Essays about: "credit risk at bank"

Showing result 1 - 5 of 47 essays containing the words credit risk at bank.

  1. 1. Credit Card Fraud Detection by Nearest Neighbor Algorithms

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Ramin Maghsood; [2023-04-13]
    Keywords : Fraud; Bank Fraud; Credit Card Fraud; Fraud Detection; Nearest Neighbor Algorithms;

    Abstract : As the usage of internet banking and online purchases have increased dramatically in today’s world, the risk of fraudulent activities and the number of fraud cases are increasing day by day. The most frequent type of bank fraud in recent years is credit card fraud which leads to huge financial losses on a global level. READ MORE

  3. 2. Heterogeneity in demand for credit payment protection insurance

    University essay from Umeå universitet/Nationalekonomi

    Author : Ella Meriläinen; [2023]
    Keywords : ;

    Abstract : Household indebtedness has increased remarkably around the world in the last two decades (IMF, 2023) e.g., in Finland, where households borrow more, but also end up with economic difficulties where they cannot afford to amortize their loans (Tilastokeskus, 2023). READ MORE

  4. 3. 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

  5. 4. Classification Method of Financial Behaviour Through Means of Machine Learning : Can a classification method created using bank transaction and machine learning help individuals to understand their spending behavior?

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

    Author : Yilei Cheng; Akhmed Al-Sayed; [2022]
    Keywords : machine learning; bank transactions; classification; spending behaviour; overspending; money awareness.; maskininlärning; banktransaktioner; klassificering; utgiftsbeteende; överutgifter; finansiell kunskap.;

    Abstract : With the current fast transformation from physical cash to digitized banking systems, there are more and more people that are at risk of overspending without realizing it. There are methods and researches done that are targeted at incorporating machine learning in identifying fraudulent transactions and credit scores but currently there is no research done in categorizing people’s behaviour based on transaction records using machine learning techniques. READ MORE

  6. 5. 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