scroll to top
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "Henry, Penikas"

1 - 10 of 42 results for
 "Henry, Penikas"
Results per page:

Automation of the Approach to Replicating Data When the Control Group Is Depleted in The Difference-In-Differences Method: Application to IRB Implementation Data Samples.

Publication Type:Academic Journal

Source(s):Procedia Computer Science; 2022, Vol. 199, p231-237, 7p

Abstract:Copyright of Procedia Computer Science is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download...

View details

Identifying the Core Driver for the Islamic Banking Capital Adequacy Regulation.

Publication Type:Academic Journal

Source(s):Ihtifaz: Journal of Islamic Economics, Finance, & Banking; 2021, Vol. 4 Issue 2, p81-96, 16p

Abstract:Copyright of Ihtifaz: Journal of Islamic Economics, Finance, & Banking is the property of Ihtifaz: Journal of Islamic Economics, Finance & Banking and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyri...

View details

PD-LGD correlation for the banking lending segment: Empirical evidence from Russia.

Publication Type:Academic Journal

Source(s):Model Assisted Statistics & Applications; 2022, Vol. 17 Issue 1, p27-39, 13p

Abstract:Copyright of Model Assisted Statistics & Applications is the property of IOS Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may prin...

View details

IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach.

Publication Type:Academic Journal

Source(s):Risk Management (14603799); Dec2021, Vol. 23 Issue 4, p282-300, 19p

Abstract:Copyright of Risk Management (14603799) is the property of Palgrave Macmillan Ltd. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may prin...

View details

Agent-based modeling for benchmarking banking regulation regimes: Application for the CBDC.

Publication Type:Academic Journal

Source(s):Model Assisted Statistics & Applications; 2021, Vol. 16 Issue 4, p261-272, 12p

Abstract:Copyright of Model Assisted Statistics & Applications is the property of IOS Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may prin...

View details

Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation.

Publication Type:Academic Journal

Source(s):Journal of Simulation; Mar-Jun2021, Vol. 15 Issue 1/2, p82-92, 11p

Abstract:Copyright of Journal of Simulation is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, downl...

View details

Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans.

Publication Type:Academic Journal

Source(s):Emerging Markets Review. Sep2022, Vol. 52, pN.PAG-N.PAG. 1p.

Abstract:We use data regarding Russian banks during the 2015–2019 period to evaluate the effectiveness of the macroprudential measures in curbing the booming consumer lending segment. We find that the measures are successful in reducing overall loan portfolio r...

View details

The review of the open challenges in the IRB loan portfolio credit risk modeling.

Publication Type:Academic Journal

Source(s):Model Assisted Statistics & Applications; 2020, Vol. 15 Issue 4, p371-388, 18p

Abstract:Copyright of Model Assisted Statistics & Applications is the property of IOS Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may prin...

View details

Discussing copulas with Sergey Aivazian: A memoir.

Publication Type:Academic Journal

Source(s):Model Assisted Statistics & Applications; 2020, Vol. 15 Issue 4, p363-370, 8p

Abstract:Copyright of Model Assisted Statistics & Applications is the property of IOS Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may prin...

View details

Empirical comparison of skewed t -copula models for insurance and financial data.

Publication Type:Academic Journal

Source(s):Model Assisted Statistics & Applications; 2020, Vol. 15 Issue 4, p351-361, 11p

Abstract:Copyright of Model Assisted Statistics & Applications is the property of IOS Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may prin...

View details

banner_970x250 (970x250)

sponsored