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Credit risk for large portfolios of green and brown loans: extending the ASRF model
Alessandro Ramponi, Sergio Scarlatti
https://arxiv.org/abs/2506.12510 h…

Credit risk for large portfolios of green and brown loans: extending the ASRF model
We propose a credit risk model for portfolios composed of green and brown loans, extending the ASRF framework via a two-factor copula structure. Systematic risk is modeled using potentially skewed distributions, allowing for asymmetric creditworthiness effects, while idiosyncratic risk remains Gaussian. Under a non-uniform exposure setting, we establish convergence in quadratic mean of the portfolio loss to a limit reflecting the distinct characteristics of the two loan segments. Numerical resu…

Two-gap superconductor ZrB12 with dynamic stripes and charge density waves: Crystal structure, physical properties and pairing mechanism
A. N. Azarevicha, N. B. Bolotinab, O. N. Khrykinab, A. V. Bogacha, K. M. Krasikova, A. Yu. Tsvetkovc, S. Yu. Gavrilkinc, V. V. Voronova, S. Gabanid, K. Flachbartd, A. N. Azarevich, N. B. Bolotina, O. N. Khrykina, A. V. Bogach, K. M. Krasikov, A. Yu. Tsvetkov, S. Yu. Gavrilkin, V. V. Voronov, S. Gabani, K. Flachbart, A. V. Kuznetsov, N. E. Sluchanko

Two-gap superconductor ZrB12 with dynamic stripes and charge density waves: Crystal structure, physical properties and pairing mechanism
A review of long-term studies of ZrB12 and LuB12 superconductors with very similar conduction bands and phonon spectra, but with radically different (by a factor of 15-20) critical temperatures and magnetic fields is presented. A detailed analysis of well-known studies in combination with new results of structural, thermodynamic and charge transport measurements obtained here for these metallic dodecaborides with Jahn-Teller instability of the rigid boron network and with dynamic charge stripes…