Essays about: "banking distribution"

Showing result 1 - 5 of 24 essays containing the words banking distribution.

1. 1. 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

3. 2. COUNTING CARROTS... : A quantitative cross-section study on the distribution of motivation incentives in Central Stockholm's banks according to bank-employees

   University essay from Södertörns högskola/Nationalekonomi

   Author : Frank B. Francisson; [2020]
   Keywords : Motivation incentives; Incentives variability; Bank-employees; Employee benefits; Human resource management HRM ; Financial corporations or firms;

   Abstract : Counting Carrots… as this cross-section study is entitled studied the distribution of motivation incentives in Central Stockholm’s banking sector and if it varied for different groups of bank-employees, according to bank-employees. This variation in the distribution of employee benefits was examined quantitatively in accordance to three explanatory variables: 1 – Job position, 2 – Bank size and 3 – the Gender of respondents. READ MORE

4. 3. Strategic optimization of a global bank capital management using statistical methods on open data

   University essay from KTH/Matematisk statistik

   Author : Thibaud Barreau; [2020]
   Keywords : datascience; regression; genetic algorithms; capital management; statistics; banking; datavetenskap; regression; genetiska algoritmer; kapitalhantering; statistik; bank;

   Abstract : This project is about the optimization of the capital management of a French global bank. Capital management corresponds here to allocating the available capital to the different business units. READ MORE

5. 4. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application

   University essay from Göteborgs universitet/Graduate School

   Author : Jesper Karlsson; [2018-07-04]
   Keywords : Risk Management; Migration Analysis; Intensity Models; IFRS 9; Basel Accords; Portfolio Stress Test;

   Abstract : Transition matrices show the probabilities of credit rating migrations for a pool of ratings within a particular industry, geographical area, time-horizon, etc. Regulation, in the form of Basel accords, has opted for standards in banking that among other techniques use transition matrices, and thus the probability of default, for internally-based risk-assessment, as well as incorporating the external credit rating in the capital requirement calculation. READ MORE

6. 5. Modelling IT risk in banking industry : A study on how to calculate the aggregate loss distribution of IT risk

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Nationalekonomi

   Author : Didrik Isaksson; [2017]
   Keywords : Operational risk; IT risk; Loss Distribution Approach; Monte Carlo simulation; Quantitative Modelling; LDA;

   Abstract : Background: Lack of internal data makes some operational risks hard to calculate with quantitative models. This is true for the IT risk or the risk that a bank will experience losses caused by IT System and Infrastructure failure. READ MORE