Essays about: "Credit Risk"
Showing result 6 - 10 of 437 essays containing the words Credit Risk.
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6. Increasing explainability of neural network based retail credit risk models
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. READ MORE
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7. Predicting the Unpredictable – Using Language Models to Assess Literary Quality
University essay from Uppsala universitet/Institutionen för lingvistik och filologiAbstract : People read for various purposes like learning specific skills, acquiring foreign languages, and enjoying the pure reading experience, etc. This kind of pure enjoyment may credit to many aspects, such as the aesthetics of languages, the beauty of rhyme, and the entertainment of being surprised by what will happen next, the last of which is typically featured in fictional narratives and is also the main topic of this project. READ MORE
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8. Credit Index Forecasting: Stability of an Autoregressive Model
University essay from KTH/Matematik (Avd.)Abstract : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. READ MORE
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9. Environmental performance and sovereign bond yields: Evidence from emerging markets
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE
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10. The impact of environmental performance on credit ratings
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper aims to investigate the relationship between environmental performance and credit ratings on the Asian, European, and North American market in the context of the ESG framework over a period of ten years through 2013-2022. Through the usage of primarily POLS and POLS with a fixed year effect model, 242 firms across the different regions are studied on an aggregate level, in terms of being consumer oriented and manufacturing intensive as well as on a regional level in order to explore said relationship. READ MORE