Essays about: "Credit risk management"

Showing result 41 - 45 of 105 essays containing the words Credit risk management.

1. 41. Modeling credit risk for an SME loan portfolio: An Error Correction Model approach

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Jonathan Lindgren; [2017]
   Keywords : Error Correction Model; Credit risk; Risk management; Regression; Econometrics; Mathematical analysis; Probability of Default; Loss Given Default; Finance; Mathematical modeling; Kreditrisk; Risk hantering; Finans; Ekonometri; Matematisk modellering; Sannolikhet för Fallissemang; Förlust givet Fallissemang;

   Abstract : Sedan den globala finanskrisen 2008 har flera stora regelverk införts för att säkerställa att banker hanterar risker på sunt sätt. Bland dessa regelverk är Basel II som infört kapitalkrav för kreditrisk som baseras på Sannolikhet för Fallissemang och Förlust Givet Fallissemang. READ MORE

3. 42. The Impact of Credit Risk Management on Profitability of Nordic Commercial Banks

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Róbert Hurka; [2017]
   Keywords : credit risk management; profitability; Nordic countries; commercial banks; loan loss provision; Business and Economics;

   Abstract : This thesis investigates credit risk management in Nordic commercial banks and its effect on profitability. Two determinants of credit risk are chosen according to relevant literature, namely loan loss provision ratio and capital adequacy ratio. Thirteen banks in total are then investigated across the 16 year time frame from 2000-2015. READ MORE

4. 43. Fixed Income Modeling

   University essay from KTH/Matematisk statistik

   Author : Othmane Chaqchaq; [2017]
   Keywords : ;

   Abstract : Besides financial analysis, quantitative tools play a major role in asset management. By managing the aggregation of large amount of historical and prospective data on different asset classes, it can give portfolio allocation solution with respect to risk and regulatory constraints. READ MORE

5. 44. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure

   University essay from Lunds universitet/Matematisk statistik

   Author : Johan Gustavsson; [2017]
   Keywords : OTC; Counterparty credit risk; HW1F; Market price of risk; CVA; Potential Future Exposure; Expected Exposure; Bermudan swaption; Stochastic Grid Bundling Method; SGBM.; Mathematics and Statistics;

   Abstract : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. READ MORE

6. 45. Safeguarding brand reputation through sustainable sales : A case study on Volvo Construction Equipment

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Danielsson Ludvig; [2017]
   Keywords : Sustainability; Risk Management; Reputation;

   Abstract : Title: Safeguarding Brand Reputation through Sustainable Sales - A Case Study on Volvo Construction Equipment Author: Ludvig Danielsson Supervisor: Jan Alpenberg Examiner: Fredrik Karlsson, Elin Funck Background and problem: When the Export Credit Guarantee Board in Sweden started increasing the demands on sustainability control for all credit applications, Volvo Construction Equipment implemented a pilot process to assess the sustainability risks in customers’ business. As the pilot progressed, new purposes emerged to also avoid engaging in business relations with irresponsible customers and thus avoid reputational damage. READ MORE