scholarly journals The Relationship Between the Financial Performance of Banks and the Quality of Credit Scoring Models

2021 ◽  
pp. 76-95
Author(s):  
Roman Tikhonov ◽  
◽  
Aleksey Masyutin ◽  
Vadim Vadim ◽  
◽  
...  
Keyword(s):  
Financial Performance ◽  
Net Present Value ◽  
Confusion Matrix ◽  
Credit Scoring ◽  
Time Interval ◽  
Type I ◽  
Model Quality ◽  
Model Risk ◽  
Lending Decisions ◽  
The Relationship

Model risk in credit scoring can be understood as the bank’s losses associated with a model quality deterioration. Deterioration in model quality entails an incorrect assessment of the creditworthiness of borrowers and leads to an increase in potentially defaulting applications in the loan portfolio, as the bank relies on the model performance when making lending decisions. The relationship between model quality and financial performance is embedded in the confusion matrix, where the value of a type I error indicates the bank’s lost profit, and the value of a type II error is equivalent to losses in the event of a default. We propose estimating model risk based on the scenario forecast of model quality or the ranking ability of the Gini model over a given time interval. The result of the analysis is the assessment of the bank’s net present value for the current and modified models, depending on the approval level. The proposed approach allows us to solve the problem of the optimal choice of a Gini model and answer the question of how model quality affects financial performance.

Hydrocephalus in Spinal Muscular Atrophy: A Case Report and Review of the Literature

2020 ◽  
Author(s):  
Jeetendra P. Sah ◽  
Aaron W. Abrams ◽  
Geetha Chari ◽  
Craig Linden ◽  
Yaacov Anziska
Keyword(s):  
Spinal Muscular Atrophy ◽  
Clinical Characteristics ◽  
Clinical Presentation ◽  
Muscular Atrophy ◽  
Communicating Hydrocephalus ◽  
Type I ◽  
Review Of The Literature ◽  
Radiographic Findings ◽  
Comprehensive Review ◽  
The Relationship

AbstractIn this article, we reported a case of spinal muscular atrophy (SMA) type I noted to have tetraventricular hydrocephalus with Blake's pouch cyst at 8 months of age following intrathecal nusinersen therapy. The association of hydrocephalus with SMA is rarely reported in the literature. Development of hydrocephalus after intrathecal nusinersen therapy is also reported in some cases, but a cause–effect relationship is not yet established. The aim of this study was to describe the clinical characteristics of a patient with SMA type I and hydrocephalus, to review similar cases reported in the literature, and to explore the relationship between nusinersen therapy and development of hydrocephalus. The clinical presentation and radiographic findings of the patient are described and a comprehensive review of the literature was conducted. The adverse effect of communicating hydrocephalus related to nusinersen therapy is being reported and the authors suggest carefully monitoring for features of hydrocephalus developing during the course of nusinersen therapy.

IMPLEMENTASI KINERJA KEUANGAN TERHADAP NILAI SPIRITUALITAS PRIBADI

2012 ◽  
Vol 16 (3) ◽  
pp. 332
Author(s):  
Whedy Prasetyo
Keyword(s):  
Corporate Governance ◽  
Corporate Social Responsibility ◽  
Social Responsibility ◽  
Financial Performance ◽  
Annual Report ◽  
Main Concern ◽  
Good Corporate Governance ◽  
Corporate Social ◽  
The Relationship ◽  
Personal Spirituality

Development of financial performance in the application of Good Corporate Governance and Corporate Social Responsibility which affects the values of honesty private individuals, in order to be able to run the accountability, value for money, fairness in financial management, transparency, control, and free of conflicts of interest (independence). The main concern in this study is focused on achieving value personal spirituality through the financial performance and capabilities of Good Corporate Governance (GCG) and Corporate Social Responsibility (CSR) in moderating the relationship with the financial performance of value personal spirituality. This study is a descriptive verifikatif. The unit of analysis in this study was 15 companies in Indonesia with a policy that has been applied through the concept since January of 2008 until now, with the support of the annual report of the company, the company's financial statements, company reports to the disclosure of Good Corporate Governance and Corporate Social Responsibility in the annual report. Overall reports published successively during the years 2008-2011. The results of this study indicate financial performance affects the value of personal spirituality, and for variable GCG obtained results that could moderate the relationship of financial performance to the value of personal spirituality. But for the disclosure of CSR variables obtained results can’t moderate the relationship with the financial performance of personal spirituality.

The concept of motivation for effective credit risk management

2020 ◽  
Vol 26 (11) ◽  
pp. 2567-2593
Author(s):  
M.V. Pomazanov
Keyword(s):  
Risk Management ◽  
Economic Modeling ◽  
Type I ◽  
Credit Risk Management ◽  
Curve Modeling ◽  
Business Functions ◽  
The Common ◽  
Lending Decisions ◽  
The One

Subject. The study addresses the improvement of risk management efficiency and the quality of lending decisions made by banks. Objectives. The aim is to present the bank management with a fair algorithm for risk management motivation on the one hand, and the credit management (business) on the other hand. Within the framework of the common goal to maximize risk-adjusted income from loans, this algorithm will provide guidelines for ‘risk management’ and ‘business’ functions on how to improve individual and overall efficiency. Methods. The study employs the discriminant analysis, type I and II errors, Lorentz curve modeling, statistical analysis, economic modeling. Results. The paper offers a mechanism for assessing the quality of risk management decisions as opposed to (or in support of) decisions of the lending business when approving transactions. The mechanism rests on the approach of stating type I and II errors and the corresponding classical metric of the Gini coefficient. On the ‘business’ side, the mechanism monitors the improvement or deterioration of the indicator of changes in losses in comparison with the market average. Conclusions. The study substantiates the stimulating ‘rules of the game’ between the ‘business’ and ‘risk management’ to improve the efficiency of the entire business, to optimize interactions within the framework of internal competition. It presents mathematical tools to calculate corresponding indicators of the efficiency of internally competing entities.

Using Internal Control As A Moderator Relationship Between Factor Of Financial Engineering AND Financial Performance In IRAQI Banks

2019 ◽  
Vol 118 (10) ◽  
pp. 197-215
Author(s):  
Iman Muayad Merie Al_Khero ◽  
Sharul Effendy Bin Janudin ◽  
Azam Abdelhakeem Khalid
Keyword(s):  
Financial Performance ◽  
Internal Control ◽  
Financial Engineering ◽  
The Relationship

This paper aims to examines the relationship between the factors of financial engineering and financial engineering by using internal control (IC) as a moderator in Iraq banks

scholarly journals Linkage Disequilibrium in Domestic Sheep

Genetics ◽  
2002 ◽  
Vol 160 (3) ◽  
pp. 1113-1122
Author(s):  
A F McRae ◽  
J C McEwan ◽  
K G Dodds ◽  
T Wilson ◽  
A M Crawford ◽  
...  
Keyword(s):  
Linkage Disequilibrium ◽  
Type I Error ◽  
Statistical Significance ◽  
Domestic Sheep ◽  
Type I ◽  
Single Nucleotide ◽  
Microsatellite Genotype ◽  
Marker Distance ◽  
The Relationship ◽  
Two Populations

Abstract The last decade has seen a dramatic increase in the number of livestock QTL mapping studies. The next challenge awaiting livestock geneticists is to determine the actual genes responsible for variation of economically important traits. With the advent of high density single nucleotide polymorphism (SNP) maps, it may be possible to fine map genes by exploiting linkage disequilibrium between genes of interest and adjacent markers. However, the extent of linkage disequilibrium (LD) is generally unknown for livestock populations. In this article microsatellite genotype data are used to assess the extent of LD in two populations of domestic sheep. High levels of LD were found to extend for tens of centimorgans and declined as a function of marker distance. However, LD was also frequently observed between unlinked markers. The prospects for LD mapping in livestock appear encouraging provided that type I error can be minimized. Properties of the multiallelic LD coefficient D′ were also explored. D′ was found to be significantly related to marker heterozygosity, although the relationship did not appear to unduly influence the overall conclusions. Of potentially greater concern was the observation that D′ may be skewed when rare alleles are present. It is recommended that the statistical significance of LD is used in conjunction with coefficients such as D′ to determine the true extent of LD.

scholarly journals The Influence of R&D Intensity on Financial Performance: The Mediating Role of Human Capital in the Semiconductor Industry in Taiwan

2020 ◽  
Vol 12 (12) ◽  
pp. 5128
Author(s):  
Tsung-Chun Chen ◽  
Yenchun Jim Wu
Keyword(s):  
Human Capital ◽  
Financial Performance ◽  
Capital Investment ◽  
Performance Metrics ◽  
Intangible Assets ◽  
Semiconductor Industry ◽  
Value Added ◽  
Positive Influence ◽  
High Tech ◽  
The Relationship

Knowledge transfer is a strategy used by high-tech companies to acquire new knowledge and skills. Knowledge can be internally generated or externally sourced. The access to external knowledge is a quick fix, but the risks associated with reliance on external sources are often overlooked. However, not acquiring such knowledge is even riskier. There have been a slew of litigations in the semiconductor industry in recent years. The acquisition and assurance of intangible assets is an important issue. This paper posits that internal R&D should take into consideration the knowledge intensity and capital investment in the industry. This study focuses on the relationship between intangible assets and financial performance. It sourced the 2004 to 2016 financial data of semiconductor companies in Taiwan for panel data modeling and examined case studies for empirical validation. This study found that the higher the R&D intensity (RDI) in the value-added component of human capital, the better the financial performance of the company. RDI has a positive influence on the accumulation of human capital and financial performance metrics, and such influence is deferred. Meanwhile, human capital is a mediating factor in the relationship between RDI and financial performance. RDI is integral to the semiconductor industry’s pursuit of business sustainability.

scholarly journals FACTORS INVOLVED IN THE PRODUCTION OF IMMUNITY WITH PNEUMOCOCCUS VACCINE

1928 ◽  
Vol 48 (1) ◽  
pp. 83-104 ◽  
Author(s):  
Alvan L. Barach ◽  
Keyword(s):  
Intact Cell ◽  
Broth Culture ◽  
Time Interval ◽  
Type I ◽  
Type Ii ◽  
Lobar Pneumonia ◽  
The Common ◽  
Immunity Mechanism ◽  
Lethal Doses ◽  
Pneumococcus Type

1. The antigenic function of a pneumococcus vaccine made from the intact cell was compared with that derived fron a watery extract of the cell free from formed elements. In each instance, the immunity produced was dependent upon type-specific protective substance and not upon the elaboration of the common protein antibody. 2. The vaccine made from the intact cell resulted in both active and passive immunity which began on the 3rd day, increased markedly to the 5th, and remained approximately stationery to the 7th day. In the case of the Berkefeld filtrate of the shaken bacteria and the filtrate of the broth culture, the immunity began on the 4th day, increased to the 5th, and remained approximately stationery to the 7th day. The immunity produced by Pneumococcus Type I vaccine is greater than that produced by Type II. On the 3rd day, mice vaccinated with Type I vaccine resisted 100,000 minimal lethal doses, whereas mice immunized with Type II resisted 10,000 minimal lethal doses. On the 5th day, a larger percentage of mice survived these doses than on the 3rd day. 3. Certain factors related to the preparation and dosage of the vaccine are discussed. 4. As far as the time interval and the degree of immunity produced are concerned, these results suggest the possibility of employing pneumococcus vaccine in suitable doses in the treatment of lobar pneumonia. That an earlier activity of the immunity mechanism could actually be initiated in a patient with lobar pneumonia has still to be demonstrated.

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