probability of default (PD) and the appropriate loss given default (LGD) is necessary. While the determination of PD is regulated …

its impacts on the risk measures of loss distributions. For an empirical study we examine default histories of two … a sector as well as the asset correlation between sectors can be reduced leading to a more precise prediction of loss …

systems and proceed with the four central categories of credit risk models (loan loss distributions, firm value models …

Assessment Model to calculate building vulnerability and estimate probable maximum loss (PML) associated with a 1:500 year … total values of exposed assets and loss that would be associated with a Cascadia tsunami impacting the NW Pacific coast. Not … vulnerability and loss to tsunami. Copyright Springer Science+Business Media B.V. 2010 …

financial result in the form of net profit (loss) changed not so positively, which resulted in formation of indicators of …

of sub-accounts to the profit and loss account by various types of activity. Such a classification of financial results …