Typically, the credit spread for a specific risky bond exhibits both a jump and a continuous
component as illustrated in Exhibit 1. The jump part may reflect credit migration and default, ie, …

This paper describes the use of counterparty loss distributions for credit risk management
and capital allocation in derivative portfolios. We describe the data requirements, theory and …

By virtue of the increased automation, digitization, and digitalization of manufacturing and
production systems a constantly growing amount of data, also known as Big Data Sets, are …

… Arvanitis, Angelo … 責任表示 Angelo Arvanitis and Jon Gregory …

This article presents a generalized approach to pricing risk in markets that are subject to
information asymmetries. Asymmetric information can result in prohibitive trading costs and …

It is no big secret that the 1988 Basle Capital Accord underlying the risk-based capital
adequacy requirement imposed on banks* has serious flaws even though its original intent was …

In recent decades, the contribution of board gender diversity to corporate performance has
drawn the interest of researchers, politicians and regulators. This paper examines whether …

The expression of the ice nucleation gene inaZ of Pseudomonas syringae in several moderate
halophiles was investigated to establish its utility as a reporter for promoter activity and …

Background: Sulfasalazine is a combination of sulfapyridine and 5-aminosalicylic acid and is
used as a first-line treatment in inflammatory bowel disease. Objective: We describe a case …

The issue of capital structure of companies is one of the most debated problems of financial
management. According to economic theory, capital structure determines the stock market …