Essays about: "Credit risk"

Showing result 1 - 5 of 331 essays containing the words Credit risk.

  1. 1. How to Differentiate the Difference - A quantitative study on the determinants of discrepancies between expected and actual credit ratings in insurance companies

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Hellman; Henrik Walldén Persson; [2020-07-01]
    Keywords : Expected ratings; credit ratings; financial strength; discrepancy; earnings management; embedded value; IFRS; life insurers;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Migration plan of Risky Total Return Swap to Bond Return Swap

    University essay from KTH/Matematisk statistik

    Author : Louis Maziere; [2020]
    Keywords : Total Return Swap; applied mathematics; financial mathematics; Total Return Swap; applied mathematics; financial mathematics;

    Abstract : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. READ MORE

  3. 3. The impact of distance, feature weighting and selection for KNN in credit default prediction

    University essay from Högskolan i Skövde/Institutionen för informationsteknologi

    Author : Huicheng Zhang; [2020]
    Keywords : ;

    Abstract : With the rapid spread of credit card business around the world, credit risk has also expanded dramatically. The occurrence of a large number of credit cardcustomer defaults has caused huge losses to financial institutions such as banks. Therefore, it is particularly important to accurately identify default customers. READ MORE

  4. 4. Cluster Analysis of Mixed Data Types in Credit Risk : A study of clustering algorithms to detect customer segments

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

    Author : Cecilia Apitzsch; Josefin Ryeng; [2020]
    Keywords : ;

    Abstract : .... READ MORE

  5. 5. Estimation of Loss Given Default Distributions for Non-Performing Loans Using Zero-and-One Inflated Beta Regression Type Models

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Carolina Ljung; Maria Svedberg; [2020]
    Keywords : Loss Given Default; Non-Performing Loans; Internal Ratings Based Approach; Basel Accords; Zero-and-One Inflated Beta Regression; Bayesian Inference; Förlust vid fallissemang; Icke-presterande lån; Intern riskklassificeringsmetod; Basel; Utvidgad betaregression; Bayesiansk inferens;

    Abstract : This thesis investigates three different techniques for estimating loss given default of non-performing consumer loans. This is a contribution to a credit risk evaluation model compliant with the regulations stipulated by the Basel Accords, regulating the capital requirements of European financial institutions. READ MORE