Essays about: "Credit risk"

Showing result 1 - 5 of 316 essays containing the words Credit risk.

  1. 1. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach

    University essay from KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori

    Author : Magnus Orrsveden; Emil Tarukoski; [2019]
    Keywords : Collateral Management; Collateral optimization; Operations Research; Linear Programming; Collateral Management; Collateral optimization; Operations Research; Linear Programming;

    Abstract : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. READ MORE

  2. 2. Using bank transactions to assess credit risk

    University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Author : Hugo Korsell; Oscar Samuelsson; [2019]
    Keywords : Credit risk; Bank statement; Private loans; Gambling; Dishonesty;

    Abstract : A lack of proper credit risk assessment can have catastrophic consequences, not only for individual borrowers or lending banks, but for society as a whole, which was the case in the financial crisis of 2008. Therefore it is essential that any risk assessment process has as much information as possible at hand so that the delinquency predictions are as accurate as they can be. READ MORE

  3. 3. Machine Learning in Banking : Exploring the feasibility of using consumer level bank transaction data for credit risk evaluation

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

    Author : Thim Lohse; [2019]
    Keywords : ;

    Abstract : The financial industry is changing rapidly as a result of the increasing digitization of financial and economic resources and services. With a continuous increase in online payments and decrease in the usage of physical currency a new data source of fine-grained payment activities describing consumer behaviour has emerged. READ MORE

  4. 4. Worst Credible Process Fire: Experiences from the Norwegian Petroleum Industry

    University essay from Lunds universitet/Riskhantering (CI)

    Author : Linnéa Tengvall; [2019]
    Keywords : Worst Credible Process Fire; Norwegian offshore industry; offshore fire safety; offshore process safety; offshore design; Technology and Engineering;

    Abstract : The term Worst Credible Process Fire (WCPF) was introduced to the Norwegian Petroleum Industry as a complement to the probabilistic approach to define design loads for offshore facilities. Currently there are mainly two documents about the WCPF being the SINTEF report (2017) and the definition in NORSOK S-001 (2018). READ MORE

  5. 5. Risk, Resilience and Insurance in Sudanese Pastoralism

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Alla Safieldin; [2019]
    Keywords : Climate change adaptation; Disaster risk management; Drought; Index-based livestock insurance; Pastoralism; Risk; Resilience; Sudan; Earth and Environmental Sciences;

    Abstract : The nomadic pastoralists of the Sahel are often identified as a group at the frontline of global climate change. Their existence in arid and semi-arid regions and their reliance on seasonal rainfall are among the factors that contribute to their vulnerability to drought and climate shocks. READ MORE