Sökning: "Credit Model"
Visar resultat 1 - 5 av 489 uppsatser innehållade orden Credit Model.
1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER
2. The Power of Credit Scoring: Evaluating Machine Learning and Traditional Models in Swedish Retail Banking
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : In this paper, we investigate and compare different credit scoring models, with special attention paid to machine learning approaches outperforming traditional models. We explore a recently proposed method called the PLTR model, which is a combination of machine learning and traditional logistic regression. LÄS MER
3. Cash Holdings, Secured Debt and Collateral
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : The purpose of this study is to empirically investigate the relationship between unencumbered tangibility and cash holdings, and to evaluate if corporations consider them to be substitutable variables of corporate liquidity. The study relies on a panel data set and then employs a firm fixed effect regression model to estimate the strength and direction of the relationship of interest. LÄS MER
4. Undersökning av riskarbete i en beslutsprocess för säljkontrakt
Uppsats för yrkesexamina på grundnivå, Linnéuniversitetet/Institutionen för maskinteknik (MT)Sammanfattning : Risks are something that occur daily for all individuals and can arise from a variety of activities. If we don't take these risks into account, we will likely eventually be affected by them. By identifying and analyzing risks, the most appropriate decision can be made to mitigate or avoid the risk completely. LÄS MER
5. Svenska Bankers Prognosutveckling för Kreditförluster under Införandet av IFRS 9 : En kvantitativ studie av redovisningsstandardens inverkan på svenska banker
Kandidat-uppsats, Södertörns högskolaSammanfattning : This study examines the impact of the transition from IAS 39 to IFRS 9 on the credit loss forecasting ability of banks, and its implications for value relevance. The implementation of IFRS 9 brought about a shift from the Incurred Credit Loss (ICL) model to the Expected Credit Loss (ECL) model, emphasizing forward-looking information. LÄS MER