Sökning: "Förlust vid fallissemang"

Hittade 4 uppsatser innehållade orden Förlust vid fallissemang.

1. 1. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Sofia Grägg; Paula Isacson; [2022]
   Nyckelord :Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

   Sammanfattning : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. LÄS MER

3. 2. Loss Given Default Estimation with Machine Learning Ensemble Methods

   Master-uppsats, KTH/Matematisk statistik

   Författare :Elina Velka; [2020]
   Nyckelord :Loss Given Default; Non-Performing Loans; Internal Ratings Based Approach; Machine Learning; Decision Tree; Random Forest; Boosted Method; Förlust vid fallissemang; Icke-presterande lån; Intern riskklassificeringsmetod; Maskininlärning; Decision Tree; Random Forest; Boosted Metod;

   Sammanfattning : This thesis evaluates the performance of three machine learning methods in prediction of the Loss Given Default (LGD). LGD can be seen as the opposite of the recovery rate, i.e. the ratio of an outstanding loan that the loan issuer would not be able to recover in case the customer would default. LÄS MER

4. 3. Estimation of Loss Given Default Distributions for Non-Performing Loans Using Zero-and-One Inflated Beta Regression Type Models

   Master-uppsats, KTH/Matematisk statistik

   Författare :Carolina Ljung; Maria Svedberg; [2020]
   Nyckelord :Loss Given Default; Non-Performing Loans; Internal Ratings Based Approach; Basel Accords; Zero-and-One Inflated Beta Regression; Bayesian Inference; Förlust vid fallissemang; Icke-presterande lån; Intern riskklassificeringsmetod; Basel; Utvidgad betaregression; Bayesiansk inferens;

   Sammanfattning : This thesis investigates three different techniques for estimating loss given default of non-performing consumer loans. This is a contribution to a credit risk evaluation model compliant with the regulations stipulated by the Basel Accords, regulating the capital requirements of European financial institutions. LÄS MER

5. 4. Misskötta studielån : Hur mycket förväntas de kosta?

   Magister-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Författare :Amina Peco; [2016]
   Nyckelord :risk premium; student loans; logistic regression; probability of default; expected loss; credit losses; Kreditförluster; studielån; logistisk regression; sannolikheten för fallissemang; förväntad förlust; riskpremie;

   Sammanfattning : När propositionen för ett reformerat studiestödssystem lades 1999 poängterades det att studiestödssystemet skulle bära sina egna kostnader. Trots det skrivs stora belopp av. LÄS MER