Essays about: "Fallisemangsrisk"

Found 2 essays containing the word Fallisemangsrisk.

  1. 1. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains

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

    Author : Hugo Englund; Viktor Mostberg; [2022]
    Keywords : Machine Learning; Deep Neural Networks; XGBoost; Probability of Default; Term Structure Modeling; IFRS 9; Maskininlärning; Djupa neuronnät; XGBoost; Fallisemangsrisk; Terminsstruktursmodellering; IFRS 9;

    Abstract : During the recent years, numerous so-called Buy Now, Pay Later companies have emerged. A type of financial institution offering short term consumer credit contracts. As these institutions have gained popularity, their undertaken credit risk has increased vastly. Simultaneously, the IFRS 9 regulatory requirements must be complied with. READ MORE

  3. 2. Estimation of Probability of Default in Low Default Portfolios

    University essay from Lunds universitet/Matematisk statistik

    Author : Linnéa Gerhardsson; Nina Castor; [2017]
    Keywords : Probability of default; PD; Low default portfolio; LDP; BCR; Bayesian; Vasicek; Monte Carlo; subportfolios; grade level estimates.; Mathematics and Statistics;

    Abstract : Estimation of probability of default (PD) is a fundamental part of credit risk modeling, and estimation of PD in low default portfolios is a common issue for banks and financial institutions. The Basel Committee on Banking Supervision requires banks and financial institutions to add an additional margin of conservatism to its PD estimates in the case of insufficient data, as in low default portfolios with few default observations. READ MORE