Sökning: "Mustafa Persson"

Hittade 1 uppsats innehållade orden Mustafa Persson.

  1. 1. Credit Risk Model for loans to SMEs in Sweden : Calculating Probability of Default for SMEs in Sweden based on historical data, to estimate a financial institution’s risk exposure

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Khalil Mustafa; Victor Persson; [2017]
    Nyckelord :Credit risk; probability of default; logistic regression;

    Sammanfattning : As a consequence from the last financial crisis that began 2007 in USA, regulatory frameworks are continuously improved in order to limit the banks’ risk exposure. Two of the amendments are Basel III and IFRS 9. LÄS MER