Essays about: "credit risk management thesis"

Showing result 6 - 10 of 52 essays containing the words credit risk management thesis.

1. 6. Capabilities and Processes to Mitigate Risks Associated with Machine Learning in Credit Scoring Systems : A Case Study at a Financial Technology Firm

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Jakob Pehrson; Sara Lindstrand; [2022]
   Keywords : Trustworthy AI; Credit Scoring; Digital Capabilities; Fintech; Etisk AI; Kreditvärdighet; Digitala Förmågor; Fintech;

   Abstract : Artificial intelligence and machine learning has become an important part of society and today businesses compete in a new digital environment. However, scholars and regulators are concerned with these technologies' societal impact as their use does not come without risks, such as those stemming from transparency and accountability issues. READ MORE

3. 7. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

   University essay from KTH/Matematik (Avd.)

   Author : Sofia Grägg; Paula Isacson; [2022]
   Keywords : Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

   Abstract : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. READ MORE

4. 8. Prediction of Short-term Default Probability of Credit Card Invoices Using Behavioural Data

   University essay from KTH/Matematisk statistik

   Author : Billy Lu; [2022]
   Keywords : Probability of Default; Credit Risk; Short-term Default Prediction; Machine Learning; Gradient Boosting; Thresholding; Sannolikheten för Fallissemang; Kreditrisk; Kortsiktig Fallissemang Prediktion; Maskininlärning; Gradientförstärkning; Tröskling;

   Abstract : Probability of Default (PD) is a standard metric to model and monitor credit risk, a major risk facing financial institutions. Traditional PD models are used to forecast risk levels in the long-term, while short-term PD predictions are rarer, but they can support management decisions on an operational level. READ MORE

5. 9. Macroprudential Policy Activity and Financial Inclusion: Cross-country analysis of macroprudential tool use

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Marinó Örn Ólafsson; [2022]
   Keywords : Macroprudential Policy; Financial Inclusion; Financial Stability; Financial Development; Financial Systems; Financial Institutions; Banking Crises; Financial Policy; Business and Economics;

   Abstract : Research suggests that multiple trade-offs and synergies characterise the relationship between financial inclusion and financial stability. For example, expanding access to financial services can lead to a more stable banking system but also excessive credit growth and decreased stability. READ MORE

6. 10. Artificial Intelligence and Machine Learning usage in credit risk management - A study from the Swedish financial services industry

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Aila Emma Mesihovic; Henrik Nordström; [2021-02-24]
   Keywords : ;

   Abstract : Credit risk management is a fundamental process established in almost every financial institution. There are various tools and methods that financial institutions can use in order to mitigate risks among their loan takers. READ MORE