Essays about: "Kredit risk"

Showing result 1 - 5 of 13 essays containing the words Kredit risk.

  1. 1. Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector

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

    Author : Love Lundström; Oscar Öhman; [2019]
    Keywords : Credit risk; probability of default; Logistic regression; Neural network; Decision tree; Random Forest; Kredit risk; sannolikheten att fallera; Logistisk regression; Neurala nätverk; Decision Tree; Random Forest;

    Abstract : When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect themselves towards future financial crisis. READ MORE

  2. 2. Risk Free Credit: Estimating Risk of Debt Delinquency on Credit Cards : Using Machine Learning Methodology

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS); KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Andreas Magnedal Holmgren; Victor Sellstedt; [2019]
    Keywords : ;

    Abstract : A well functioning economy requires a stable credit market. Computational intelligence methods could provide a method to reduce the amount of uncertainty in the markets. This report examines four different methods for predicting the probability for defaults of credit card clients in Taiwan. READ MORE

  3. 3. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

    University essay from KTH/Matematisk statistik

    Author : Henrik Ribom; [2018]
    Keywords : Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

    Abstract : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. READ MORE

  4. 4. Bankers beslutsprocess vid kreditgivning avseende jordbruksmark

    University essay from SLU/Dept. of Economics

    Author : Martin Nordström; [2018]
    Keywords : beslutsprocess; jordbruksmark; kreditgivning; kreditprocess;

    Abstract : För att kunna göra investeringar krävs kapital. Hur kapital tillgängliggjorts för den som varit i behov av att låna pengar för att kunna köpa något har skiljt sig åt genom åren. I och med att behovet av kapital ökade föddes det moderna bankväsendet. READ MORE

  5. 5. The impact of macro-economic indicators on credit spreads

    University essay from KTH/Matematisk statistik

    Author : Marouane Brahimi; [2017]
    Keywords : ;

    Abstract : A model of credit spreads variations, based on macroeconomic and market variables, has been developed and presented in this paper. Credit spreads of speculative and investment grade bonds have been investigated, leading us to a linear relationship between their quarterly variations. READ MORE