Sökning: "loan risk thesis"

Visar resultat 1 - 5 av 69 uppsatser innehållade orden loan risk thesis.

1. 1. Explainable Artificial Intelligence and its Applications in Behavioural Credit Scoring

   Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

   Författare :Robert Iain Salter; [2023]
   Nyckelord :Behavioural Credit Scoring; Deep Learning; Machine Learning; Long Short-Term Memory; Default Prediction;

   Sammanfattning : Credit scoring is critical for banks to evaluate new loan applications and monitor existing customers. Machine learning has been extensively researched for this case; however, the adoption of machine learning methods is minimal in financial risk management. LÄS MER

3. 2. Loan Loss Provisions and Lending Activity in Banks : A quantitative study comparing the effects of loan loss provisions on lending activity in banks applying IFRS 9 and ASC 326

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Rikard Fredmer; Alicia Julienne Zanic; [2023]
   Nyckelord :Agency Theory; ASC 326; Basel III; Earnings Management; Expected Credit Loss es ; Expected Credit Loss Model; FASB; IASB; IFRS; IFRS 9; Lending Activity; Loan Loss Allowance s ; Loan Loss Provision s ; New Loans Originated; Procyclicality; Signaling Theory; Stewardship Theory; US GAAP;

   Sammanfattning : As a response to the financial crisis of 2008 the IASB and the FASB developed IFRS 9 and ASC 326, respectively. These accounting regulations are supposed to increase reporting transparency and promote financial stability by determining the calculation and recognition of loan loss provisions. LÄS MER

4. 3. KPI:s inverkan på hyrefastigheter : En studie om hur fastighetsbolag beaktar finansiell risk av hyresfastigheter inom sitt bestånd

   Kandidat-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

   Författare :Melker Paver; Isak Rosberg; [2023]
   Nyckelord :Fastighetsbolag; finansiell risk; hyresfastighet; konsumentprisindex; flexibilitet;

   Sammanfattning : Title: The impact of Consumer Price Index on Rental Properties   Level: Bachelor’s Thesis in Business Administration    Authors: Melker Paver & Isak Rosberg   Examiner: Per Ola-Ulvenblad & Urban Österlund   Research question:  ·         How do real estate companies consider financial risk linked to rental properties of consumer price index?  ·         How do real estate companies manage risk when facing increased costs related to rental properties due to inflation and rising interest rates?   Purpose: The purpose of this thesis is to analyze and to gain an understanding of how private real estate companies consider and manage financial risk when costs increase due to consumer price index   Method: To accomplish the purpose of the thesis, the writers carried out a qualitive research together with an abductive research approach. The writers collected empirical data through the use of qualitative interviews with five private real estate companies. 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. Expect the Unexpected: Measuring Noise & Bias in the Credit Assessment Process

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Jacob Skoglund; Leonard Ekberg; Pontus Govenius; [2022]
   Nyckelord :mortgage; credit assessment; loan officer; decision-making; bias; noise; kreditgivningsprocess; kredithandläggare; beslutsfattande; Business and Economics;

   Sammanfattning : The purpose of the thesis is to measure how bias impacts loan officers’ decision-making upon assessing mortgage applications and the level of noise embedded within the process. Quantitative data were collected from 15 loan officers working at three different branches at Handelsbanken answering a questionnaire based on fictional mortgage applications. LÄS MER