Essays about: "bank default rate"

Showing result 1 - 5 of 16 essays containing the words bank default rate.

1. 1. The Impact of the Recession on Swedish Real Estate Companies : A Study of Financial Strategy and Risk Management of Companies with Different Credit Ratings

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Greta Aronsson; Elsa Johannessen; [2023]
   Keywords : Credit Rating; Financial Strategy; Risk Management; Capital Structure; Capital Market Financing; Bank Financing; Real Estate Market; Kreditbetyg; Finansiell strategi; Riskhantering; Kapitalstruktur; Kapitalmarknadsfinansiering; Bankfinansiering; Fastighetsmarknaden;

   Abstract : The world's economies are in a turbulent phase where rising inflation has hit the global and Swedish economy hard. The Central Bank of Sweden has raised the policy rate expansively in recent months, with the intention of curbing inflation. READ MORE

3. 2. A comparison of the Basel III capital requirement models for financial institutions

   University essay from Lunds universitet/Matematisk statistik

   Author : Sara Johannesson; Amanda Wahlberg; [2022]
   Keywords : Basel III; Internal Model Method IMM ; Standardized Approch for Counterparty Credit Risk SA-CCR ; Counterparty Credit Risk; Capital Requirement; Mathematics and Statistics;

   Abstract : The purpose of this report is to implement and compare the two Basel III standard methods on how to calculate the capital requirement for finan- cial institutions, related to counterparty credit risk. The models being the Standardized Approach for Counterparty Credit Risk (SA-CCR) and the Internal Model Method (IMM). READ MORE

4. 3. Credit Modeling with Behavioral Data

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

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

   Abstract : 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. READ MORE

5. 4. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

   University essay from Lunds universitet/Matematisk statistik

   Author : Jan Müller; [2022]
   Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

   Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE

6. 5. Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector

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

   Author : Love Lundström; Oscar Öhman; [2019]
   Keywords : Credit risk; probability of default; Logistic regression; Neural network; Decision tree; Random Forest; Kredit risk; sannolikheten att fallera; Logistisk regression; Neurala nätverk; Decision Tree; Random Forest;

   Abstract : When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect themselves towards future financial crisis. READ MORE