Monitoring Privately Held Firms Default Risk In Real Time A Signal Knowledge Transfer Learning Model
Download Monitoring Privately Held Firms Default Risk In Real Time A Signal Knowledge Transfer Learning Model full books in PDF, epub, and Kindle. Read online free Monitoring Privately Held Firms Default Risk In Real Time A Signal Knowledge Transfer Learning Model ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads.
Author |
: Mr. Jorge A Chan-Lau |
Publisher |
: International Monetary Fund |
Total Pages |
: 45 |
Release |
: 2024-06-07 |
ISBN-10 |
: 9798400278396 |
ISBN-13 |
: |
Rating |
: 4/5 (96 Downloads) |
Synopsis Monitoring Privately-held Firms' Default Risk in Real Time: A Signal-Knowledge Transfer Learning Model by : Mr. Jorge A Chan-Lau
We develop a mixed-frequency, tree-based, gradient-boosting model designed to assess the default risk of privately held firms in real time. The model uses data from publicly-traded companies to construct a probability of default (PD) function. This function integrates high-frequency, market-based, aggregate distress signals with low-frequency, firm-level financial ratios, and macroeconomic indicators. When provided with private firms' financial ratios, the model, which we name signal-knowledge transfer learning model (SKTL), transfers insights gained from 35 thousand publicly-traded firms to more than 4 million private-held ones and performs well as an ordinal measure of privately-held firms' default risk.
Author |
: El Bachir Boukherouaa |
Publisher |
: International Monetary Fund |
Total Pages |
: 35 |
Release |
: 2021-10-22 |
ISBN-10 |
: 9781589063952 |
ISBN-13 |
: 1589063953 |
Rating |
: 4/5 (52 Downloads) |
Synopsis Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance by : El Bachir Boukherouaa
This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.
Author |
: United States. Congress. Senate. Committee on Governmental Affairs |
Publisher |
: |
Total Pages |
: 108 |
Release |
: 2002 |
ISBN-10 |
: UCSD:31822030849962 |
ISBN-13 |
: |
Rating |
: 4/5 (62 Downloads) |
Synopsis Financial Oversight of Enron by : United States. Congress. Senate. Committee on Governmental Affairs
Author |
: |
Publisher |
: World Business Pub. |
Total Pages |
: 0 |
Release |
: 2004 |
ISBN-10 |
: 1569735689 |
ISBN-13 |
: 9781569735688 |
Rating |
: 4/5 (89 Downloads) |
Synopsis The Greenhouse Gas Protocol by :
The GHG Protocol Corporate Accounting and Reporting Standard helps companies and other organizations to identify, calculate, and report GHG emissions. It is designed to set the standard for accurate, complete, consistent, relevant and transparent accounting and reporting of GHG emissions.
Author |
: Introbooks |
Publisher |
: |
Total Pages |
: 50 |
Release |
: 2020-04-07 |
ISBN-10 |
: 9798634736815 |
ISBN-13 |
: |
Rating |
: 4/5 (15 Downloads) |
Synopsis Artificial Intelligence in Banking by : Introbooks
In these highly competitive times and with so many technological advancements, it is impossible for any industry to remain isolated and untouched by innovations. In this era of digital economy, the banking sector cannot exist and operate without the various digital tools offered by the ever new innovations happening in the field of Artificial Intelligence (AI) and its sub-set technologies. New technologies have enabled incredible progression in the finance industry. Artificial Intelligence (AI) and Machine Learning (ML) have provided the investors and customers with more innovative tools, new types of financial products and a new potential for growth.According to Cathy Bessant (the Chief Operations and Technology Officer, Bank of America), AI is not just a technology discussion. It is also a discussion about data and how it is used and protected. She says, "In a world focused on using AI in new ways, we're focused on using it wisely and responsibly."
Author |
: Jean Tirole |
Publisher |
: Princeton University Press |
Total Pages |
: 657 |
Release |
: 2010-08-26 |
ISBN-10 |
: 9781400830220 |
ISBN-13 |
: 1400830222 |
Rating |
: 4/5 (20 Downloads) |
Synopsis The Theory of Corporate Finance by : Jean Tirole
"Magnificent."—The Economist From the Nobel Prize–winning economist, a groundbreaking and comprehensive account of corporate finance Recent decades have seen great theoretical and empirical advances in the field of corporate finance. Whereas once the subject addressed mainly the financing of corporations—equity, debt, and valuation—today it also embraces crucial issues of governance, liquidity, risk management, relationships between banks and corporations, and the macroeconomic impact of corporations. However, this progress has left in its wake a jumbled array of concepts and models that students are often hard put to make sense of. Here, one of the world's leading economists offers a lucid, unified, and comprehensive introduction to modern corporate finance theory. Jean Tirole builds his landmark book around a single model, using an incentive or contract theory approach. Filling a major gap in the field, The Theory of Corporate Finance is an indispensable resource for graduate and advanced undergraduate students as well as researchers of corporate finance, industrial organization, political economy, development, and macroeconomics. Tirole conveys the organizing principles that structure the analysis of today's key management and public policy issues, such as the reform of corporate governance and auditing; the role of private equity, financial markets, and takeovers; the efficient determination of leverage, dividends, liquidity, and risk management; and the design of managerial incentive packages. He weaves empirical studies into the book's theoretical analysis. And he places the corporation in its broader environment, both microeconomic and macroeconomic, and examines the two-way interaction between the corporate environment and institutions. Setting a new milestone in the field, The Theory of Corporate Finance will be the authoritative text for years to come.
Author |
: Manal Fouad |
Publisher |
: International Monetary Fund |
Total Pages |
: 61 |
Release |
: 2021-05-10 |
ISBN-10 |
: 9781513576565 |
ISBN-13 |
: 1513576569 |
Rating |
: 4/5 (65 Downloads) |
Synopsis Mastering the Risky Business of Public-Private Partnerships in Infrastructure by : Manal Fouad
Investment in infrastructure can be a driving force of the economic recovery in the aftermath of the COVID-19 pandemic in the context of shrinking fiscal space. Public-private partnerships (PPP) bring a promise of efficiency when carefully designed and managed, to avoid creating unnecessary fiscal risks. But fiscal illusions prevent an understanding the sources of fiscal risks, which arise in all infrastructure projects, and that in PPPs present specific characteristics that need to be addressed. PPP contracts are also affected by implicit fiscal risks when they are poorly designed, particularly when a government signs a PPP contract for a project with no financial sustainability. This paper reviews the advantages and inconveniences of PPPs, discusses the fiscal illusions affecting them, identifies a diversity of fiscal risks, and presents the essentials of PPP fiscal risk management.
Author |
: Board of Governors of the Federal Reserve System |
Publisher |
: |
Total Pages |
: 0 |
Release |
: 2002 |
ISBN-10 |
: 0894991965 |
ISBN-13 |
: 9780894991967 |
Rating |
: 4/5 (65 Downloads) |
Synopsis The Federal Reserve System Purposes and Functions by : Board of Governors of the Federal Reserve System
Provides an in-depth overview of the Federal Reserve System, including information about monetary policy and the economy, the Federal Reserve in the international sphere, supervision and regulation, consumer and community affairs and services offered by Reserve Banks. Contains several appendixes, including a brief explanation of Federal Reserve regulations, a glossary of terms, and a list of additional publications.
Author |
: |
Publisher |
: Lulu.com |
Total Pages |
: 294 |
Release |
: 2004 |
ISBN-10 |
: 9789291316694 |
ISBN-13 |
: 9291316695 |
Rating |
: 4/5 (94 Downloads) |
Synopsis International Convergence of Capital Measurement and Capital Standards by :
Author |
: |
Publisher |
: |
Total Pages |
: 140 |
Release |
: 2000-01 |
ISBN-10 |
: |
ISBN-13 |
: |
Rating |
: 4/5 ( Downloads) |
Synopsis Popular Mechanics by :
Popular Mechanics inspires, instructs and influences readers to help them master the modern world. Whether it’s practical DIY home-improvement tips, gadgets and digital technology, information on the newest cars or the latest breakthroughs in science -- PM is the ultimate guide to our high-tech lifestyle.