Essays about: "Icke-presterande lån"
Found 3 essays containing the words Icke-presterande lån.
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1. Loss Given Default Estimation with Machine Learning Ensemble Methods
University essay from KTH/Matematisk statistikAbstract : This thesis evaluates the performance of three machine learning methods in prediction of the Loss Given Default (LGD). LGD can be seen as the opposite of the recovery rate, i.e. the ratio of an outstanding loan that the loan issuer would not be able to recover in case the customer would default. READ MORE
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2. Estimation of Loss Given Default Distributions for Non-Performing Loans Using Zero-and-One Inflated Beta Regression Type Models
University essay from KTH/Matematisk statistikAbstract : This thesis investigates three different techniques for estimating loss given default of non-performing consumer loans. This is a contribution to a credit risk evaluation model compliant with the regulations stipulated by the Basel Accords, regulating the capital requirements of European financial institutions. READ MORE
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3. Debt recovery prediction in securitized non-performing loans using machine learning
University essay from KTH/Matematisk statistikAbstract : Credit scoring using machine learning has been gaining attention within the research field in recent decades and it is widely used in the financial sector today. Studies covering binary credit scoring of securitized non-performing loans are however very scarce. READ MORE
