Sökning: "Internal Ratings Based Approach"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden Internal Ratings Based Approach.

  1. 1. Låsförband mellan dörr och karm

    M1-uppsats, Mälardalens universitet/Akademin för innovation, design och teknik

    Författare :Stina Persson; Johan Pihlblad; [2023]
    Nyckelord :Lås; produktutveckling; regel; innovation; MDU; CAD; SolidWorks; ASSA ABLOY; Innovation och produktdesign; Högskoleingenjörsexamen; Mälardalens universitet; låsförband;

    Sammanfattning : This bachelor’s degree project that includes 15 credits at Mälardalens University has been carried out at 50% for 20 weeks, spring semester 2023.The locking principle between door and frame has for a long time been unchanged. LÄS MER

  3. 2. Vem avgör, du eller eWOM? : En kvalitativ studie om hur electronic word of mouth påverkar konsumenters köpbeslut med fokus på onlinebokningar av hotell

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Ikraan Ilmi Awad; Isac Rojas; [2022]
    Nyckelord :Electronic word of mouth; eWOM; hotel bookings; online reviews; purchase decision process; purchase decision; Elektronisk word of mouth; eWOM; hotellbokningar; onlinerecensioner; köpbeslutsprocessen; köpbeslut;

    Sammanfattning : Syfte: Syftet med studien är att bidra med kunskap om eWOM:s inflytande på konsumenters köpbeslut när de bokar ett hotell online samt betydelsen av konsumenternas uppfattning av recensioners trovärdighet. Teori: Studien utgår från teorier om köpbeslutsprocessen, elektronisk word of mouth (eWOM), onlinerecensioner, eWOM på sociala medier och trovärdighet inom eWOM. LÄS MER

  4. 3. 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

  5. 4. Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning

    Master-uppsats, KTH/Matematisk statistik

    Författare :Aso Qader; William Shiver; [2020]
    Nyckelord :Internal-Ratings Based Approach; Machine Learning; Zero-Inflated Beta Regression; Capital Requirement; Basel Accords;

    Sammanfattning : Since the regulatory framework Basel II was implemented in 2007, banks have been allowed to develop internal risk models for quantifying the capital requirement. By using data on retail non-performing loans from Hoist Finance, the thesis assesses the Advanced Internal Ratings-Based approach. LÄS MER

  7. 5. 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