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Showing result 1 - 5 of 22 essays matching the above criteria.

  1. 1. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

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

    Author : Elias Hadad; Angus Wigton; [2023]
    Keywords : Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

    Abstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE

  3. 2. Economic Capital Models : Methods for fitting loss distributions

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

    Author : William Fritzell; [2023]
    Keywords : Economic Capital; Distribution fitting; MCMC;

    Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

  4. 3. Disaster Risk Reduction and Management in Metro Manila, Philippines : Case Study of the 2020 Typhoons: Quinta, Rolly and Ulysses

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Sara Ellinor Granström; [2022]
    Keywords : Disaster risk reduction and management; Philippines; Metro Manila; typhoons; tropical cyclones; loss and damage; transformation as liberation; Reducering och hantering av katastrofrisker; Filippinerna; Metro Manila; tyfoner; tropiska cykloner; förlust och skada; förändring som befrielse;

    Abstract : The Philippines is considered one of the most vulnerable countries in the world to climate disasters due to a combination of its geospatial, political, economic, and social attributes. The nation gets hit with an average of 20 annual tropical cyclones, also known as typhoons, and through the process of climate change, these events are only growing in both frequency and magnitude. READ MORE

  5. 4. Prosperity and security? : a study of resilience in Handelsbanken

    University essay from SLU/Dept. of Economics

    Author : Wilhelm Jarnvall; [2021]
    Keywords : resilience; financial crisis; banking; regulations; organisation culture; crisis management;

    Abstract : This thesis identifies the factors that make the Swedish bank Handelsbanken resilient. Throughout the financial crises in recent memory, Handelsbanken has remained strong and managed to avoid bailouts from the Swedish government. READ MORE

  6. 5. Circular economy and degrowth perspectives on plastic collection and recycling on Bali

    University essay from Lunds universitet/Miljö- och energisystem

    Author : Elin Henriksson; [2020]
    Keywords : Circular economy; degrowth; plastic waste; littering; recycling; pick analysis; social enterprise. Cirkulär ekonomi; nerväxt; plastavfall; nedskräpning; återvinning; plockanalys; social företagsverksamhet.; Technology and Engineering;

    Abstract : This thesis studies plastic littering, collection and recycling on Bali in Indonesia. Due to unsound waste management systems, low awareness and few incentives for collection, plastic waste has the tendency to leak to the environment, where it pollutes land and water, and poses a threat to wildlife and human health. READ MORE