[PDF] Top 20 Periodismo sin poder : Un estudio de un caso en Elpais.com; Elmundo.es y ABC.es (Ensayos)

... The Taguchi approach is approved in this paper in order to identify which parameter effects more on DD and PD at one period. Its aim is to find the relation between the input and the output variables/factors. The Taguchi ... See full document

... The Distance to Default model is a mathematical deduction, which is built upon the assumptions that an organization can default over its financial commitments if its assets have less worth than its ... See full document

... This study aims to compare credit risk of local & Islamic banks and foreign banks in ...the distance-to- default (DD) and the default probability (DP) from 2007 to ...mean ... See full document

... We now turn to the evaluation of the EB estimator. Table 5 shows its precision as measured by the ratio of the RMSEs of the EB and the standard estimator so that values smaller than 1 indicate a superior performance of ... See full document

... given default by assuming it is driven by a latent variable that is correlated with the latent variable driving ...and probability of default may produce results not supported by economic evidence or ... See full document

... (weigthed) boundary defining the default that mixing of the coordinates, i.e. mixing of e.g. macro variables and boundary selection, at least in a Lorentz type coordinate transformation, leaves the ... See full document

... In the case of insurance contracts, both the policy holder and the insurance company usually have the intention to hold the contract until maturity. 28 In this respect, insurance policies are illiquid. Furthermore, no ... See full document

... The difference between the current result (baySeq/ default; solid red line in Figure 4a) and the previous result (dashed red line in Figure five in Ref. [18]) might be explained by the fact that bootstrap ... See full document

... Although we agree that under a risk-neutral measure the market price of risk and risk preferences are irrelevant to asset pricing (see Hull (2003)) and thereby the expectation of a risk-free 2 asset grows at the ... See full document

... Now we will try to add correlation between default probability and loss given default. Suppose obligor asset depends on a random variable V, which may have systematic factors and idiosyncratic ... See full document

... for default (DF), downgrade (DG), and stay (Stay), with monotonicity constraint being ...upgrade probability is slim in the stress period), and are not printed in the ...the default frequency, thus ... See full document

... determining default payment since male customers are those who have the greatest likelihood of being bad ...make default payments in the Tunisian banking ...of default payment and also varying the ... See full document

... sovereign default risk spreads to other countries in a quantitative dynamic general equilibrium model with heterogeneous ...sovereign default risk, I focus on the role of two financial frictions, one for ... See full document

... the default rules such that when parties do not tell us what rules of interpretation they prefer—that is, when they are silent on the issue, leaving a “gap” to be filled—we should use a Willistonian default ... See full document

... In this paper we carry forward our work on dynamic conditioning and CDO modeling. We introduce for the first time conditioning trees which are recombining binomial trees also admitting jumps. This technique allows one to ... See full document

... of probability of default at banking sector level for each signif- icant corporate client of the Croatian ...the probability of default or produce a sort of “rating” for any corporation in ... See full document

... here measured as the value holding …xed the initial rating at that particular horizon. The analysis of the incremental risk charges for the 28 bonds use a transition matrix to describe the probabilities of migrating from ... See full document

... the probability distributions computed with 25,000 and 100,000 ...joint probability distribution for fixed values of the other model parameters (the effect is significant just on the tail of the ... See full document

... of default, and the most widely used method in the industry is logistic re- ...the probability of default with logistic regres- sion and whether the linearity assumption is violated when multiple ... See full document

... for default and what the likely losses would be in case of default - so a loan secured by property is less risky and given a lower multiplier than one that is ... See full document