Essays about: "bank bankruptcy"

Showing result 1 - 5 of 14 essays containing the words bank bankruptcy.

  1. 1. Predicting Bankruptcy with Machine Learning Models

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Thea Åkerblom; [2022]
    Keywords : ;

    Abstract : This thesis explores the predictive power of different machine learning algorithms in Swedish firm defaults. Both firm-specific variables and macroeconomic variables are used to calculate the estimated probabilities of firm default. READ MORE

  3. 2. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : John-Edward Olingsberg; Oscar Küntzel; [2019]
    Keywords : Private Default Prediction; Hazard Model; Basel III; Misclassification Costs; Parsimonious;

    Abstract : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. READ MORE

  4. 3. Financial Reporting for Contingent Convertibles in Banks: Liability or Equity?

    University essay from Göteborgs universitet/Graduate School

    Author : Osama Masri; Daniel Mörner; [2017-08-09]
    Keywords : Contingent Convertibles; CoCos; liability versus equity; IAS 32; Common Equity Risk; Stock return volatility; Basel III; Hybrid Financial Instruments;

    Abstract : Economic development in the capital markets has led to the creation of financial instruments that have the characteristics of both equity and liability, so-called hybrid financial instruments. IASB is trying to create a new way of classifying this kind of instruments. READ MORE

  5. 4. Z-Altman's model effectiveness in bank failure prediction-The case of European banks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Charalampos-Orestis Manousaridis; [2017]
    Keywords : European banks; financial health; prediction models; multivariate discriminant analysis; Z-score model; Altman; Business and Economics;

    Abstract : The corporate bankruptcy is a significant problem for economy since it is considered as a limiting factor for economic growth. The financial crisis that broke out in USA on 2007 as a result of miscalculated subprime mortgage strategies turn into a full international banking crisis affecting successively the European banks, especially those of South European countries. READ MORE

  6. 5. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Zethraeus; Magnus Roos; [2017]
    Keywords : Structural models; Merton model; Black Cox model; European corporate bond spreads; Mathematics and Statistics;

    Abstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE