Sökning: "Richard Hallström"

Hittade 1 uppsats innehållade orden Richard Hallström.

  1. 1. Estimating Loss-Given-Default through Survival Analysis : A quantitative study of Nordea's default portfolio consisting of corporate customers

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

    Författare :Richard Hallström; [2016]
    Nyckelord :Survival analysis; Cox proportional hazards model; Loss-Given-Default; workout LGD; Recovery data;

    Sammanfattning : In Sweden, all banks must report their regulatory capital in their reports to the market and their models for calculating this capital must be approved by the financial authority, Finansinspektionen. The regulatory capital is the capital that a bank has to hold as a security for credit risk and this capital should serve as a buffer if they would loose unexpected amounts of money in their lending business. LÄS MER