Essays about: "Swedish Mortgage Portfolio"
Found 4 essays containing the words Swedish Mortgage Portfolio.
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1. Impact of Forward-Looking Macroeconomic Information on Expected Credit Losses According to IFRS 9
University essay from KTH/Matematik (Avd.)Abstract : In this master thesis, the impact of forward-looking macroeconomic information under IFRS 9 is studied using fictional data from a Swedish mortgage loan portfolio. The study employs a time series analysis approach and employs vector autoregression models to model expected credit loss parameters with multiple incorporated macroeconomic parameters. READ MORE
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2. Macroeconomic factors in Probability of Default : A study applied to a Swedish credit portfolio
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : Macroeconomic conditions can impact the payment capacity of individual mortgage holders' household loans. If the clients of a bank's retail credit portfolio experience deteriorating paymentcapacity it will reflect on the probability of default of the overall portfolio. READ MORE
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3. My word is my bond. Risk assessment of the Swedish mortgage portfolio
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this thesis, we investigate risks in the Swedish mortgage portfolio, namely Swedish covered bonds, in a housing market decline. We develop a stress-model which estimates mortgages that needs to be withdrawn from the cover pool to honor the covered bond contract. READ MORE
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4. Default Prediction of a Swedish Mortgage Portfolio using Logistic Regression
University essay from KTH/Matematisk statistikAbstract : This thesis was conducted to investigate what factors are important for a financial institute when predicting the risk of default for a Swedish mortgage portfolio. The applied method was logistic regression analysis and the data used in the thesis was received from a Swedish financial institute. READ MORE