Essays about: "Robert Ingre"

Found 1 essay containing the words Robert Ingre.

  1. 1. BNPL Probability of Default Modeling Including Macroeconomic Factors: A Supervised Learning Approach

    University essay from KTH/Matematisk statistik

    Author : Patrik Hardin; Robert Ingre; [2021]
    Keywords : Buy Now Pay Later; IFRS 9; Probability of Default; Expected Credit Loss; Macroeconomic factors; Machine Learning; Artificial Neural Network; XGBoost;

    Abstract : In recent years, the Buy Now Pay Later (BNPL) consumer credit industry associated with e-commerce has been rapidly emerging as an alternative to credit cards and traditional consumer credit products. In parallel, the regulation IFRS 9 was introduced in 2018 requiring creditors to become more proactive in forecasting their Expected Credit Losses and include the impact of macroeconomic factors. READ MORE