Essays about: "Konkurs"

Showing result 1 - 5 of 35 essays containing the word Konkurs.

  1. 1. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  3. 2. A Journey Through the World of Compression with IRS Contracts

    University essay from Umeå universitet/Institutionen för fysik

    Author : Karl Hjalmarsson; [2023]
    Keywords : Portfolio Compression; Interest Rate Swap; Newtork Simplex; Central Clearing Counterparty;

    Abstract : By participating in the market a party buys and sells different types of contracts resulting in the collection of contracts growing. With a large collection of contracts come the hurdles of an increasing operational cost, a harder-to-manage order book, and an increase in counterparty risk. READ MORE

  4. 3. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  5. 4. Från expansion och äventyr till revolution och landsflykt : svenska sågverk och sågverksarbetare i norra Ryssland 1898–1925

    University essay from SLU/Dept. of Forest Ecology and Management

    Author : Ylva Kungsman; [2023]
    Keywords : sågverk; sågverkspatroner; sågverksarbetare; timmerfront; Ryska revolutionen; historiskt källmaterial; intervjuer;

    Abstract : Under den expansiva industriella utvecklingen i Ryssland i början av 1900-talet flyttade flera stora svenska företag sina verksamheter dit. Bland dem fanns LM Ericsson, ASEA, (Electro)Lux och Nobel bröderna. READ MORE

  6. 5. Predicting company bankruptcy using artificial neural networks. : Visualization and ranking of key features

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Jacob Wirgård WIklund; [2022]
    Keywords : ;

    Abstract : This paper presents a deep learning model that challenges what is known in the financial field of company bankruptcy. Specifically, a Multilayer Perceptron (MLP) model for predicting corporate bankruptcies is constructed and analyzed to visualize which input parameters that are most important for the accuracy of the model. READ MORE