Essays about: "Svante Dieden Sandell"

Found 1 essay containing the words Svante Dieden Sandell.

  1. 1. Absolute & Relative Credit Quality Assessment

    University essay from Lunds universitet/Matematisk statistik

    Author : Mattias Karlsson; Svante Dieden Sandell; [2016]
    Keywords : Credit Quality Assessment; Default Bankruptcy Prediction; Altman Z-score; Ohlson O-score; Logistic Regression; Rare-Event Bias Correction.; Mathematics and Statistics;

    Abstract : The lack of availability and relevance of both credit ratings and traded market instruments, forces nancial institutions to nd alternative ways to validate the credit qualities of their counterparties. To address this issue, existing bankruptcy prediction models are evaluated and re-estimated. READ MORE