25 research outputs found
Evaluation of Health in Pregnancy grants in Scotland: a natural experiment using routine data
No abstract avialable
What will make a difference? Assessing the impact of policy and non-policy scenarios on estimations of the future GP workforce
Improving end-of-life care for non-cancer patients in hospitals: description of a continuous quality improvement initiative
Industrial structural changes in Hong Kong, China under one country, two systems framework
Assessing Credit Risk in an Agricultural Loan Portfolio
"We show that agricultural lenders can implement a credit risk model that uses their loan portfolio data and complies with the new Basel Capital Accord without requiring Merton-type model assumptions about underlying asset price volatility. A credit risk model is described and calibrated to the loan portfolio of a farm lender. The model is used to produce plausible estimates of expected loss, unexpected loss, and credit value-at-risk (VaR) at the portfolio and subportfolio (sector) levels. The lender could use these kinds of estimates to meet regulatory requirements or to adjust the level of capital in response to changing economic conditions." Copyright (c) 2009 Canadian Agricultural Economics Society.