Essays about: "Credit risk management"

Showing result 6 - 10 of 105 essays containing the words Credit risk management.

1. 6. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

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

   Author : Elias Hadad; Angus Wigton; [2023]
   Keywords : Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

   Abstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE

3. 7. Economic Capital Models : Methods for fitting loss distributions

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

   Author : William Fritzell; [2023]
   Keywords : Economic Capital; Distribution fitting; MCMC;

   Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

4. 8. Using the advanced methods of financial analysis to predict the bankruptcy of companies

   University essay from Göteborgs universitet/Graduate School

   Author : Ahmad Haitham Meslemani; Pai Peng; [2022-06-30]
   Keywords : Bankruptcy; predict financial analysis; Corporate evaluation; credit risk management; financial ratio; Failure determinants;

   Abstract : Due to the increase in corporate bankruptcy cases worldwide, the need has increased to find a way to protect companies from bankruptcy by finding a scientific model that enables business owners to predict it before it occurs. Therefore, the interest in predicting bankruptcy has recently become one of the most critical topics in accounting, finance, and finance. READ MORE

5. 9. Measurement of sectoral concentration with multiple factors

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Victor Norrbin; [2022]
   Keywords : Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

   Abstract : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. READ MORE

6. 10. Factors Influencing the Implementation of Information Security Risk Management : A case study of Nigerian Commercial Banks

   University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

   Author : Gabriel Aghaunor; Bukky E Okojie; [2022]
   Keywords : Information Security Risk Management System; Information Security Risk Assessment; Qualitative; Quantitative; Social technical framework User Security Awareness and Training; Management Support; Funding; Technical Experts’ Support; Cyber Security; Banking; ATM;

   Abstract : The banking industry is one of the critical infrastructures in any economy. The services rendered by banks are systematically based on innovation, products, and technology to leverage their services. Several associated risks come along with the rendering of these banking services. READ MORE