搜索结果: 1-15 共查到“default”相关记录58条 . 查询时间(0.156 秒)
Exposure at Default Modeling with Default Intensities
Credit risk Default Exposure at default Regulatory capital
2016/1/27
The paper provides an overview of the Exposure at Default (EAD) definition, requirements, and estimation methods as set by the Basel II regulation. A new methodology connected to the intensity of defa...
Sovereign Default and Repudiation: The Emerging-Market Debt Crisis in U.S. States, 1839-1843
Sovereign Default Repudiation
2015/9/22
n 1841 and 1842, eight states and the Territory of Florida defaulted on their sovereign
debts. Traditional histories of the default crisis have stressed the causal role of the depression
that began ...
Democratic Default: Domestic Audiences and Compliance with International Agreements
Democratic Default Domestic Audiences
2015/6/5
This paper challenges an increasingly common claim about the relationship between domestic
politics and foreign policy. Many political scientists argue that, in a democracy, domestic
audiences con...
Toddlers Default to Canonical Surface-to-Meaning Mapping When Learning Verbs
Toddlers Canonical Surface-to-Meaning Mapping Learning Verbs
2015/5/5
Previous work has shown that toddlers readily encode each noun in the sentence as a distinct argument of the verb. However, languages allow multiple mappings between form and meaning that do not fit t...
Frontal theta EEG activity correlates negatively with the default mode network in resting state
EEG fMRI Independent component analysis Frontal theta Default mode network Resting state
2015/4/3
We used simultaneously recorded EEG and fMRI to investigate in which areas the BOLD signal correlates with frontal theta power changes, while subjects were quietly lying resting in the scanner with th...
Meanings of the unmarked: How 'default' person reference does more than just refer
design these pract
2015/3/31
This chapter explores one way in which members of a culture work to achieve
the appearance of ordinariness, and in so doing render invisible their most
heartfelt concerns. The target locus of behavi...
Starting in 2008, major changes to the federal student loan system have increased the generosity and flexibility of repayment options. In theory, these efforts should reduce the effect of the business...
Incorporating Employee Heterogeneity into Default Rules for Retirement Plan Selection
Incorporating Employee Heterogeneity Default Rules Retirement Plan Selection
2016/3/9
We study the effect of incorporating heterogeneity into default rules by examining the choice between retirement plans at a firm that transitioned from a defined benefit (DB) to a defined contribution...
Default Bayesian Analysis for the Multivariate Ewens Distribution
Bayesian Analysis Multivariate Ewens Distribution
2012/11/22
We derive the Jeffreys prior for the parameter of the Multivariate Ewens Distribution and study some of its properties. In particular, we show that this prior is proper and has no finite moments. We a...
A CB (corporate bond) pricing probabilities and recovery rates model for deriving default probabilities and recovery rates
Government Bond (GB) model Corporate Bond (CB) model Term Structure of Default Probabilities (TSDP) Recovery Rate (RR) Credit Default Swap (CDS) business portfolio, credit risk management
2012/9/14
In this paper we formulate a corporate bond (CB) pricing model for deriving the term structure of default probabilities (TSDP) and the recov-ery rate (RR) for each pair of industry factor and credit r...
Pricing credit default swaps with bilateral value adjustments
Pricing credit default swaps bilateral value adjustments
2012/9/14
A three-dimensional extension of the structural default model with rms' values driven by correlated di usion processes is presented. Green's function based semi-analytical methods for solving the for...
A structural approach to pricing credit default swaps with credit and debt value adjustments
structural approach credit default credit and debt value adjustments
2012/9/14
A multi-dimensional extension of the structural default model with rms' values driven by di usion processes with Marshall-Olkin-inspired correlation structure is presented. Semi-analytical methods fo...
Two Models of Stochastic Loss Given Default
Two Models of Stochastic Loss Risk Management Pricing of Securities
2012/6/5
We propose two structural models for stochastic losses given default which allow to model the credit losses of a portfolio of defaultable financial instruments. The credit losses are integrated into a...
On absolutely continuous compensators and nonlinear filtering equations in default risk models
Azema supermartingale default indicator absolutely continuous compensators pricing of default risk nonlinear filtering
2012/6/5
We discuss the pricing of defaultable assets in an incomplete information model where the default time is given by a first hitting time of an unobservable process. We show that in a fairly general Mar...
Credit Default Swaps Drawup Networks: Too Tied To Be Stable?
Credit Default Swaps Drawup Networks Risk Management
2012/6/2
We analyse time series of CDS spreads for a set of major US and European institutions on a pe- riod overlapping the recent financial crisis. We extend the existing methodology of {\epsilon}-drawdowns ...