Essays about: "Siri Almqvist"

Found 1 essay containing the words Siri Almqvist.

  1. 1. STRESS TESTING AN SME PORTFOLIO : Effects of an Adverse Macroeconomic Scenario on Credit Risk Transition Matrices

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Siri Almqvist; Oskar Nordin; [2021]
    Keywords : Stress test; SME; Transition Matrix; Credit Risk; Statistical Analysis; Machine Learning;

    Abstract : The financial crisis of 2007-2008 was a severe global crisis causing a worldwide recession. One of the main contributing factors of the crisis was the excessive risk appetite of banks and financial institutions. READ MORE