Essays about: "2007 -2009 credit crisis"

Showing result 1 - 5 of 26 essays containing the words 2007 -2009 credit crisis.

  1. 1. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Johan Luhr; [2023]
    Keywords : Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Abstract : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. READ MORE

  3. 2. 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

  4. 3. Linguistic Trust-Building Strategies in Swiss Banks’ Public Discourse: : A Diachronic Study of Annual Reports and Corporate Responsibility Reports from UBS and Credit Suisse

    University essay from Högskolan Dalarna/Engelska

    Author : Ilenia Tonetti; [2019]
    Keywords : Trustworthiness; Annual Reports; Corporate Responsibility Reports; framing; foregrounding;

    Abstract : To be perceived as trustworthy in the eyes of the stakeholders is one of the main assets of any successful firm, for a positive image will reflect positively on business. This study focuses on the analysis of trust-building strategies in Annual Reports (ARs) and Corporate Responsibility Reports (CRRs) of two Swiss banks, UBS and Credit Suisse. READ MORE

  5. 4. STOP IT! YOU’RE SPOILING IT! - The (un)desirable consequences of state aid in face of the 2008 economic crisis

    University essay from Göteborgs universitet/Statsvetenskapliga institutionen

    Author : Henrik Neth; [2018-10-05]
    Keywords : ;

    Abstract : During the 2007-2008 global economic crisis it took not long until the crisis swapped over from affecting banks to affect the real economy. Governments saw the need to act in order to strengthen their economies facing recession. READ MORE

  6. 5. Credit risk analysis with machine learning techniques in peer-to-peer lending market

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Mikael Nilsson; Qionglin Shan; [2018]
    Keywords : ;

    Abstract : After the sub-prime mortgage crisis of 2007 and global crisis of 2008, credit risk analysis has becomes more important than ever before. This paper conducts the credit risk analysis and compares classification performances among different algorithms (logistic regression, support vector machine, decision tree, multilayer perception, probabilistic neural network, Deep Learning) by using a large peer-to-peer lending dataset composed of a million observations. READ MORE