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1. Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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
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