Essays about: "Ella Tellqvist"

Found 1 essay containing the words Ella Tellqvist.

  1. 1. Robustness Analysis when Estimating Economic Capital for Credit Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Ella Tellqvist; Martin Kustvall Larsson; [2016]
    Keywords : Mathematics and Statistics;

    Abstract : Credit risk modeling is an important part of the nancial protection used by banks during times of turbulence in the economy. More precisely, the modelling is about estimating how much economic capital a bank needs to hold in order to survive during an extreme loss. READ MORE