Sökning: "credit portfolio management"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden credit portfolio management.

  1. 1. Simulation Based Methods for Credit Risk Management in Payment Service Provider Portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Knut Dahlström; Carl Forssbeck; [2023]
    Nyckelord :Credit Risk; Monte Carlo simulation; Importance Sampling; Merton; Kreditrisk; Monte Carlo simulation; Importance Sampling; Merton;

    Sammanfattning : Payment service providers have unique credit portfolios with different characteristics than many other credit providers. It is therefore important to study if common credit risk estimation methods are applicable to their setting. LÄS MER

  3. 2. The Development of Debt Policies : A Case Study of Investor’s and Industrivärden’s Portfolio Companies

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Alma Karlsson; Jenny Olsson; [2023]
    Nyckelord :debt; debt policies; ownership; investment companies; time series; content analysis;

    Sammanfattning : Debt financing can be seen as both an opportunity to increase profits as well as a financial risk and is thus an important issue for company owners to consider. This study examines the portfolio companies of the investment firms Investor and Indsutrivärden, and how their debt policies have developed from 2004 to 2022. LÄS MER

  4. 3. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

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

    Författare :Elias Hadad; Angus Wigton; [2023]
    Nyckelord :Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

    Sammanfattning : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. LÄS MER

  5. 4. Economic Capital Models : Methods for fitting loss distributions

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

    Författare :William Fritzell; [2023]
    Nyckelord :Economic Capital; Distribution fitting; MCMC;

    Sammanfattning : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. LÄS MER

  7. 5. Den hjälpande handen inom kreditgivningsprocessen

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Alex Dahlberg; Fabian Halvardsson; Felix Persson; [2022]
    Nyckelord :Relationsinriktad kreditgivning; transaktionsinriktad kredigivning; kreditbedömning; affärsrelationer; banker; fastighetsbolag; Business and Economics;

    Sammanfattning : Examensarbetets titel: Den hjälpande handen inom kreditgivningsprocessen Seminariedatum: 3 juni 2022. Ämne/kurs: FEKH69 Examensarbete i redovisning på kandidatnivå, 15 högskolepoäng. LÄS MER