Essays about: "Credit risk analysis"

Showing result 21 - 25 of 136 essays containing the words Credit risk analysis.

1. 21. Anticipating bankruptcies among companies with abnormal credit risk behaviour : Acase study adopting a GBDT model for small Swedish companies

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

   Author : Simon Heinke; [2022]
   Keywords : Bankruptcy prediction; Credit risk analysis; Abnormal credit risk behaviour; Gradient boosted decision trees; SHAP-values.; Konkurs förutsägelse; Kredit riskanalys; Abnomralt kreditbeteende; Gradient baserat beslutsträd; SHAP-värden.;

   Abstract : The field of bankruptcy prediction has experienced a notable increase of interest in recent years. Machine Learning (ML) models have been an essential component of developing more sophisticated models. Previous studies within bankruptcy prediction have not evaluated how well ML techniques adopt for data sets of companies with higher credit risks. READ MORE

3. 22. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

   University essay from KTH/Matematik (Avd.)

   Author : Sofia Grägg; Paula Isacson; [2022]
   Keywords : Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

   Abstract : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. READ MORE

4. 23. The value of detailed product information in credit risk prediction : A case study applied to Klarna’s Pay Later orders in Sweden

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

   Author : Mimmi Andersson; Louise von Sydow Yllenius; [2022]
   Keywords : Credit Risk Management; Consumer Credit; BNPL; Credit Scoring; Alternative Data; Product Category; Product Type; Responsible Lending; e-commerce; Kreditriskbedömning; BNPL; konsumenkredit; alternativ data; produktkategori; produkttyp; hållbar kreditgivning; onlinehandel;

   Abstract : In this study we propose to enhance the predictive power of a Buy Now, Pay Later (BNPL) consumer credit scorecard by leveraging detailed product information. The object of analys is in this study is Klarna Bank AB, which is the largest retail finance provider in Sweden. READ MORE

5. 24. Credit Modeling with Behavioral Data

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

   Author : Jingning Zhou; [2022]
   Keywords : Credit modeling; Behavioral data; Feature engineering; Kreditmodellering; Beteendedata; Funktionsteknik;

   Abstract : In recent years, the Buy Now Pay Later service has spread across the e-commerce industry, and credit modeling is inevitable of interest for related companies to predict the default rate of the customers. The traditional data used in such models are financial bureaus which include credit records bought from external financial institutions. READ MORE

6. 25. Prediction of Short-term Default Probability of Credit Card Invoices Using Behavioural Data

   University essay from KTH/Matematisk statistik

   Author : Billy Lu; [2022]
   Keywords : Probability of Default; Credit Risk; Short-term Default Prediction; Machine Learning; Gradient Boosting; Thresholding; Sannolikheten för Fallissemang; Kreditrisk; Kortsiktig Fallissemang Prediktion; Maskininlärning; Gradientförstärkning; Tröskling;

   Abstract : Probability of Default (PD) is a standard metric to model and monitor credit risk, a major risk facing financial institutions. Traditional PD models are used to forecast risk levels in the long-term, while short-term PD predictions are rarer, but they can support management decisions on an operational level. READ MORE