Sökning: "matching credit"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden matching credit.

1. 1. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

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

   Författare :Michael Zanetti; Philip Güzel; [2023]
   Nyckelord :Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Sammanfattning : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. LÄS MER

3. 2. PEPP Talk: The Impact of the ECB's Pandemic Emergency Purchase Programme on the Corporate Bond Market

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Lorenzo Gianni Günther; Emma Lundblad; [2022]
   Nyckelord :Quantitative Easing; The European Central Bank; The Pandemic Emergency Purchase Programme; Corporate Bonds; Covid-19; Credit Spread; Business and Economics;

   Sammanfattning : Purpose: This thesis aims to evaluate whether the ECB’s Pandemic Emergency Purchase Programme (PEPP) cushioned the Covid-19 crisis’ impact on the Euro area’s corporate bond market and relieved borrowing conditions. Methodology: The methodology is based upon unbalanced panel data and difference-in-differences regressions with firm-clustered standard errors. LÄS MER

4. 3. A Trade-based Inference Algorithm for Counterfactual Performance Estimation

   Master-uppsats, KTH/Matematisk statistik

   Författare :Simon Almerström Przybyl; [2019]
   Nyckelord :;

   Sammanfattning : A methodology for increasing the success rate in debt collection by matching individual call center agents with optimal debtors is developed. This methodology, called the trade algorithm, consists of the following steps. The trade algorithm first identifies groups of debtors for which agent performance varies. LÄS MER

5. 4. The Influence of Time and Risk Preferences on Financial Behaviour and Financial Well-being : Results from a National Survey

   Magister-uppsats, Linköpings universitet/Nationalekonomi

   Författare :Jakob Nyström; Karin Romberg; [2017]
   Nyckelord :time preferences; risk preferences; risk attitudes; financial behaviour; financial well-being; the behavioural life cycle hypothesis;

   Sammanfattning : Previous research has shown time and risk preferences to be important factors when explaining a variety of behavioural patterns, such as smoking, obesity and savings behaviour, while we focus on the effect on financial behaviour and financial well-being. Financial behaviour is measured using a twelve-item scale with individuals’ self-stated reports of for example savings behaviour and credit card usage. LÄS MER

7. 5. Änglar och Entreprenörer- En studie om värdeskapande och värdeappropriering i relationen mellan affärsänglar och entreprenörer

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Johanna Jacobson; Hedvig Winsa; Ellen Olsson; [2017]
   Nyckelord :Value creation; value appropriation; business angels; entrepreneurs; värdeskapande; värdeappropriering; affärsänglar; entreprenörer; Business and Economics;

   Sammanfattning : Examensarbetets titel: Änglar och entreprenörer - En studie om värdeskapande och värdeappropriering i relationen mellan affärsänglar och entreprenörer Seminariedatum: 2017-06-02 Ämne/kurs: FEKH19 Examensuppsats Kandidatnivå, Företagsekonomi, 15 hp Författare: Johanna Jacobson, Ellen Olsson & Hedvig Winsa Handledare: Niklas Hallberg Nyckelord: Värdeskapande, värdeappropriering, affärsänglar, entreprenörer. Syfte: Studien ämnade att undersöka hur värde skapas samt approprieras i relationen mellan affärsänglar och entreprenörer. LÄS MER