Essays about: "Mortgage risk"

Showing result 1 - 5 of 36 essays containing the words Mortgage risk.

  1. 1. Increasing explainability of neural network based retail credit risk models

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

    Author : Anton Evilevitch; [2023]
    Keywords : Explainability; Artificial Neural Network; Mortgage Credit Risk Modeling; Förklarbarhet; Artificiella Neurala Nätverk; Modellering av Hypotekskreditrisk;

    Abstract : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. READ MORE

  3. 2. Economic Capital Models : Methods for fitting loss distributions

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : William Fritzell; [2023]
    Keywords : Economic Capital; Distribution fitting; MCMC;

    Abstract : 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. READ MORE

  4. 3. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Hanna Tuoremaa; [2023]
    Keywords : Symbolic regression; loss given default; credit risk; logit transformed regression; beta regression; multi-gene genetic programming; regression tree;

    Abstract : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. READ MORE

  5. 4. Expect the Unexpected: Measuring Noise & Bias in the Credit Assessment Process

    University essay from Lunds universitet/Företagsekonomiska institutionen

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

    Abstract : 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. READ MORE

  6. 5. Solcellspark på jordbruksmark

    University essay from SLU/Dept. of People and Society

    Author : Carl Filip Axelsson; [2022]
    Keywords : förnybar energi; solenergi; solar energy; solceller; fossilfri el; investment calculation;

    Abstract : Solcellsparker är en aktuell fråga för många lantbruksföretag och innan företagen investerar i en solcellspark eller arrenderar ut mark till en solcellspark finns det frågor som måste redas ut. Till exempel finns det idag en möjlighet att välja om man som lantbrukare antingen ska arrendera ut marken till ett företag som monterar och ansvarar för solcellerna eller om man som lantbrukare själv ska stå för hela investeringen och inte blanda in något annat företag eller om man kan använda marken till andra ändamål till exempel jordbruk. READ MORE