Essays about: "master thesis in bank risk management"

Found 4 essays containing the words master thesis in bank risk management.

1. 1. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

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

   Author : Elias Hadad; Angus Wigton; [2023]
   Keywords : Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

   Abstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE

3. 2. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach

   University essay from KTH/Optimeringslära och systemteori

   Author : Magnus Orrsveden; Emil Tarukoski; [2019]
   Keywords : Collateral Management; Collateral optimization; Operations Research; Linear Programming; Collateral Management; Collateral optimization; Operations Research; Linear Programming;

   Abstract : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. READ MORE

4. 3. Lantbrukarens inställning till skuldsättning och val av kreditinstitut : en fallstudie av expansiva lantbruksföretag

   University essay from SLU/Dept. of Economics

   Author : Gustaf Högberg; [2010]
   Keywords : beslutsprocesser; skuldsättning; riskhantering; kredit; beteende;

   Abstract : The agricultural sector is characterized by larger crop farms and more extensive livestockproduction. The efficiency improvement is partly a result from a stronger competition in theglobal market. The agricultural products need to be produced at a lower cost than competitorsin order to survive as a farmer. READ MORE

5. 4. A qualitative and quantitative analysis of the risk parameter LGD based on the Basel II Framework

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Helen Dybing; [2007]
   Keywords : risk; Basel II; LGD; LTV; Estimation model; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : Title: A qualitative and quantitative analysis of the risk parameter LGD based on the Basel II Framework Seminar date: 27 January 2007 Course: Financial Economy, Master Thesis, 10 poäng (15 ECTS) Author: Helén Dybing Advisor: Hans Byström Key words: LGD, LTV, Risk, Basel II, Estimation model Purpose: The purpose of this thesis is to get a deeper understanding of the risk parameter LGD and try to identify which variables drive it and how. Further the purpose of analysing the LGD/LTV relationship is to see how the risk parameter interacts with other parameters that are included in risk management. READ MORE