Sökning: "Default Risk"

Visar resultat 1 - 5 av 282 uppsatser innehållade orden Default Risk.

1. 1. Robustness Analysis of Perfusion Parameter Calculations

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Alicia Palmér; [2024]
   Nyckelord :Perfusion; Medical image analysis; Dynamic Contrast Enhanced Magnetic Resonance Imaging; Tofts model; Functional imaging; Optimization; T1 map; Perfusion; Medicinsk bildanalys; Dynamisk kontrastförstärkt magnetisk resonanstomografibildtagning; Tofts-modell; Funktionell bildbehandling; Optimering; T1 karta;

   Sammanfattning : Cancer is one of the most common causes of death worldwide. When given optimal treatment, however, the risk of severe illness may greatly be reduced. Determining optimal treatment in turn requires evaluation of disease progression and response to potential, previous treatment. LÄS MER

3. 2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Sammanfattning : 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

4. 3. Explainable Artificial Intelligence and its Applications in Behavioural Credit Scoring

   Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

   Författare :Robert Iain Salter; [2023]
   Nyckelord :Behavioural Credit Scoring; Deep Learning; Machine Learning; Long Short-Term Memory; Default Prediction;

   Sammanfattning : Credit scoring is critical for banks to evaluate new loan applications and monitor existing customers. Machine learning has been extensively researched for this case; however, the adoption of machine learning methods is minimal in financial risk management. LÄS MER

5. 4. Shareholder Advantage and Short-Term Leverage

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

   Författare :Nikola Pajkic; Pratik Kulkarni; [2023]
   Nyckelord :Bargaining; Default; Debt maturity structure; Rollover risk;

   Sammanfattning : We find a correlational relationship between proxies of shareholder bargaining power and liquidation costs (indicating the value extraction ability of shareholders from debtholders in reorganization in default) and short-term leverage. Theoretical literature suggests to us that firms with higher shareholder advantage will reduce their short-term leverage to a greater extent than those with lower shareholder advantage (due to shareholders disliking commitment to rollover risk) in a systemic shock to bond market liquidity, i. LÄS MER

7. 5. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

   Master-uppsats, KTH/Matematisk statistik

   Författare :Lucas Fageräng; Hugo Thoursie; [2023]
   Nyckelord :Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

   Sammanfattning : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. LÄS MER