Sökning: "Non-performing loans"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden Non-performing loans.

  1. 1. Bank Stability and Economic Growth: Panel Evidence from the Covid-19 Pandemic

    Kandidat-uppsats,

    Författare :Joel Gabrielsson; Emma Gustavsson; [2023-07-03]
    Nyckelord :Bank Stability; Economic Growth; European Union; Financial Sector; Financial stability; Non-performing loans; Z-score;

    Sammanfattning : This study aims to investigate the relationship between bank stability and economic growth, and in particular if it changes during the early stages of the Covid-19 pandemic. This is investigated by means of a panel data study of 24 EU countries between 2006-2020, utilizing a fixed effects model. LÄS MER

  3. 2. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

    Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Nsengiyumva Samson; [2023]
    Nyckelord :;

    Sammanfattning : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. LÄS MER

  4. 3. ESG and Financial Stability in the Banking Sector

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Zohreh Asgari; Jovita Molyte; [2023]
    Nyckelord :ESG; Sustainability; Financial Stability; Z-score; Tobin’s Q; Non-performing loans; Banks; Financial Sector; Economic Distress; Covid-19;

    Sammanfattning : The banking sector is experiencing an increasing interest in evaluating environmental performance, social responsibility, and corporate governance (ESG), since the internationalcontext aroused discussions on advantages of incorporating ESG-related policies. Therefore,significant relationships between ESG engagement and financial performance and stabilityare expected. LÄS MER

  5. 4. Predicting Subprime Customers' Probability of Default Using Transaction and Debt Data from NPLs

    Master-uppsats, KTH/Matematisk statistik

    Författare :Lai-Yan Wong; [2021]
    Nyckelord :Credit Scoring Model; Probability of Default; Payment Behaviour; Subprime Customer; Non-performing Loan; Logistic Regression; Regularization; Feature Selection; Kreditvärdighetsmodell; Sannolikhet för Fallissemang; Betalningsbeteende; Högriskkunder; Nödlidandelån; Logistik Regression; Regularisering; Variabelselektion;

    Sammanfattning : This thesis aims to predict the probability of default (PD) of non-performing loan (NPL) customers using transaction and debt data, as a part of developing credit scoring model for Hoist Finance. Many NPL customers face financial exclusion due to default and therefore are considered as bad customers. LÄS MER

  7. 5. 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