Essays about: "Kreditratings"
Found 3 essays containing the word Kreditratings.
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1. Applying the Shadow Rating Approach: A Practical Review
University essay from KTH/Matematik (Avd.)Abstract : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. READ MORE
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2. Readjusting Historical Credit Ratings : using Ordered Logistic Regression and Principal ComponentAnalysis
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Readjusting Historical Credit Ratings using Ordered Logistic Re-gression and Principal Component Analysis The introduction of the Basel II Accord as a regulatory document for creditrisk presented new concepts of credit risk management and credit risk mea-surements, such as enabling international banks to use internal estimates ofprobability of default (PD), exposure at default (EAD) and loss given default(LGD). These three measurements is the foundation of the regulatory capitalcalculations and are all in turn based on the bank’s internal credit ratings. READ MORE
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3. Credit Rating - An essential tool for SwedishReal Estate Companies on a growing CapitalMarket for Real Estate Bonds?
University essay from KTH/Fastigheter och byggandeAbstract : The capital market, with financial instruments such as corporate bonds, has over the last years emerged as an alternative financing source for Swedish real estate companies. A seemingly unexplored market which given the real estate companies the possibility to diversify their loan stock and limit their exposure towards the bank. READ MORE
