Essays about: "Master Thesis credit Risk"
Showing result 1 - 5 of 15 essays containing the words Master Thesis credit Risk.
-
1. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE
-
2. Capabilities and Processes to Mitigate Risks Associated with Machine Learning in Credit Scoring Systems : A Case Study at a Financial Technology Firm
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : Artificial intelligence and machine learning has become an important part of society and today businesses compete in a new digital environment. However, scholars and regulators are concerned with these technologies' societal impact as their use does not come without risks, such as those stemming from transparency and accountability issues. READ MORE
-
3. Migration plan of Risky Total Return Swap to Bond Return Swap
University essay from KTH/Matematisk statistikAbstract : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. READ MORE
-
4. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach
University essay from KTH/Optimeringslära och systemteoriAbstract : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. READ MORE
-
5. Inference and filtration of a hidden factor in credit risk
University essay from KTH/Matematisk statistikAbstract : This Document is a Master Thesis report as part of the cycle of the ENSIMAG and KTH engineer. The internship linked to this report took place at Nexialog Consulting, Paris.This document deals with the inference and filtration by a counting process of a hidden parameter. READ MORE