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Exposure at default or (EAD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. It can be defined as the gross exposure under a facility upon default of an obligor. [1] [2] Outside of Basel II, the concept is sometimes known as Credit Exposure (CE). It represents the ...
In psychometrics, item response theory (IRT, also known as latent trait theory, strong true score theory, or modern mental test theory) is a paradigm for the design, analysis, and scoring of tests, questionnaires, and similar instruments measuring abilities, attitudes, or other variables.
Estimate the risk parameters—probability of default (PD), loss given default (LGD), exposure at default (EAD), maturity (M)—that are inputs to risk-weight functions designed for each asset class to arrive at the total risk weighted assets (RWA) The regulatory capital for credit risk is then calculated as 8% of the total RWA under Basel II.
Banks can determine their own estimation for some components of risk measure: the probability of default (PD), loss given default (LGD), exposure at default (EAD) and effective maturity (M). For public companies, default probabilities are commonly estimated using either the "structural model" of credit risk proposed by Robert Merton (1974) or ...
Intelligence analysis is the application of individual and collective cognitive methods to weigh data and test hypotheses within a secret socio-cultural context. [1] The descriptions are drawn from what may only be available in the form of deliberately deceptive information; the analyst must correlate the similarities among deceptions and extract a common truth.
Especially in intelligence, both governmental and business, analysts must always be aware that the opponent(s) is intelligent and may be generating information intended to deceive. [ 3 ] [ 4 ] Since deception often is the result of a cognitive trap, Elsaesser and Stech use state-based hierarchical plan recognition (see abductive reasoning ) to ...
The PASS theory provides the theoretical framework for a measurement instrument called the Das-Naglieri Cognitive Assessment System (CAS), published in 1997. [6] This test, now in a Second Edition (CAS2; 2014, Naglieri, Das & Gold-stein) is designed to provide an assessment of intellectual functioning redefined as four brain-based cognitive processes (Planning, Attention, Simultaneous and ...
Moreover, by using the experience sampling method different research questions can be analyzed regarding the use of mobile devices in research. Following on from this, Stieger and colleagues [ 12 ] used the experience sampling method to show that smartphones can be used to transfer computer-based tasks (CBTs) from the lab to the field.