Sökning: "Icke-presterande lån"
Hittade 3 uppsatser innehållade orden Icke-presterande lån.
1. Loss Given Default Estimation with Machine Learning Ensemble Methods
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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
2. Estimation of Loss Given Default Distributions for Non-Performing Loans Using Zero-and-One Inflated Beta Regression Type Models
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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
3. Debt recovery prediction in securitized non-performing loans using machine learning
Master-uppsats, KTH/Matematisk statistikSammanfattning : Credit scoring using machine learning has been gaining attention within the research field in recent decades and it is widely used in the financial sector today. Studies covering binary credit scoring of securitized non-performing loans are however very scarce. LÄS MER