Essays about: "Defaulted customers"

Found 2 essays containing the words Defaulted customers.

1. 1. Statistical Methods for Analysis of the Homeowner's Impact on Property Valuation and Its Relation to the Mortgage Portfolio

   University essay from KTH/Matematisk statistik

   Author : Clara Hamell; [2020]
   Keywords : Mortgage portfolio; Defaulted customers; House valuation; Residential Properety Price Index RPPI ; SPAR; Customer data; Statistical methods; Bolåneportfölj; Fallerade kunder; Husvärdering; Husprisindexering; SPAR; Kunddata; Statistiska metoder;

   Abstract : The current method for house valuations in mortgage portfolio models corresponds to applying a residential property price index (RPPI) to the purchasing price (or last known valuation). This thesis introduces an alternative house valuation method, which combines the current one with the bank's customer data. READ MORE

3. 2. Estimating Loss-Given-Default through Survival Analysis : A quantitative study of Nordea's default portfolio consisting of corporate customers

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

   Author : Richard Hallström; [2016]
   Keywords : Survival analysis; Cox proportional hazards model; Loss-Given-Default; workout LGD; Recovery data;

   Abstract : In Sweden, all banks must report their regulatory capital in their reports to the market and their models for calculating this capital must be approved by the financial authority, Finansinspektionen. The regulatory capital is the capital that a bank has to hold as a security for credit risk and this capital should serve as a buffer if they would loose unexpected amounts of money in their lending business. READ MORE