• Nenhum resultado encontrado

[PDF] Top 20 Towards a Dynamic Model for Credit Risk.

Has 10000 "Towards a Dynamic Model for Credit Risk." found on our website. Below are the top 20 most common "Towards a Dynamic Model for Credit Risk.".

Towards a Dynamic Model for Credit Risk.

Towards a Dynamic Model for Credit Risk.

... the risk of lending to a borrower is acceptable under certain parameters of credit risk, borrower’s credit capacity and collateral ...the risk of a great proportion of the loan ... See full document

184

Credit risk and interconnectedness

Credit risk and interconnectedness

... in risk-shifting practices on a wide scale which can have severe implications in the financial system, acutely illustrated by the bail-out of AIG during the financial ...bias towards larger companies as it ... See full document

26

Internal Model of Commercial Bank as an Instrument for Measuring Credit Risk of the Borrower in Relation to Financial Performance (Credit Scoring and Bankruptcy Models)

Internal Model of Commercial Bank as an Instrument for Measuring Credit Risk of the Borrower in Relation to Financial Performance (Credit Scoring and Bankruptcy Models)

... rating model used by RFB from the original ratio of 43,5: 56,5% to 30:70%, as the impact of the current ...higher risk level just because of changes in ag- gregate indicators of the industry, in which the ... See full document

17

Hidden Markov models for credit risk

Hidden Markov models for credit risk

... this model, the insertion of an intermediate risk state was suggested, aiming towards the diminution of the theoretical gap between the avail- able risk ...normal risk state seem to ... See full document

55

Agent-based mapping of credit risk for sustainable microfinance.

Agent-based mapping of credit risk for sustainable microfinance.

... point at which borrowers start doubting the positive value of further cooperation with the lend- ing program. The value of cooperation may be perceived differently by different individual bor- rowers, but the important ... See full document

16

Credit risk measurement of the listed companies in China based on KMV model

Credit risk measurement of the listed companies in China based on KMV model

... mean-revert towards a long-term level, as opposed to the standardized Merton (1974) model assuming constant short-term interest rates, implying a flat interest rate term ... See full document

62

Pricing options embedded in debentures with credit risk

Pricing options embedded in debentures with credit risk

... parametric model proposed in their ...Nelson-Siegel model (1987), which appear to be more stable than the ...one-factor dynamic arbitrage-free term structure model (Hull and White, 1993, ... See full document

28

Urban emergency medical service: dynamic model for dynamic cities

Urban emergency medical service: dynamic model for dynamic cities

... As mentioned before, the most loaded hours corresponded to a specific event and occurred between 1 am and 4 am. Clearly, these occurrences occur in a specific area of the city, as only one station seems to be overloaded. ... See full document

34

Bonds with credit risk and call provisions

Bonds with credit risk and call provisions

... non-linear model based of a CIR process (see Appendix ...flexible model even when conditional on using the Kimmel series expansion, but is the model used by Jarrow et ...the model that yields ... See full document

97

Credit risk modelling using multi-state markov models

Credit risk modelling using multi-state markov models

... a model less traditionally adopted for credit risk modelling, namely the multi-state Markov ...this model in the financial sector, but also it can be considered that this method represents an ... See full document

29

THE CREDIT RISK-COMPONENT OF THE BANKING RISKS

THE CREDIT RISK-COMPONENT OF THE BANKING RISKS

... The credit was and still is considered “the life nerve of the ...the credit. But the must important element is the credit, because it can buy the land and the work, and the production is only a ... See full document

8

Bank credit and economic growth:a dynamic panel data analysis

Bank credit and economic growth:a dynamic panel data analysis

... regression model, we have conducted a test for unit root of the ...(domestic credit provided by the banking sector, which includes all credit to various sectors on a gross basis, with the exception ... See full document

12

Dynamic team leadership coaching towards business results

Dynamic team leadership coaching towards business results

... this", towards understanding the context, the relationships, the system first, the live of a system without taking things personally and last but not least developing some kind of collective ... See full document

190

A dynamic model on cash holdings

A dynamic model on cash holdings

... Figure - Margi al Be efit of Cash for differe t le els of profita ilit... Pa out poli..[r] ... See full document

38

Dynamic generalized linear model via product partition model

Dynamic generalized linear model via product partition model

... of dynamic linear models (DLM’s) was ...of dynamic generalized linear models (DGLM’s) is an atrractive extension of the DLM for observa- tions in the exponential family and, in turn, corresponds to an ... See full document

70

Models for inflated data applied to credit risk analysis

Models for inflated data applied to credit risk analysis

... for credit risk analysis was pushed by the recommendations of the Basel Committee on Banking Supervision, strongly fa- vouring the development of new ...calculate credit risk measures of their ... See full document

123

Capital budgeting and risk taking under credit constraints

Capital budgeting and risk taking under credit constraints

... When contemplating alternative capital investments, firms face projects with different exposures to risk factors, correlations with their core business, and financing possibilities. To make matters less abstract, ... See full document

46

Dynamic Model for Life History of Scyphozoa.

Dynamic Model for Life History of Scyphozoa.

... history model governed by ODEs is formulated to elucidate the population dynamics of jellyfish and to illuminate the triggering mechanism of its ...medusa model admits trichotomous global dynamic ... See full document

14

Returns to schooling in a dynamic model

Returns to schooling in a dynamic model

... static model a la Martins and Pereira and when estimating a dynamic model with data on relatively experienced ...a dynamic model with data on young workers, I get a different picture of ... See full document

29

Dynamic model for assessment and family intervention

Dynamic model for assessment and family intervention

... The Dynamic Model of Family Assessment and Intervention 4 (MDAIF) underlined by the family care practices was co-developed and validated by research teams working in the Primary Health Care ...and ... See full document

7

Show all 10000 documents...