Sökning: "Default"
Visar resultat 11 - 15 av 791 uppsatser innehållade ordet Default.
11. A Dual-Lens Approach to Loss Given Default Estimation: Traditional Methods and Variable Analysis
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This report seeks to thoroughly examine different approaches to estimating Loss Given Default through a comparison of traditional estimation methods, as well as a deeper variable analysis on micro, small, and medium-sized companies using primarily regression decision trees. The comparative study concluded that estimating loss given default depends heavily on business-specific factors and data variety. LÄS MER
12. Shareholder Advantage and Short-Term Leverage
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
13. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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
14. Lokalisering av borrhål i underjordsgruvor : Face drilling, del av adaptive automations projekt på Epiroc
Master-uppsats, Örebro universitet/Institutionen för naturvetenskap och teknikSammanfattning : Yrkesmän har manuellt gjort borrplaner för varje borrsekvens, men denna modul med ett neuralt nätverk för punktmolnssegmentering- och- klassificering kommer att underlätta yrkesmännens behov genom att förenkla processen och utesluta orimliga delar i utgångsplanen. Dettaexamensarbete, som utförts i samarbete med Epiroc, en svensk tillverkare av gruv- och infrastrukturutrustning, fokuserar på att automatisera borrprocessen vid underjordisk gruvdrift. LÄS MER
15. 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