Auswahl der wissenschaftlichen Literatur zum Thema „Modèle de crédit partial“
Geben Sie eine Quelle nach APA, MLA, Chicago, Harvard und anderen Zitierweisen an
Inhaltsverzeichnis
Machen Sie sich mit den Listen der aktuellen Artikel, Bücher, Dissertationen, Berichten und anderer wissenschaftlichen Quellen zum Thema "Modèle de crédit partial" bekannt.
Neben jedem Werk im Literaturverzeichnis ist die Option "Zur Bibliographie hinzufügen" verfügbar. Nutzen Sie sie, wird Ihre bibliographische Angabe des gewählten Werkes nach der nötigen Zitierweise (APA, MLA, Harvard, Chicago, Vancouver usw.) automatisch gestaltet.
Sie können auch den vollen Text der wissenschaftlichen Publikation im PDF-Format herunterladen und eine Online-Annotation der Arbeit lesen, wenn die relevanten Parameter in den Metadaten verfügbar sind.
Zeitschriftenartikel zum Thema "Modèle de crédit partial"
Chateau, Jean-Pierre D. „Contribution à la réglementation de Bâle-3 : de la consistance interne du continuum du crédit commercial en marquant à la « valeur de modèle » le risque de crédit des engagements de crédit“. Articles 87, Nr. 4 (02.10.2012): 445–79. http://dx.doi.org/10.7202/1012567ar.
Der volle Inhalt der QuelleBernal Domínguez, Deyanira, und Verónica Cristina Mendoza García. „La aplicación del modelo credit scoring para evaluar el riesgo de crédito en la empresa comercial “Mueblerías Imperial”“. Recherches en Sciences de Gestion N° 156, Nr. 3 (27.07.2023): 123–47. http://dx.doi.org/10.3917/resg.156.0123.
Der volle Inhalt der QuelleRhainds, Simon. „Développement d’un modèle de notation de crédit économétrique général pour des financements de projet“. Assurances et gestion des risques 85, Nr. 3-4 (05.03.2019): 225–302. http://dx.doi.org/10.7202/1056947ar.
Der volle Inhalt der QuelleJEBBARI, Abdelilah, und Driss EL ZANATI. „L’anticipation de la défaillance des entreprises clientes des établissements bancaires marocains via la méthode de la régression logistique“. International Journal of Economic Studies and Management (IJESM) 1, Nr. 1 (29.09.2021): 73–85. http://dx.doi.org/10.52502/ijesm.v1i1.155.
Der volle Inhalt der Quellede Morogues, Francis. „Jeux stratégiques de marché dans le modèle à générations imbriquées, le modèle “achat ou vente”“. Recherches économiques de Louvain 65, Nr. 3 (1999): 301–22. http://dx.doi.org/10.1017/s077045180000991x.
Der volle Inhalt der QuelleBoumendjel, Said. „Monnaie et Répartition:l'application du modèle FMI et le multiplicateur de crédit permettront-ils en Algérie d'avoir une régulation conforme au bien être général?“ مجلة جامعة الأمير عبد القادر للعلوم الإسلامية 17, Nr. 1 (25.02.2023): 21–49. http://dx.doi.org/10.37138/emirj.v17i1.3834.
Der volle Inhalt der QuelleSaint-Louis, Hervé. „Le crédit transactionnel : un modèle d’interaction et de marchandisation de l’authentification“. Canadian Journal of Communication 48, Nr. 4 (01.12.2023): 771–86. http://dx.doi.org/10.3138/cjc-2022-0040.
Der volle Inhalt der QuelleBoyreau-Debray, Geneviève. „Politique économique locale et inflation en Chine“. Revue économique 51, Nr. 3 (01.05.2000): 713–24. http://dx.doi.org/10.3917/reco.p2000.51n3.0713.
Der volle Inhalt der QuelleChauveau, Thierry, und Dhafer Saïdane. „Le pouvoir des banques sur le marché du crédit : essai de comparaison internationale“. Revue de l'OFCE 35, Nr. 1 (01.01.1991): 135–66. http://dx.doi.org/10.3917/reof.p1991.35n1.0135.
Der volle Inhalt der QuelleNdour, Cheikh Tidiane, und Mouhamadou Bamba Diop. „Ratio optimal de la garantie de crédit“. La Revue Internationale des Économistes de Langue Française 4, Nr. 2 (30.12.2019): 72–92. http://dx.doi.org/10.18559/rielf.2019.2.4.
Der volle Inhalt der QuelleDissertationen zum Thema "Modèle de crédit partial"
Hamad, Mohamad. „Validation psychométrique de mesures subjectives en santé orale“. Electronic Thesis or Diss., Bourgogne Franche-Comté, 2024. http://www.theses.fr/2024UBFCE002.
Der volle Inhalt der QuelleThe psychometric validation of a subjective measurement scale consists of many steps that we will expose and comment on during this thesis. We would rely more particularly on the work of psychometric validation of the Geriatric Oral Health Assessment Index (GOHAI) and the Schizophrenia Cooping Oral Health Profile and Index (SCOOHPI) that we have carried out. During the stages of the validation of this scale we particularly explored the question of the validity of the internal structure which is the heart of the reflexive field of our work. In this thesis we have 5 chapters. In Chapter 1, we defined the concepts to be studied and explained the relationship between schizophrenia and oral health, and presented the history of psychometric validation of subjective measurement scales.In chapter 2, we described the steps in the psychometric validation of subjective measurement scales, there are 2 main headings in psychometric validation: reliability and validity. Scale reliability is composed of 3 parts: internal consistency, reliability over time and sensitivity to change. The validity of the scale is composed of 4 parts: content validity, perceived validity, construct validity and structure validity.In chapter 3, we study the psychometric validation of the GOHAI (Geriatric Oral Health Assessment Index) scale in a sample of French patients with schizophrenia.Cronbach's alpha shows a significant degree of internal consistency between items and the test-retest verifies the reliability over time. Then, the construct validity shows the existence of a relationship between the GOHAI scale and the DMFT (Dent Cariée, Absente, Obturation) and OHI'S (Simplifed Oral Hygiene Index) indices. Afterwards, the principal component analysis shows the existence of 3 subscales: physical functions, psychosocial aspects and symptoms related to the presence of dental diseases. Finally, the partial credit model verifies that the GOHAI scale is not unidimensional.In Chapter 4, we study the structural validity of the GOHAI scale using a sample of the general French population.The principal component analysis shows the existence of 3 subscales: pain and appearance of the teeth, psychological satisfaction with the state of the teeth and ability to eat. Then, the partial credit model verifies the unidimensionality of the GOHAI scale after grouping the response modalities.In Chapter 5, we study the psychometric validation of the Schizophrenia Coping Oral Health Profile and Index (SCOOHPI) scale using a sample of French patients with schizophrenia.The panel confirmed the content validity of the SCOOHPI scale. Perceived validity was verified with 30 individuals. Then, Cronbach's alpha shows a good degree of internal consistency between items. Then, the absence of relationship between the SCOOHPI scale and the GOHAI scale confirms the validity of the divergence. While the validity of the convergence was not measurable due to the lack of tools that measure a similar concept to the SCOOHPI scale concept.The principal component analysis shows the existence of 6 subscales: oral health, diet and oral hygiene, activity and organization, addiction and avoidance strategies. Finally, the partial credit model shows that the SCOOHPI scale is unidimensional after grouping the response modalities
Harb, Étienne Gebran. „Risques liés de crédit et dérivés de crédit“. Thesis, Paris 2, 2011. http://www.theses.fr/2011PA020098.
Der volle Inhalt der QuelleThe first part of this thesis deals with the valuation of credit risk. After an introductory chapter providing a technical synthesis of risk models, we model the dependence between default risks with the copula that helps enhancing credit risk measures. This technical tool provides a full description of the dependence structure; one could exploit the possibility of writing any joint distribution function as a copula, taking as arguments the marginal distributions. We approach copulas in probabilistic terms as they are familiar nowadays, then with an algebraic approach which is more inclusive than the probabilistic one. Afterwards, we present a general credit derivative pricing model based on Cherubini and Luciano (2003) and Luciano (2003). We price a “vulnerable”Credit Default Swap, taking into account a counterparty risk. We consider theCredit Valuation Adjustment (CVA) advocated by Basel III to optimize theeconomic capital allocation. We recover the general representation of aproduct with counterparty risk which goes back to Sorensen and Bollier (1994)and differently from the papers mentioned above, the payment of protectiondoes not occur necessarily at the end of the contract. We approach the dependence between counterparty risk and the reference credit’s one with the copula. We study the sensitivity of the CDS in extreme dependence cases with a mixture copula defined in terms of the “extreme” ones. By varying the Spearman’s rho, one can explore the whole range of positive and negative association. Furthermore, the mixture copula provides closed form prices. Our model is then closer to the market practice and easy to implement. Later on, we provide an application on credit market data. Then, we highlight the role of credit derivatives as hedging instruments and as risk factors as well since they are accused to be responsible for the subprime crisis. Finally, we analyze the subprime crisis and the sovereign debt crisis which arose from the U.S. mortgage market collapse as well. We then study the public debt sustainability of the heavily indebted peripheral countries of the eurozone by 2016
Gauthier, Claire. „Trois essais empiriques sur le risque de crédit : Modèles intensité, modèle multifactoriel, valeurs extrêmes“. Nice, 2002. http://www.theses.fr/2002NICE0061.
Der volle Inhalt der QuelleCredit risk materializes by a firm default, and by the spread movements following a decrease of an issuer's credit quality. In the first chapter of this thesis, an intensity model considering default as an unpredictable event is implemented. The second chapter presents a multifactor models for credit spreads, based on a wide range of explanatory variables, and using panel data econometry to build theoretical credit spreads. This model is a good tool to analyse and forecast credit spreads. The third chapter underlines the non normality of credit spreads distributions, and characterize their distribution using extreme value theory
Adjogou, Adjobo Folly Dzigbodi. „L'accélérateur financier dans un modèle néo-keynésien d'économie ouverte“. Thesis, Université Laval, 2010. http://www.theses.ulaval.ca/2010/27139/27139.pdf.
Der volle Inhalt der QuelleBarsotti, Flavia. „Optimal capital structure with endogenous bankruptcy : payouts, tax benefits asymetry and volatility risk“. Toulouse 3, 2011. http://thesesups.ups-tlse.fr/1319/.
Der volle Inhalt der QuelleThe dissertation deals with modeling credit risk through a structural model approach. The thesis consists of three papers in which we build on the capital structure of a firm proposed by Leland and we study different extensions of his seminal paper with the purpose of obtaining results more in line with historical norms and empirical evidence, studying in details all mathematical aspects. The thesis analyses credit risk modelling following a structural model approach with endogenous default. We extend the classical Leland framework in three main directions with the aim at obtaining results more in line with empirical evidence. We introduce payouts and then also consider corporate tax rate asymmetry : numerical results show that these lead to predicted leverage ratios closer to historical norms, through their joint influence on optimal capital structure. Finally, we introduce volatility risk. Following Leland suggestions we consider a framework in which the assumption of constant volatility in the underlying firm's assets value stochastic evolution is removed. Analyzing defaultable claims involved in the capital structure of the firm we derive their corrected prices under a fairly large class of stochastic volatility framework seems to be a robus way to improve results in the direction of both higher spreads and lower leverage ratios in a quantitatively significant way
Brameret, Pierre-Antoine. „Assessment of reliability indicators from automatically generated partial Markov chains“. Thesis, Cachan, Ecole normale supérieure, 2015. http://www.theses.fr/2015DENS0032/document.
Der volle Inhalt der QuelleTrustworthiness in systems is of paramount importance. Among safety modeling languages, Markov chains are a good tradeoff between the safety concepts that can be modeled and the ease of calculation. However, as they model the different states of the systems, they suffer from the state space explosion. This explosion has two drawbacks: it makes Markov chains very difficult to write by hand for large systems, and large Markov chain calculation is resource consuming. The first drawback is easily tackled by generating Markov chains from higher-level languages (such as AltaRica 3.0).In this thesis, we focused on the partial generation of Markov chains, to tackle the state space explosion of the models. This idea is based on the observation that even large repairable systems spent most of their times in a few number of states, that are close to the nominal state of the system. The partial generation is based on Dijkstra's algorithm and on a so-called relevance factor to generate only the most probable states of the Markov chain. The reliability indicators obtained with such a partial chain can be bounded with a slightly different Markov chain.The partial generation method is fully implemented in the AltaRica 3.0 project to automatically calculate the reliability indicators of a system modeled in AltaRica. Different experiments illustrate the practability of the method, as well as its strengths and weaknesses
Sestier, Michael. „Analyse des sensibilités des modèles internes de crédit pour l'étude de la variabilité des RWA“. Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E010.
Der volle Inhalt der QuelleIn the aftermath of the 2007-2009 crisis, several studies led by the Base! Committee showed a large dispersion of risk-weighted assets (RWA) among banks, a significant part of which would come from the internal model's assumptions. Consequently, new regulations aiming at finding a balance between risk sensitivity, simplicity and comparability have then been developed. These ones notably include constraints on models / parameters for the internal assessment of the credit RWA for both the banking and the trading books. ln this context, the thesis work mainly consists in analyzing the relevance of such constraints to reduce the RWA variability. It makes extensive use of sensitivity analysis methods, particularly the ones based on the Hoeffding's decomposition. Regulatory treatments of the credit parameters (default correlations, default probabilities -DP -and loss given default -LGD) form the backbone of the developments. The findings suggest mixed results of the reforms. On the one hand, the constraints on the correlations for the trading book have a low impact on the RWA variability. On the other hand, the constraints on OP and LGD parameters, having a greater impact on the RWA variability, should be considered with more caution. The studies finally provide evidence that variability is amplified by the regulatory measurement of the risk and the multiple sources of calibration data.javascript:nouvelleZone('abstract');_ajtAbstract('abstract')
Niang, Ibrahima. „Quantification et méthodes statistiques pour le risque de modèle“. Thesis, Lyon, 2016. http://www.theses.fr/2016LYSE1015/document.
Der volle Inhalt der QuelleIn finance, model risk is the risk of loss resulting from using models. It is a complex risk which recover many different situations, and especially estimation risk and risk of model misspecification. This thesis focuses: on model risk inherent in yield and credit curve construction methods and the analysis of the consistency of Sobol indices with respect to stochastic ordering of model parameters. it is divided into three chapters. Chapter 1 focuses on model risk embedded in yield and credit curve construction methods. We analyse in particular the uncertainty associated to the construction of yield curves or credit curves. In this context, we derive arbitrage-free bounds for discount factor and survival probability at the most liquid maturities. In Chapter 2 of this thesis, we quantify the impact of parameter risk through global sensitivity analysis and stochastic orders theory. We analyse in particular how Sobol indices are transformed further to an increase of parameter uncertainty with respect to the dispersive or excess wealth orders. Chapter 3 of the thesis focuses on contrast quantile index. We link this latter with the risk measure CTE and then we analyse on the other side, in which circumstances an increase of a parameter uncertainty in the sense of dispersive or excess wealth orders implies and increase of contrast quantile index. We propose finally an estimation procedure for this index. We prove under some conditions that our estimator is consistent and asymptotically normal
Moustafa, Hayat. „Étude du problème inverse d'un modèle d'intrusion saline“. Thesis, Compiègne, 2015. http://www.theses.fr/2015COMP2177/document.
Der volle Inhalt der QuelleThis thesis deals with the study of an inverse source problem for a two dimensional seawater intrusion model. First, we focus on the modeling of the seawater intrusion phenomenon in a costal unconfined aquifer. Then considering some specific assumptions, we obtain, in the steady state, an elliptic equation of the hydraulic head with a left hand side formed by point wise sources. The study of the direct problem aims to analyze the derived model and to establish a result of existence and uniqueness of solution. The inverse problem concerns the identification of sources from local measurements. We are interested in the study of uniqueness, identification and stability.Concerning the identification, we transform the inverse problem to a control problem with a cost functional computing the quadratic error between the experimental measures and those obtained by solving the direct problem. To optimize this function, we need to compute its gradient and this can be done by the sensibility and the adjoint methods. Moreover, regarding the stability, we establish two types of estimates, logarithmic and lipschitz, for sources positions and intensities in the case of the elliptic equation assuming interior observations. Furthermore, we have generalized the results of Lipschitz estimates for the elliptic equation –Δu+k2u=F. The last part of the thesis is intended to show the results of the numerical identification based on parameters involved in the main model
Taghboulit, Sid-Ali. „Contribution à La définition d'un modèle orienté objet pour le SGBD SAAD“. Valenciennes, 1993. https://ged.uphf.fr/nuxeo/site/esupversions/d177f1a2-d5ea-4cca-8169-7ada17f8c56b.
Der volle Inhalt der QuelleBuchteile zum Thema "Modèle de crédit partial"
Olsson, Ulf. „Le Crédit lyonnais et la Stockholms Enskilda Bank : partenaire et modèle vers 1870-vers 1925“. In Publications d'histoire économique et sociale internationale, 751–63. Librairie Droz, 2003. http://dx.doi.org/10.3917/droz.desja.2002.01.0751.
Der volle Inhalt der QuelleKonferenzberichte zum Thema "Modèle de crédit partial"
Cunha, Anna Paula. „LOCALIZAÇÃO NO MCMV: Reflexões sobre modelos de negócios para produção habitacional“. In Seminario Internacional de Investigación en Urbanismo. Universitat Politècnica de Catalunya, Grup de Recerca en Urbanisme, 2022. http://dx.doi.org/10.5821/siiu.12167.
Der volle Inhalt der QuelleCabellos Martínez, Malka, Éder Norberto Flórez Solano, Edwin Edgardo Espinel Blanco und Jhon Arévalo Toscano. „Evaluación de los resultados de aprendizaje a partir de la caracterización de estudiantes y niveles de formación en el plan de estudios de ingeniería mecánica de la UFPS seccional Ocaña“. In Ingeniería para transformar territorios. Asociacion Colombiana de Facultades de Ingeniería - ACOFI, 2023. http://dx.doi.org/10.26507/paper.3003.
Der volle Inhalt der Quelle