Essays about: "Default risk"

Showing result 1 - 5 of 198 essays containing the words Default risk.

  1. 1. Default Risk Within Peer-to-Peer Credit Markets | Assessing the Factors Affecting Borrower's Risk of Default

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Author : Lucas Rintala; Marcus Braun; [2020]
    Keywords : default risk; risk factors; peer-to-peer lending; credit markets; consumer loan crowdsourcing;

    Abstract : Assessing credit risk is essential for all companies operating on the credit market. Since current literature examining credit risk rarely focus on the peer-to-peer market, this paper examines default risk within the peer-to-peer lending market to contribute to the knowledge of credit risk for investors and peer-to-peer lending platforms. READ MORE

  2. 2. 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

  3. 3. Modelling default probabilities: The classical vs. machine learning approach

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

    Author : Filip Janovic; Paul Singh; [2020]
    Keywords : Machine learning; gradient boosting; pd-modelling; CatBoost; Random Forest; Logistic Regression; Maskininlärning; gradient boosting; fallissemangmodellering; CatBoost; Random Forest; Logistisk Regression;

    Abstract : Fintech companies that offer Buy Now, Pay Later products are heavily dependent on accurate default probability models. This is since the fintech companies bear the risk of customers not fulfilling their obligations. READ MORE

  4. 4. Probability of Default and Credit Spreads in Banks: Examining a Modified Merton Model for Assessing Bank Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Linus Sigurdson; Fritiof Carling; [2020]
    Keywords : Banks; RNPD; Merton model; Credit spreads; Risk;

    Abstract : We examine the modified Merton model, as proposed by Nagel and Purnanandam (2019), and its ability to explain bank credit risk by comparing it to the standard Merton model. Previous structural models of default risk build on the assumption that assets follow a log-normal distribution, which is not applicable to banks. READ MORE

  5. 5. The verification and validation of a probabilistic risk analysis method for road tunnels

    University essay from Lunds universitet/Avdelningen för Brandteknik

    Author : Kim Genberg; Karin Sandin; [2020]
    Keywords : Tunnels; fire; evacuation; probabilistic risk analysis; QRA; verification and validation; Technology and Engineering;

    Abstract : In this thesis, a new probabilistic risk assessment tool for road tunnels has been verified and validated. The verification and validation were performed along with a literature review to find different key variables that affect the risk in a road tunnel and find out how these variables can be handled. READ MORE