Essays about: "bank credit thesis"

Showing result 1 - 5 of 87 essays containing the words bank credit thesis.

  1. 1. Credit Card Fraud Detection by Nearest Neighbor Algorithms

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Ramin Maghsood; [2023-04-13]
    Keywords : Fraud; Bank Fraud; Credit Card Fraud; Fraud Detection; Nearest Neighbor Algorithms;

    Abstract : As the usage of internet banking and online purchases have increased dramatically in today’s world, the risk of fraudulent activities and the number of fraud cases are increasing day by day. The most frequent type of bank fraud in recent years is credit card fraud which leads to huge financial losses on a global level. READ MORE

  3. 2. Environmental performance and sovereign bond yields: Evidence from emerging markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kristin Unga; [2023]
    Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

    Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

  4. 3. Credit scoring using Logistic regression

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Iftho Hara Khanam; [2023]
    Keywords : Kurtosis; Skewness; Winsorization; Logistic regression analysis; Maximum likelihood estimation; Newton–Raphson method; T–ratio test; P-value; LR test;

    Abstract : In this thesis, we present the use of logistic regression method to develop a credit scoring modelusing the raw data of 4447 customers of a bank. The data of customers is collected under 14independent explanatory variables and 1 default indicator. The objective of this thesis is toidentify optimal coefficients. READ MORE

  5. 4. 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

  6. 5. 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