Sökning: "Default risk"

Visar resultat 1 - 5 av 192 uppsatser innehållade orden Default risk.

  1. 1. The verification and validation of a probabilistic risk analysis method for road tunnels

    Master-uppsats, Lunds universitet/Avdelningen för Brandteknik

    Författare :Kim Genberg; Karin Sandin; [2020]
    Nyckelord :Tunnels; fire; evacuation; probabilistic risk analysis; QRA; verification and validation; Technology and Engineering;

    Sammanfattning : In this thesis, a new probabilistic risk assessment tool for road tunnels has been verified and validated. The verification and validation were performed along with a literature review to find different key variables that affect the risk in a road tunnel and find out how these variables can be handled. LÄS MER

  2. 2. Predicering av låntagares återbetalningsförmåga med hjälp av maskininlärningsmetoder : En jämförelse av metoderna logistisk regression, random forest, K-nearest neighbor och support vector machines

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Författare :Jakob Leth; Ellen Ahlberg; [2020]
    Nyckelord :Logistisk regression; random forest; K-nearest neighbor; support vector machines;

    Sammanfattning : This thesis aims to investigate how statistical machine learning methods can be used to predict an individual's risk of default with regards to chosen model evaluation parameters. Logistic regression, random forest, K-nearest neighbor and support vector machines were the investigated techniques. LÄS MER

  3. 3. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Leonardo Di Geronimo; [2019-07-02]
    Nyckelord :Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Yield spread på den svenska företagsobligationsmarknaden - En kvantitativ studie om förhållandet mellan yield spread och företagsspecifika variabler på den svenska obligationsmarknaden

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Johan Långelid; Joakim Svensson; [2019-02-01]
    Nyckelord :Yield spread; Corporate bonds; Credit score; Key ratios; Default risk;

    Sammanfattning : Purpose: The purpose of the study is to explain how company-specific factors affect yieldspread on the Swedish corporate bond market, a market that has grown significantly over thepast decade.Theory: The theoretical frame of reference is based on research articles published inrecognized journals that primarily deal with credit risk but also other risk components thataffect the yield spread. LÄS MER

  5. 5. Puncturable Symmetric KEMs for Forward-Secret 0-RTT Key Exchange

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Matilda Backendal; [2019]
    Nyckelord :cryptography; cryptographic protocols; session resumption; forward secrecy; 0-RTT; TLS 1.3; puncturable PRFs; key encapsulation mechanisms; Technology and Engineering;

    Sammanfattning : The latest version of the Transport Layer Security protocol (TLS 1.3) introduces a pre-shared key zero round-trip time (0-RTT) mode. This enables session resumption with no latency before the first application data can be sent, at the cost of losing forward secrecy and replay protection. LÄS MER