Essays about: "Non-performing Loan"
Showing result 1 - 5 of 11 essays containing the words Non-performing Loan.
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1. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda
University essay from Karlstads universitet/Handelshögskolan (from 2013)Abstract : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. READ MORE
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2. ESG and Financial Stability in the Banking Sector
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : The banking sector is experiencing an increasing interest in evaluating environmental performance, social responsibility, and corporate governance (ESG), since the internationalcontext aroused discussions on advantages of incorporating ESG-related policies. Therefore,significant relationships between ESG engagement and financial performance and stabilityare expected. READ MORE
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3. Predicting Subprime Customers' Probability of Default Using Transaction and Debt Data from NPLs
University essay from KTH/Matematisk statistikAbstract : This thesis aims to predict the probability of default (PD) of non-performing loan (NPL) customers using transaction and debt data, as a part of developing credit scoring model for Hoist Finance. Many NPL customers face financial exclusion due to default and therefore are considered as bad customers. READ MORE
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4. 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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5. Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning
University essay from KTH/Matematisk statistikAbstract : Since the regulatory framework Basel II was implemented in 2007, banks have been allowed to develop internal risk models for quantifying the capital requirement. By using data on retail non-performing loans from Hoist Finance, the thesis assesses the Advanced Internal Ratings-Based approach. READ MORE