Sökning: "Bolåneportfölj"
Hittade 4 uppsatser innehållade ordet Bolåneportfölj.
1. Impact of Forward-Looking Macroeconomic Information on Expected Credit Losses According to IFRS 9
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : In this master thesis, the impact of forward-looking macroeconomic information under IFRS 9 is studied using fictional data from a Swedish mortgage loan portfolio. The study employs a time series analysis approach and employs vector autoregression models to model expected credit loss parameters with multiple incorporated macroeconomic parameters. LÄS MER
2. Statistical Methods for Analysis of the Homeowner's Impact on Property Valuation and Its Relation to the Mortgage Portfolio
Master-uppsats, KTH/Matematisk statistikSammanfattning : The current method for house valuations in mortgage portfolio models corresponds to applying a residential property price index (RPPI) to the purchasing price (or last known valuation). This thesis introduces an alternative house valuation method, which combines the current one with the bank's customer data. LÄS MER
3. Default Prediction of a Swedish Mortgage Portfolio using Logistic Regression
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This thesis was conducted to investigate what factors are important for a financial institute when predicting the risk of default for a Swedish mortgage portfolio. The applied method was logistic regression analysis and the data used in the thesis was received from a Swedish financial institute. LÄS MER
4. Kreditrelaterad koncentrationsrisk : Hur påverkar geografisk koncentration kapitalbehovet i en svensk bolåneportfölj?
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Sedan finanskrisen 2008 har kraven på sund riskhantering i bankerna ökat och som ett skydd mot kraftiga finansiella påfrestningar ställs kapitalkrav på de finansiella instituten. Det regulatoriska minimikapitalkravet för kreditrisk baseras på̊ antagandet att kreditportfö̈ljen är fullt diversifierad. LÄS MER