Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Sumit, Sourabh"'
Publikováno v:
Complexity, Vol 2018 (2018)
Portfolio credit risk models estimate the range of potential losses due to defaults or deteriorations in credit quality. Most of these models perceive default correlation as fully captured by the dependence on a set of common underlying risk factors.
Externí odkaz:
https://doaj.org/article/933823d086d449be9e57984ecfff837e
Publikováno v:
Journal of Credit Risk, 16(1), 1-26. Incisive Media Ltd.
The robustness of credit portfolio models is of great interest for financial institutions and regulators, since misspecified models translate into insufficient capital buffers and a crisis-prone financial system. In this paper, the authors propose a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47b75fc44c6fba9b4053c3275c886e53
https://dare.uva.nl/personal/pure/en/publications/contagious-defaults-in-a-credit-portfolio-a-bayesian-network-approach(2e39151b-d1ef-4267-91e9-22b0f4bb053d).html
https://dare.uva.nl/personal/pure/en/publications/contagious-defaults-in-a-credit-portfolio-a-bayesian-network-approach(2e39151b-d1ef-4267-91e9-22b0f4bb053d).html
Publikováno v:
International Journal of Advances in Medicine. 9:753
Kikuchi disease, also known as Kikuchi histiocytic necrotizing lymphadenitis, was initially described in young Japanese women. It is a rare benign self-limiting disease of unknown cause usually characterized by fever and cervical lunphadenitis. It is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ce81777da48fa7278db7ebb3fc889cc
https://doi.org/10.18203/2349-3933.ijam20221365
https://doi.org/10.18203/2349-3933.ijam20221365
Publikováno v:
Scientific Reports, 10:17045. Nature Publishing Group
Scientific Reports, Vol 10, Iss 1, Pp 1-15 (2020)
Scientific Reports
Scientific Reports, Vol 10, Iss 1, Pp 1-15 (2020)
Scientific Reports
Accounting scandals like Enron (2001) and Petrobas (2014) remind us that untrustworthy financial information has an adverse effect on the stability of the economy and can ultimately be a source of systemic risk. This financial information is derived
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::577880920b5d3388eb4e89008bf10c3e
https://doi.org/10.1038/s41598-020-74010-2
https://doi.org/10.1038/s41598-020-74010-2
Autor:
Sumit Sourabh, Sebastian Enqvist
Publikováno v:
Journal of Logic and Computation, 28(6), 991-1010. Oxford University Press
We introduce and study bisimulations for coalgebras on Stone spaces (Kupke et al., 2004, Theoretical Computer Science, 327, 109–134), motivated by previous work on ultrafilter extensions for coalgebras (Kupke et al., 2005, Algebra and Coalgebra in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68a6b29675e3f9980d372e7cb89c23a1
https://dare.uva.nl/personal/pure/en/publications/bisimulations-for-coalgebras-on-stone-spaces(8b882407-0205-4063-a2fb-9630764ada4f).html
https://dare.uva.nl/personal/pure/en/publications/bisimulations-for-coalgebras-on-stone-spaces(8b882407-0205-4063-a2fb-9630764ada4f).html
Publikováno v:
Quantitative Finance, 18(3), 467-481. Taylor and Francis Ltd.
The models used to calculate post-crisis valuation adjustments, market risk and capital measures for derivatives are subject to liquidity risk due to severe lack of available information to obtain market implied model parameters. The European Banking
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1bbb26fe1b0365fae2e54f73a5cc1c14
https://doi.org/10.1080/14697688.2017.1315166
https://doi.org/10.1080/14697688.2017.1315166
Publikováno v:
The Journal of Network Theory in Finance, 4(4), 59-85. Infopro digital
Auditors use predictive models to estimate financial account values in a financial statement. Prior studies suggest that incorporating organizational knowledge into these models yields better predictive accuracy. We propose a novel method to con- str
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dd07397219e604957e7c378ed7fdc7c4
https://doi.org/10.21314/jntf.2018.048
https://doi.org/10.21314/jntf.2018.048
Publikováno v:
Journal of Logical and Algebraic Methods in Programming, 91, 60-84. Elsevier
The present paper proposes a new introductory treatment of the very well known Sahlqvist correspondence theory for classical modal logic. The first motivation for the present treatment is a consideration regarding exposition: classical Sahlqvist corr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b019c73ae6032af5d3ea4c0910ef0742
https://hdl.handle.net/11245/1.545039
https://hdl.handle.net/11245/1.545039
Publikováno v:
Applied Categorical Structures, 25(3), 381-401. Springer Netherlands
By de Vries duality, the category of compact Hausdorff spaces is dually equivalent to the category of de Vries algebras (complete Boolean algebras endowed with a proximity-like relation). We provide an alternative “modal-like” duality by introduc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e085a6df7693effb160ae759b78c8f42
https://doi.org/10.1007/s10485-016-9434-2
https://doi.org/10.1007/s10485-016-9434-2
Publikováno v:
SSRN Electronic Journal.
We develop a novel framework using Bayesian networks to capture distress dependence in the context of counterparty credit risk. This allows us to calibrate the probability of distress of an entity conditional on the distress of a different entity. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b43964cc3064878e0ab2e664b4166767
https://doi.org/10.2139/ssrn.3525739
https://doi.org/10.2139/ssrn.3525739