Essays about: "thesis on risk management in banks"

Showing result 6 - 10 of 51 essays containing the words thesis on risk management in banks.

1. 6. Loan Loss Provisions and Lending Activity in Banks : A quantitative study comparing the effects of loan loss provisions on lending activity in banks applying IFRS 9 and ASC 326

   University essay from Umeå universitet/Företagsekonomi

   Author : Rikard Fredmer; Alicia Julienne Zanic; [2023]
   Keywords : Agency Theory; ASC 326; Basel III; Earnings Management; Expected Credit Loss es ; Expected Credit Loss Model; FASB; IASB; IFRS; IFRS 9; Lending Activity; Loan Loss Allowance s ; Loan Loss Provision s ; New Loans Originated; Procyclicality; Signaling Theory; Stewardship Theory; US GAAP;

   Abstract : As a response to the financial crisis of 2008 the IASB and the FASB developed IFRS 9 and ASC 326, respectively. These accounting regulations are supposed to increase reporting transparency and promote financial stability by determining the calculation and recognition of loan loss provisions. READ MORE

3. 7. 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. 8. European bank capital management in response to regulatory requirements

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Arnis Puharts; [2021]
   Keywords : Regulatory capital requirements; European Banks; Banking; Bank capital ratios; Bank Management Buffers;

   Abstract : This document constitutes of two theses to fulfil Stockholm School of Economics requirements for the Double Degree Programme in Finance between Stockholm School of Economics (Home School) and Universita` Commerciale Luigi Bocconi (Host School). The first thesis examines the association between regulatory capital requirements and the management buffers of European banks. READ MORE

5. 9. 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 statistik

   Author : Siri Almqvist; Oskar Nordin; [2021]
   Keywords : Stress test; SME; Transition Matrix; Credit Risk; Statistical Analysis; Machine Learning;

   Abstract : 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

6. 10. Hedging of a foreign exchange swapbook using Stochastic programming

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Emma Bohlin; Jonatan Harling; [2021]
   Keywords : term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

   Abstract : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. READ MORE