Essays about: "Kreditrisk"

Showing result 16 - 20 of 55 essays containing the word Kreditrisk.

1. 16. Automated Outlier Detection for Credit Risk KPI Time Series in E-commerce : A Case Study on the Business Value and Obstacles of Automated Outlier Detection

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Jennifer Lindberg; [2022]
   Keywords : Credit Risk Management; Underwriting; Automation; Outlier Detection; KPI; Monitoring; Kresditriskhantering; underwriting; automatisering; outlier detection; KPI; monitorering;

   Abstract : E-commerce has grown significantly the last decade, and made a considerable leap during Covid19. The final step in e-commerce is payments, and as a result of this, credit risk management in real-time has become increasingly important. READ MORE

3. 17. Does competition in the EU banking market lead to lower interest margins? : A panel data analysis on how market competition affects banks interest margin across EU countries

   University essay from Södertörns högskola/Nationalekonomi

   Author : Daniel Henriksson; Anna Ottosson; [2021]
   Keywords : Bank; Interest margin; Market concentration; European Union; Bank; Räntemarginal; Marknadskoncentration; Europeiska unionen;

   Abstract : This study analyses the bank market competition and bank interest margins in the European Union member countries banking sector during the period 2007–2019, using panel data analysis and aggregated data for each country ́s banking sector. Our starting point is the theory about market structure and two structural indexes are used as proxies of the degree of market competition. READ MORE

4. 18. Credit Rating Downgrades Amongst Commercial Real Estate Companies on the Swedish Corporate Bond Market : To BBB or not to BBB

   University essay from KTH/Fastigheter och byggande

   Author : Björn Uggla; Carl Nielsen; [2021]
   Keywords : Credit Rating Downgrade; Corporate Bonds; Commercial Real Estate; Capital Market Financing; Nedgraderingar av kreditbetyg; företagsobligationer; kapitalmarknadsfinansiering; kommersiella fastigheter;

   Abstract : In the last decade, Swedish commercial real estate companies have increased their presence on thecorporate bond market significantly. The real estate companies now account for the majority ofoutstanding bonds and the trend appears to continue. READ MORE

5. 19. The Smile of Corporate Bonds : Size Risk Premium on the Swedish Corporate Bond Market

   University essay from KTH/Fastigheter och byggande

   Author : Oscar Andersson; [2021]
   Keywords : Real Estate Economics; Corporate bonds; Determinants; Panel Data Regression; Fastighetsekonomi; Företagsobligationer; Determinanter; Paneldataregression;

   Abstract : This paper examines whether the total amount issued of a company has an effect on corporate bonds’ yield spreads on the Swedish debt capital market. With panel data regression of over 150,000 observations from over 20 investment graded companies, it is found that the relationship is smile-like. READ MORE

6. 20. Statistical Credit Rating with Survival Regression & Gradient Boosting

   University essay from KTH/Optimeringslära och systemteori

   Author : Simon Norell; [2021]
   Keywords : ;

   Abstract : This thesis concerns the application of statistical modelling of credit risk in corporate borrowers using historical loan data from the Swedish export credit agency Exportkreditnämnden (EKN). Survival Regression in general and the Cox Proportional Hazard (CoxPH) model in particular is presented as a framework applicable to corpoate default and better suited than classification for modeling the binary default outcome of risk exposure data with inconsistent exposure times. READ MORE