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Estimating Loss Given Default Based on Beta Regression

Computers, Materials & Continua 2021年第3期66卷 3329-3344页

作者： Jamil J.Jaber Noriszura Ismail siti norafidah mohd ramli Baker Albadareen Nawaf N.Hamadneh Department of Risk Management and Insurance The University of JordanAqaba77111Jordan Universiti Kebangsaan Malaysia Department of Mathematical SciencesMalaysia Department of Basic Sciences College of Science and Theoretical StudiesSaudi Electronic UniversityRiyadh11673Saudi Arabia

Loss given default(LGD)is a key parameter in credit risk management to calculate the required regulatory minimum *** internal ratings-based(IRB)approach under the Basel II allows institutions to determine the loss given default(LGD)on their *** this study,we have estimated LGD for a credit portfolio data by using beta regression with precision parameter(∅)and mean parameter(μ).The credit portfolio data was obtained from a banking institution in Jordan;for the period of January 2010 untilDecember *** the first stage,we have used the“outstandingamount”and“amount of borrowing”to find LGD of each default borrower(494 out of 4393 borrower).In the second stage,we fit univariate parametric distributions to the LGD data to obtain the beta *** that,we have estimated the values of∅based on microeconomic variables(SPP,OE and LR).Moreover,we have estimated the values ofμbased on macroeconomic variables(GDP and Inflation rate).Finally,we have compared between six different link functions(Logit,loglog,probit,cloglog,cauchit,and log),which have used with∅andμ.The results show that Beta regression with probit link function has the highest R-squared with accepted measurements for logL,AIC and BIC.

关键词： Credit risk loss given default parametric distribution regression model

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Depression,Anxiety,and Behavioural Changes during the COVID-19 Pandemic among Medical and Nursing Students

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International Journal of Mental Health Promotion 2022年第5期24卷 749-757页

作者： siti Roshaidai mohd Arifin siti Mardhiah Saiful Azmi Khadijah Hasanah Abang Abdullah Nurul Ain Hidayah Abas Rohayah Husain Edre MAidid Karimah Hanim Abd Aziz ramli Musa Fathima Begum Syed Mohideen Asma Perveen Khairi Che Mat Izazol Idris Department of Special Care Nursing Kulliyyah of NursingInternational Islamic University MalaysiaIndera Mahkota CampusKuantan25200Malaysia Thomson Hospital Kota Damansara Petaling Jaya47810Malaysia Faculty of Medicine and Health Sciences Universiti Sains Islam MalaysiaBandar Baru Nilai71800Malaysia Department of Psychology and Counselling Faculty of Human DevelopmentUniversiti Pendidikan Sultan IdrisTanjong Malim35900Malaysia Psychological Medicine Unit Faculty of MedicineUniversiti Sultan Zainal AbidinKuala Terengganu21300Malaysia Department of Community Medicine Kulliyyah of MedicineInternational Islamic University MalaysiaIndera Mahkota CampusKuantan25200Malaysia Department of Psychiatry Kulliyyah of MedicineInternational Islamic University MalaysiaIndera Mahkota CampusKuantan25200Malaysia Department of Educational Studies Faculty of Human DevelopmentUniversiti Pendidikan Sultan IdrisTanjong Malim35900Malaysia

During the COVID-19 pandemic,medical and nursing students are faced with various challenges such as the need to attend online classes and juggling clinical postings under the new *** study aimed to assess the asso-ciation between depression,anxiety,and behavioural changes among medical and nursing students during the COVID-19 *** online self-administered questionnaire was distributed between March 2021 and July 2021 to 292 undergraduates medical and nursing students in a higher education institute on the East Coast of *** questionnaires consisted of four parts:sociodemographic data,the Generalised Anxiety Disor-der-7,the Patient Health Questionnaire-9,and questions related to behaviours during the COVID-19 *** study found that 23.6%and 33.6%of the students experienced anxiety and depression respectively,possibly caused by the COVID-19 *** was associated with a high level of behavioural changes during the pandemic with a total of 87%of the students showing behavioural *** interventions such as online counselling and consultation should be implemented by the university to reduce the prevalence of depres-sion and anxiety resulting from the COVID-19 pandemic among medical and nursing students.

关键词： Nursing students medical students depression anxiety behavioural changes pandemic COVID-19

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Rigid‑Body Analysis of a Beveled Shape Structure in Regular Waves Using the Weakly Compressible Smoothed Particle Hydrodynamics(WCSPH)Method

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Journal of Marine Science and Application 2021年第4期20卷 621-631页

作者： siti Ayishah Thaminah Hikmatullah Sahib Muhammad Zahir ramli Muhammad Afq Azman Muhammad Mazmirul Abd Rahman mohd Fuad Miskon Ef Helmy Arifn Muhammad Hafeez Jeofry Kamaruzzaman Yunus Department of Marine Science Kulliyyah of ScienceInternational Islamic University Malaysia(IIUM)25200 KuantanMalaysia Institute of Oceanography&Maritime Studies(INOCEM) Kulliyyah of ScienceInternational Islamic University Malaysia(IIUM)25200 KuantanMalaysia Faculty of Science and Marine Environment Universiti Malaysia Terengganu21200 Kuala NerusMalaysia

In many cases of wave structure interactions,three-dimensional models are used to demonstrate real-life complex environ-ments in large domain *** the seakeeping context,predicting the motion responses in the interaction of a long body resembling a ship structure with regular waves is crucial and can be *** this work,regular waves interacting with a rigid foating structure were simulated using the open-source code based on the weakly compressible smoothed par-ticle hydrodynamics(WCSPH)method,and optimal parameters were suggested for diferent wave *** displacements were computed,and their response amplitude operators(RAOs)were found to be in good agreement with experimental,numerical,and analytical *** of numerical and experimental RAOs tended to increase at low wave frequencies,particularly at amidships and near the *** addition,the instantaneous wave contours of the sur-rounding model were examined to reveal the efects of localized waves along the structure and wave *** results indicated that the motion response from the WCSPH responds well at the highest frequency range(ω>5.235 rad/s).

关键词： DualSPHysics Response amplitude operators Seakeeping Wave structure interaction Weakly compressible

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