Sökning: "default risk bank"

Visar resultat 1 - 5 av 53 uppsatser innehållade orden default risk bank.

1. 1. The Impact of the Recession on Swedish Real Estate Companies : A Study of Financial Strategy and Risk Management of Companies with Different Credit Ratings

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Greta Aronsson; Elsa Johannessen; [2023]
   Nyckelord :Credit Rating; Financial Strategy; Risk Management; Capital Structure; Capital Market Financing; Bank Financing; Real Estate Market; Kreditbetyg; Finansiell strategi; Riskhantering; Kapitalstruktur; Kapitalmarknadsfinansiering; Bankfinansiering; Fastighetsmarknaden;

   Sammanfattning : The world's economies are in a turbulent phase where rising inflation has hit the global and Swedish economy hard. The Central Bank of Sweden has raised the policy rate expansively in recent months, with the intention of curbing inflation. LÄS MER

3. 2. Credit scoring using Logistic regression

   Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Författare :Iftho Hara Khanam; [2023]
   Nyckelord :Kurtosis; Skewness; Winsorization; Logistic regression analysis; Maximum likelihood estimation; Newton–Raphson method; T–ratio test; P-value; LR test;

   Sammanfattning : In this thesis, we present the use of logistic regression method to develop a credit scoring modelusing the raw data of 4447 customers of a bank. The data of customers is collected under 14independent explanatory variables and 1 default indicator. The objective of this thesis is toidentify optimal coefficients. 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. PEPP Talk: The Impact of the ECB's Pandemic Emergency Purchase Programme on the Corporate Bond Market

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Lorenzo Gianni Günther; Emma Lundblad; [2022]
   Nyckelord :Quantitative Easing; The European Central Bank; The Pandemic Emergency Purchase Programme; Corporate Bonds; Covid-19; Credit Spread; Business and Economics;

   Sammanfattning : Purpose: This thesis aims to evaluate whether the ECB’s Pandemic Emergency Purchase Programme (PEPP) cushioned the Covid-19 crisis’ impact on the Euro area’s corporate bond market and relieved borrowing conditions. Methodology: The methodology is based upon unbalanced panel data and difference-in-differences regressions with firm-clustered standard errors. LÄS MER

7. 5. A comparison of the Basel III capital requirement models for financial institutions

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Sara Johannesson; Amanda Wahlberg; [2022]
   Nyckelord :Basel III; Internal Model Method IMM ; Standardized Approch for Counterparty Credit Risk SA-CCR ; Counterparty Credit Risk; Capital Requirement; Mathematics and Statistics;

   Sammanfattning : The purpose of this report is to implement and compare the two Basel III standard methods on how to calculate the capital requirement for finan- cial institutions, related to counterparty credit risk. The models being the Standardized Approach for Counterparty Credit Risk (SA-CCR) and the Internal Model Method (IMM). LÄS MER