Sökning: "Credit Risk"

Visar resultat 21 - 25 av 634 uppsatser innehållade orden Credit Risk.

  1. 21. Risky Business: The Intersection of Sustainability and Credit Risk Assessment – a Strategic Perspective

    Magister-uppsats, Blekinge Tekniska Högskola/Institutionen för strategisk hållbar utveckling

    Författare :Vincenzo Giunta; Emma Bäckman; Monica Elizabeth Salirwe; Jackline Kalyonge; [2023]
    Nyckelord :credit risk assessment; Framework for Strategic Sustainable Development; sustainability integration; sustainability challenge;

    Sammanfattning : The imminent consequences of the deteriorating state of the socio-ecological systems pose significant challenges to the well-being of society and societal functioning. The financial sector, specifically banks, plays a crucial role in the transition toward sustainable development because they hold the financial resources and the power to allocate these resources. LÄS MER

  3. 22. Ränteskillnadsersättning, en konsuments vän eller fiende? : En utredande studie om konsumentskyddet i villkoren för förtidsbetalda bolån

    Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Anna Borg; Tilda Eriksson; [2023]
    Nyckelord :Mortgage; Pre-payment; Pre-payment penalty; interest; consumer protection; Bolån; Förtidsbetalning; Ränteskillnadsersättning RSE ; Ränta; Konsumentskydd;

    Sammanfattning : En grundsten i det svenska samhället är det konsumentskydd som tar tillvara på konsumentensintressen i förhållandet till näringsidkare. Europakommissionens bolånedirektiv motiverar ett starktkonsumentskydd i syfte att främja utvecklingen av en väl fungerande kreditmarknad i såväl Sverigesom i övriga medlemsstater. LÄS MER

  4. 23. 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

  5. 24. Financial Frontlines: Assessing the impact of the Russia-Ukraine conflict on the European corporate bond market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Clemens Lässle; Ragnar Turesson; [2023]
    Nyckelord :Corporate bonds; Credit spreads; Russia-Ukraine war;

    Sammanfattning : This paper investigates how European firms accessed the corporate bond market during the Russia-Ukraine war. Using a comprehensive dataset of European bond issues from 2017-2023, we find that fewer bonds were issued during the war than in previous periods, particularly Russian bonds and those denominated in Rubles. LÄS MER

  7. 25. Credit Exposure Modelling Using Differential Machine Learning

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Måns Karp; Samuel Wagner; [2023]
    Nyckelord :Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Sammanfattning : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. LÄS MER