Sökning: "industry default rate"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden industry default rate.

  1. 1. Credit Modeling with Behavioral Data

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Jingning Zhou; [2022]
    Nyckelord :Credit modeling; Behavioral data; Feature engineering; Kreditmodellering; Beteendedata; Funktionsteknik;

    Sammanfattning : In recent years, the Buy Now Pay Later service has spread across the e-commerce industry, and credit modeling is inevitable of interest for related companies to predict the default rate of the customers. The traditional data used in such models are financial bureaus which include credit records bought from external financial institutions. LÄS MER

  3. 2. BNPL Probability of Default Modeling Including Macroeconomic Factors: A Supervised Learning Approach

    Master-uppsats, KTH/Matematisk statistik

    Författare :Patrik Hardin; Robert Ingre; [2021]
    Nyckelord :Buy Now Pay Later; IFRS 9; Probability of Default; Expected Credit Loss; Macroeconomic factors; Machine Learning; Artificial Neural Network; XGBoost;

    Sammanfattning : In recent years, the Buy Now Pay Later (BNPL) consumer credit industry associated with e-commerce has been rapidly emerging as an alternative to credit cards and traditional consumer credit products. In parallel, the regulation IFRS 9 was introduced in 2018 requiring creditors to become more proactive in forecasting their Expected Credit Losses and include the impact of macroeconomic factors. LÄS MER

  4. 3. Simulation and Measurement of Body Absorption for 5G/6G Frequency Bands

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Maximilian Korac Dalenmark; Frida Skarf; [2021]
    Nyckelord :SAR; 5G; antennas; anechoic chamber; skin-like phantom; bio-heat equation;

    Sammanfattning : For the future implementation of high speed communication,safety remains one of the main concerns. To ensurethe safety of new applications, specifically the new 5G antennas,it is crucial to know that they will not cause any harm to thehuman body. LÄS MER

  5. 4. Credit Risk Analysis with Machine Learning for Peer-to-Peer Lending

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Lingzhi Huang; Wanlin Hu; [2021]
    Nyckelord :Credit Risk; Default; Machine Learning; Peer-to-Peer Lending; Predictive Modelling;

    Sammanfattning : In the past decade, the scale and scope of fintech credit have snowballed. The peer-to-peer lending industry can be seen as a complement to the traditional banking system. Improving the performance of lending platforms by increasing the accuracy of credit default predictions can help these platforms establish a decisive advantage in the market. LÄS MER

  7. 5. An analysis of the underlying variables on the credit spread of the Swedish corporate bond market

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Markus Olofsgård; Philip Göransson; [2020]
    Nyckelord :Statistics; applied mathematics credit spread; regression analysis; corporate bonds; Statistik; tillämpad matematik; kreditspread; regressionsanalys; företagsobligationer;

    Sammanfattning : The purpose of this thesis is to define which variables affect the average credit spread on the Swedish bond market. The study is conducted via the help of Enter Fonder, who contributes with data and insight into the Swedish corporate bond market. Earlier research has put a lot of weight on the connection between default risk and credit spread. LÄS MER