Essays about: "exogenous risks"

Showing result 6 - 8 of 8 essays containing the words exogenous risks.

  1. 6. A recurrent neural network approach to quantification of risks surrounding the Swedish property market

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

    Author : Filip Vikström; [2016]
    Keywords : Artificial neural networks; Machine learning; RNN;

    Abstract : As the real estate market plays a central role in a countries financial situation, as a life insurer, a bank and a property developer, Skandia wants a method for better assessing the risks connected to the real estate market. The goal of this paper is to increase the understanding of property market risk and its covariate risks and to conduct an analysis of how a fall in real estate prices could affect Skandia’s exposed assets. READ MORE

  3. 7. Risks and scenarios in the Swedish income-based pension system

    University essay from KTH/Matematisk statistik

    Author : Simon von Mentzer; [2015]
    Keywords : Pension; VAR; Bootstrap; Scenario;

    Abstract : In this master thesis the risks and scenarios in the Swedish income-based pension system are investigated. To investigate the risks one has chosen to look at a vector autoregressive (VAR) model for three variables (AP-fund returns, average wage returns and inflation). Bootstrap is used to simulate the VAR model. READ MORE

  4. 8. Managing Risk and Uncertainty in the Mortgage Loan Process : A Case Study of Private Advisors’ Decision-Making Behavior in a Swedish Bank

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Ylva Lindén; Nathalie Palmaer; [2015]
    Keywords : Risk; Risk Management; Credit Risk; Credit Default Risk; Operational Risk; Exogenous Risk; Decision-Making; Uncertainty; Heuristics; Intuition; Mortgage Loan; Subjectivity; Objectivity; Banking System;

    Abstract : Monitoring credit risks in an effective way is crucial, and Swedish banks can to a great extentuse their own models and terms in the evaluation process of an individual’s creditworthiness.There is however a lack of transparency in decision-making process of mortgage loans. READ MORE