Essays about: "Egil Nordgren"

Found 1 essay containing the words Egil Nordgren.

  1. 1. Modelling Probability of Default in the Nordics

    University essay from Lunds universitet/Matematisk statistik

    Author : Egil Nordgren; Carl Göransson; [2018]
    Keywords : Credit risk; Probability of default; Logistic regression; Risk-drivers; Mathematics and Statistics;

    Abstract : Credit risk is one of the greatest risks facing financial institutions, and it is therefore very important that models with good predictive power are used in order to etter capture this risk. This thesis proposes logistic regression models for modelling risk-drivers of the probability of default in a financial institution active in he Nordics. READ MORE