Essays about: "credit risk management thesis"
Showing result 11 - 15 of 52 essays containing the words credit risk management thesis.
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11. Modern Credit Value Adjustment
University essay from KTH/Matematik (Avd.)Abstract : Counterparty risk calculations have gained importance after the latest financial crisis. The bankruptcy of Lehman Brothers showed that even large financial institutiones face a risk of default. Hence, it is important to measure the risk of default for all the contracts written between financial institutions. READ MORE
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12. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book
University essay from KTH/Matematik (Avd.)Abstract : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. READ MORE
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13. STRESS TESTING AN SME PORTFOLIO : Effects of an Adverse Macroeconomic Scenario on Credit Risk Transition Matrices
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The financial crisis of 2007-2008 was a severe global crisis causing a worldwide recession. One of the main contributing factors of the crisis was the excessive risk appetite of banks and financial institutions. READ MORE
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14. Prosperity and security? : a study of resilience in Handelsbanken
University essay from SLU/Dept. of EconomicsAbstract : This thesis identifies the factors that make the Swedish bank Handelsbanken resilient. Throughout the financial crises in recent memory, Handelsbanken has remained strong and managed to avoid bailouts from the Swedish government. READ MORE
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15. The Relationship between United Nations’ 17 Sustainable Development Goals and Swedish Banks’ Credit Rating of Manufacturing Customers
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : The sustainable development of the section providing financing within Swedish banks are going through major challenges and changes. The United Nations is constantly working on improving sustainable directives within all industries to ultimately reach all 17 sustainable development goals that have been set up for a more sustainable world. READ MORE