Sökning: "Credit risk modeling"
Visar resultat 1 - 5 av 33 uppsatser innehållade orden Credit risk modeling.
1. Increasing explainability of neural network based retail credit risk models
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. LÄS MER
2. Predicting the Unpredictable – Using Language Models to Assess Literary Quality
Master-uppsats, Uppsala universitet/Institutionen för lingvistik och filologiSammanfattning : People read for various purposes like learning specific skills, acquiring foreign languages, and enjoying the pure reading experience, etc. This kind of pure enjoyment may credit to many aspects, such as the aesthetics of languages, the beauty of rhyme, and the entertainment of being surprised by what will happen next, the last of which is typically featured in fictional narratives and is also the main topic of this project. LÄS MER
3. Credit Index Forecasting: Stability of an Autoregressive Model
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. LÄS MER
4. Portfolio Risk Modelling in Venture Debt
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. LÄS MER
5. Application of the Merton Model and the Altman Z-score Model in Credit Risk Assessment - an Empirical Study on Chinese Listed Companies
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Corporate default poses significant risks to investors and stakeholders, highlighting the importance of predicting and managing financial risk effectively. When the geographical scope is narrowed down to China, the unique characteristics of the Chinese market, such as the lack of comprehensive credit risk databases and the influence of state-owned enterprises and small-medium enterprises, present challenges in accurately assessing creditworthiness. LÄS MER