogenous imbalances, exogenous shocks, and contagion from financial markets ...
Francisco Nadal de Simone, Xisong Jin
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Equity option-implied probability of default and equity recovery rate [PDF]
, 2016 There is a close link between prices of equity options and the default probability of a firm. We show that in the presence of positive expected equity recovery, standard methods that assume zero equity recovery at default misestimate the option-implied ...
Orosi, Greg, Chang, Bo Young
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LMO7 Suppresses Tumor‐Associated Macrophage Phagocytosis of Tumor Cells Through Degradation of LRP1
Advanced Science, EarlyView.LMO7 in tumor‐associated macrophages suppresses phagocytosis of tumor cells and limits cytotoxic T lymphocytes infiltration, fostering tumor progression. Mechanistically, LMO7 mediates the ubiquitination and degradation of the phagocytic receptor LRP1, impairing its ability to engulf tumor cells and driving macrophages toward an antitumor phenotype ...
Mengkai Li +12 more
wiley +1 more source
South African Journal of Economic and Management SciencesBackground: Environmental, social, and governance (ESG) disclosure can influence a firm’s credit risk by improving transparency, strengthening risk management, and signalling stability to lenders and rating agencies.
Delane D. Naidu
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Paternal Circadian Disruption Impairs Offspring Cognition via Sperm microRNAs
Advanced Science, EarlyView.Paternal circadian disruption remodels the sperm small RNA payload, elevating miR‐92a‐3p/miR‐25‐3p levels and perturbing early embryonic gene regulatory programs. Microinjection experiments and single‐embryo transcriptomics reveal sex‐specific developmental vulnerabilities, ultimately impairing offspring hippocampal synaptic plasticity and cognition ...
Kexin Zou +22 more
wiley +1 more source
Risks, 2017 The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces ...
Mohamed N. Abdelghani +1 more
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Machine Learning for Green Solvents: Assessment, Selection and Substitution
Advanced Science, EarlyView.Environmental regulations have intensified demand for green solvents, but discovery is limited by Solvent Selection Guides (SSGs) that quantify solvent sustainability. Training a machine learning model on GlaxoSmithKline SSG, a database of sustainability metrics for 10,189 solvents, GreenSolventDB is developed. Integrated with Hansen solubility metrics,
Rohan Datta +4 more
wiley +1 more source
ForecastingIn this study, we extend research on stablecoin credit risk by introducing a novel rule-of-thumb approach to determine whether a stablecoin is “dead” or “alive” based on a simple price threshold.
Dean Fantazzini
doaj +1 more source
Credit Risk and Real Capital: An Examination of Swiss Banking Sector Default Risk Using CVaR [PDF]
The global financial crisis (GFC) has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question.
David E Allen, Robert Powell
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