Sökning: "Jacob Halen"

Hittade 2 uppsatser innehållade orden Jacob Halen.

1. 1. Mitigating Default Risk in the Consumer Credit Market

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jacob Halén Dahlström; [2016]
   Nyckelord :Credit scoring models; Probability of default; Logistical regression; Maximum likelihood; Information value; Business and Economics;

   Sammanfattning : This paper aims to evaluate recent policy updates in a credit scoring model and determine if the new model is efficient, as well as further investigate other potential risk factors. In order to evaluate the policy changes, the proprietary dataset is first categorized and estimated by a logistical regression model and secondly the dataset is transformed according to new policies and then simulated in a second regression. LÄS MER

3. 2. The Yield Spread and Inflation as Economic Forecasting Variables in the UK

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jacob Halén Dahlström; [2015]
   Nyckelord :Term Structure; Yield Spread; Forecasting; GDP; United Kingdom; Business and Economics;

   Sammanfattning : The thesis investigates the possibility of predicting future economic activity using the yield spread of a UK Treasury bond and bill, and a inflation variable. To investigate this matter, this paper uses the theoretical framework of the relationship between the term structure and economic growth. LÄS MER