Sökning: "Carl Stenfelt"

Hittade 2 uppsatser innehållade orden Carl Stenfelt.

1. 1. Applying the Shadow Rating Approach: A Practical Review

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Viktor Barry; Carl Stenfelt; [2023]
   Nyckelord :Shadow Rating; probability of default; low default portfolio; credit risk; statistical learning; financial regulation; Basel; Pluto and Tasche; Skuggrating; sannolikhet av fallissemang; lågfallissemangsportfölj; kreditrisk; statistisk inlärning; finansiella regelverk; Basel; Pluto och Tasche;

   Sammanfattning : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. LÄS MER

3. 2. Modelling Customer Lifetime Value in the Retail Banking Industry

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Max Völcker; Carl Stenfelt; [2021]
   Nyckelord :CLV; Statistics; applied mathematics; marketing; machine learning; markov chains; CART; random forest; retail banking; CLV; Statistik; tillämpad matematik; marknadsföring; maskininlärning; markovkedjor; CART; random forest; banksektorn;

   Sammanfattning : This thesis was conducted in cooperation with the Swedish bank SEB, who expressed interest in getting an increased understanding of how the marketing measure Customer Lifetime Value could be implemented and used in the retail banking industry. Accordingly, the purpose of this thesis was to provide insight into how Customer Lifetime Value could be modelled in an appropriate way in the retail banking industry and provide an increased understanding of necessary considerations for the modelling process. LÄS MER