Sökning: "Advanced Measurement Approaches"

Visar resultat 6 - 10 av 10 uppsatser innehållade orden Advanced Measurement Approaches.

  1. 6. Bayesian inference methods in operational risk

    Master-uppsats, KTH/Matematisk statistik

    Författare :Erik Axel Dahlberg; [2015]
    Nyckelord :;

    Sammanfattning : Under the Advanced Measurement Approach (AMA), banks must use four different sources of information to assess their operational risk capital requirement. The three main quantitative sources available to build the future loss distribution are internal loss data, external loss data and scenario analysis. LÄS MER

  3. 7. Sensor Fusion in Smartphones : with Application to Car Racing Performance Analysis

    Master-uppsats, Reglerteknik; Tekniska högskolan

    Författare :Jonas Wallin; Joakim Zachrisson; [2013]
    Nyckelord :kalman; smoother; smartphone; sensor fusion; vehicle; filter; estimation; kinematics; particle; imu; gps;

    Sammanfattning : Today's smartphones are equipped with a variety of different sensors such as GPS receivers, accelerometers, gyroscopes and magnetometers, making smartphones viable tools in many applications. The computational capacity of smartphones allows for software applications running advanced signal processing algorithms. LÄS MER

  4. 8. Modeling Operational Risk

    Master-uppsats, KTH/Matematisk statistik

    Författare :Alexander Jöhnemark; [2012]
    Nyckelord :Operational risk; Advanced Measurement Approaches; Loss Distribution;

    Sammanfattning : The Basel II accord requires banks to put aside a capital buffer against unexpected operational losses, resulting from inadequate or failed internal processes, people and systems or from external events. Under the sophisticated Advanced Measurement Approach banks are given the opportunity to develop their own model to estimate operational risk. LÄS MER

  5. 9. CREDIT RISK MANAGEMENT OF THE CHINESE BANKS BASED ON THE KMV MODEL

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Junxian Li; Maureen Olsson Lo; [2009]
    Nyckelord :credit risk; risk management; Chinese Banks; Moody’s KMV; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : Due to the increasing need for advanced credit risk management and lacking quantitative credit risk measurement modeling at the Chinese banks, the purpose of this dissertation is to study the feasibility of applying the Western credit risk model, the Moody’s KMV (MKMV), to China. Because of the particular Chinese considerations, such as developing stage of financial market and lacking of default data, a modified MKMV model is suggested and tested. LÄS MER

  7. 10. Basel II - the revised framework and its effect on loan finance from a borrowers perspective

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen

    Författare :Christian Hallberg; [2005]
    Nyckelord :Avtalsrätt; Bankrätt; Law and Political Science;

    Sammanfattning : This thesis is about the risk management of banks and how changes in regulatory capital charges can affect a borrower in the Swedish capital market. The thesis takes the perspective of a borrower but also explains how banks are affected by changes in regulatory capital requirements. LÄS MER