Essays about: "Credit risk management"
Showing result 21 - 25 of 92 essays containing the words Credit risk management.
-
21. Asset-Backed Securitization of Chinese PPP Projects : Operating Mechanism and Current Difficulties
University essay from KTH/Fastigheter och byggandeAbstract : Under the background that China's economy has entered the new normal, de-leveraging, structural adjustment, and resolution of various risks have become an essential part of macro-control. The unique advantages of PPP asset securitization make this tool widely recognized and respected by the government, enterprises, and investors. READ MORE
-
22. Comparison of Machine Learning Techniques when Estimating Probability of Impairment : Estimating Probability of Impairment through Identification of Defaulting Customers one year Ahead of Time
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Probability of Impairment, or Probability of Default, is the ratio of how many customers within a segment are expected to not fulfil their debt obligations and instead go into Default. This is a key metric within banking to estimate the level of credit risk, where the current standard is to estimate Probability of Impairment using Linear Regression. READ MORE
-
23. Government yield spread determinants in the eurozone and the effect of the European debt crisis
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. READ MORE
-
24. The Effects of Corporate Social Performance (CSP) on Credit Ratings - Evidence from the European Market
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Purpose: The purpose of this thesis is to fill the existing research gap in Europe by examining the effect of corporate social performance (CSP) on firms’ credit ratings. Methodology: Through a quantitative research strategy, we examine the relationship between CSP and firms’ credit rating using a fixed effects regressions analysis based on a panel data set. READ MORE
-
25. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application
University essay from Göteborgs universitet/Graduate SchoolAbstract : Transition matrices show the probabilities of credit rating migrations for a pool of ratings within a particular industry, geographical area, time-horizon, etc. Regulation, in the form of Basel accords, has opted for standards in banking that among other techniques use transition matrices, and thus the probability of default, for internally-based risk-assessment, as well as incorporating the external credit rating in the capital requirement calculation. READ MORE