Essays about: "probability regulation"

Showing result 1 - 5 of 24 essays containing the words probability regulation.

  1. 1. Applying the Shadow Rating Approach: A Practical Review

    University essay from KTH/Matematik (Avd.)

    Author : Viktor Barry; Carl Stenfelt; [2023]
    Keywords : Shadow Rating; probability of default; low default portfolio; credit risk; statistical learning; financial regulation; Basel; Pluto and Tasche; Skuggrating; sannolikhet av fallissemang; lågfallissemangsportfölj; kreditrisk; statistisk inlärning; finansiella regelverk; Basel; Pluto och Tasche;

    Abstract : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. READ MORE

  3. 2. 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

  4. 3. Functionnal Modelling and Simulation of the Off-Design Operation of a Cryogenic Engine

    University essay from KTH/Kraft- och värmeteknologi

    Author : Brice Metzinger; [2022]
    Keywords : Cryogenic propulsion; Electrical pump; Operating domain;

    Abstract : The Exploration Company is a French and German start-up that develops and operates Nyx, anorbital vehicle that also has a lunar version. This thesis focuses on the modeling and simulationof the o-design operation of the cryogenic engine of Nyx. READ MORE

  5. 4. Functional Modelling and Simulation of the Off-Design Operation of a Cryogenic Engine

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

    Author : Brice Metzinger; [2022]
    Keywords : ;

    Abstract : The Exploration Company is a French and German start-up that develops and operates Nyx, an orbital vehicle that also has a lunar version. This thesis focuses on the modeling and simulation of the off-design operation of the cryogenic engine of Nyx. READ MORE

  6. 5. Investigation of the function of the SH3-like domain of the Saccharopolyspora erythraea iron-dependent regulator

    University essay from Uppsala universitet/Institutionen för kemi - BMC

    Author : Carita Hammar; [2022]
    Keywords : ;

    Abstract : The bacterium Saccharopolyspora erythraea is utilized to produce the widely used antibiotic erythromycin. With the increasing problem of antibiotic resistance, the development of derivatives of the drug is of great importance. To produce antibiotics biosynthetically, it is crucial to understand the metabolic pathways utilized by the bacterium. READ MORE