Sökning: "Love Lundström"

Hittade 3 uppsatser innehållade orden Love Lundström.

  1. 1. Backtesting of simulated method for Counterparty Credit Risk

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Love Lundström; Oscar Öhman; [2020]
    Nyckelord :Counterparty Credit Risk; Risk Factor; Monte Carlo Simulation; Quantitative Backtesting; Statistical Backtesting; OTC Derivative;

    Sammanfattning : After the financial crisis of 2008 regulators found that the derivative market, where financial institutions traded OTC derivatives with each other, played a significantrole in triggering the crisis. This led to the emergence of Counterparty Credit Risk(CCR) which is used to measure the exposure banks have to their counterparties. LÄS MER

  3. 2. Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector

    Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Love Lundström; Oscar Öhman; [2019]
    Nyckelord :Credit risk; probability of default; Logistic regression; Neural network; Decision tree; Random Forest; Kredit risk; sannolikheten att fallera; Logistisk regression; Neurala nätverk; Decision Tree; Random Forest;

    Sammanfattning : When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect themselves towards future financial crisis. LÄS MER

  4. 3. ENERGIÅTERVINNING I GRANSHOT® - PROCESSEN

    Master-uppsats, KTH/Maskinkonstruktion (Inst.)

    Författare :Love Ekström; Joakim Lundström; [2008]
    Nyckelord :;

    Sammanfattning : Uvån Hagfors Teknologi AB (UHT) has developed a process – GRANSHOT® – for quick solidification of metals in water baths. In the process liquid metal is splintered – granulated – into small drops. The drops are rapidly cooled in a water bath where all the heat energy from the liquid metal is transferred into the water. LÄS MER