Sentence examples for performance of a tranche from inspiring English sources

As such, the performance of a tranche with a sensitivity of 95% and a positive predictive value of 99% is interpreted as a tranche where 95% of the true variants that existed were called and that 99% of the variants called are true variants.

h aa and h hh are conditional variances of A-tranche and H-tranche portfolio returns, respectively.

During Period 3, the coefficient estimates of 0.003 are also significant in the opposite direction of the variance of the H tranche portfolio for the previous trading period to that of the A tranche portfolio for the current trading period, this shows that the spillover impact is actually two directional from A to H share market and vice versa.

The coefficient estimates of 0.011 and 0.010 on ARCH (H, A) are significantly positive, suggesting that the information from A tranche, captured by the unconditional volatility of the A tranche portfolio, spills over to the H tranche and significantly impacts the variance of H tranche portfolio.

The results suggest that there is a spillover effect from the A tranche to the H tranche the unconditional variance A tranche is significantly associated with the variance of H tranche.

It comes in the form of a tranche of sixty million dollars in aid, initially said to be "non-lethal aid".

That may have been America's first experience with the dramatization of a tranche.

For example, achievement of a market cap target of $150 billion could then be matched with such achieved but unused operational target to result in vesting of a tranche.

R a (R h ) is the daily stock return of an equal weighted portfolio of A tranche (H tranche) of AH share companies.

The drug and the convalescent plasma are part of a tranche of experimental treatments, he said.

According to a former Goldman derivatives trader, Goldman would buy the triple-A tranche of some CDO, pair it off with the credit default swaps AIG sold Goldman that insured the tranche (at a cost well below the yield of the tranche), declare the entire package risk-free, and hold it off its balance sheet.