Credit Valuation Adjustment (CVA) has become an important field as its calculation is required in Basel III, issued in 2010, in the wake of the credit crisis. Exposure, which is defined as the potential future loss on a financial contract due to a default event, is one of the key elements for calculating CVA. This paper provides a backward dynamics framework for assessing exposure profiles of E...

In this paper we study the counterparty risk on a payer CDS in a Markov chain model of two reference credits, the firm underlying the CDS and the protection seller in the CDS. We first state few preliminary results about pricing and CVA of a CDS with counterparty risk in a general set-up. We then introduce a Markov chain copula model in which wrong way risk is represented by the possibility of ...

1. Since 7/2001, funded by an NSF ROLE pilot project, William J. Rapaport (Computer Science & Engineering) and Michael W. Kibby (Learning & Instruction) have been investigating “contextual vocabulary acquisition” (CVA): active, deliberate acquisition of word meanings from text by reasoning from contextual clues, prior knowledge, language knowledge, and hypotheses developed from prior encounters...

OBJECTIVE The objective of this study was to evaluate the determinants and associations of some prothrombotic risk factors in patients with cerebrovascular accidents (CVAs). SUBJECTS AND METHODS In this case-control study, plasma total homocysteine (tHcy), lupus anticoagulant, protein C, protein S, activated protein C resistance (APC-R) and antithrombin were measured in 102 patients (60 males...

Subdural empyema (SDE) and cerebrovascular accident (CVA) are uncommon life-threatening complications of bacterial meningitis, which require urgent neurosurgical intervention to prevent adverse outcomes. Clinicians must be vigilant of the onset of focal neurologic deficits or seizure activity to establish the diagnosis of SDE. Streptococcus pneumoniae accounts for <1% of pyogenic brain abscesse...

OBJECTIVES The purpose of this study was to evaluate the rate of recognition of atrial fibrillation (AF), use of warfarin and prevalence of cerebrovascular accident (CVA) in paced versus unpaced patients during admission to a tertiary care teaching hospital. BACKGROUND The presence of AF underlying a continuously paced rhythm may be under recognized and result in a lower rate of anticoagulati...

BACKGROUND The purpose of this retrospective study was to determine the frequency of occurrence of oculomotor dysfunctions in a sample of ambulatory outpatients who have acquired brain injury (ABI), either traumatic brain injury (TBI) or cerebrovascular accident (CVA), with associated vision symptoms. METHODS Medical records of 220 individuals with either TBI (n = 160) or CVA (n = 60) were re...

There is an error in Fig 6. Please view the correct Fig 6 here. There is an error in the second paragraph of the Results section under the subheading Validation 2: Estimating Brain-Behaviour Correlations. The correct paragraph should read: Fig 6a plots the median (ρbehav, gSNRbehav,) values for PLS analysis of every task, and both GNB and CVA analysis models. In general, IND optimization improv...

Recent financial crises were the root of many changes in regulatory implementations in the banking sector. Basel previously covered the default capital charge for counterparty exposures however, the crisis showed that more than two third of the losses related to this risk emerged from the exposure to the movement of the counterparty’s credit quality and not its actual default therefore, Basel I...