Essays about: "credit loan"

Showing result 21 - 25 of 116 essays containing the words credit loan.

  1. 21. The Impact of COVID-19 on the European Commercial Banking Sector: A Cross-country Empirical Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Marc Connerth; Annabel Fastje; [2021]
    Keywords : COVID-19; Pandemic; Bank lending; Depositing; Loan loss provisions;

    Abstract : This paper investigates the impact of COVID-19 on the European commercial banking sector. Using panel data, we study the effect of the severity of the pandemic on bank lending, customer depositing behavior, and the provisioning for credit losses. READ MORE

  3. 22. Predicting Subprime Customers' Probability of Default Using Transaction and Debt Data from NPLs

    University essay from KTH/Matematisk statistik

    Author : Lai-Yan Wong; [2021]
    Keywords : Credit Scoring Model; Probability of Default; Payment Behaviour; Subprime Customer; Non-performing Loan; Logistic Regression; Regularization; Feature Selection; Kreditvärdighetsmodell; Sannolikhet för Fallissemang; Betalningsbeteende; Högriskkunder; Nödlidandelån; Logistik Regression; Regularisering; Variabelselektion;

    Abstract : This thesis aims to predict the probability of default (PD) of non-performing loan (NPL) customers using transaction and debt data, as a part of developing credit scoring model for Hoist Finance. Many NPL customers face financial exclusion due to default and therefore are considered as bad customers. READ MORE

  4. 23. Statistical Credit Rating with Survival Regression & Gradient Boosting

    University essay from KTH/Optimeringslära och systemteori

    Author : Simon Norell; [2021]
    Keywords : ;

    Abstract : This thesis concerns the application of statistical modelling of credit risk in corporate borrowers using historical loan data from the Swedish export credit agency Exportkreditnämnden (EKN). Survival Regression in general and the Cox Proportional Hazard (CoxPH) model in particular is presented as a framework applicable to corpoate default and better suited than classification for modeling the binary default outcome of risk exposure data with inconsistent exposure times. READ MORE

  5. 24. SUPPORT VECTOR MACHINE VS. LOGISTIC REGRESSION FOR PREDICTING MORTGAGE DEFAULTS

    University essay from Lunds universitet/Matematisk statistik

    Author : Aram Olvbo; [2021]
    Keywords : Technology and Engineering;

    Abstract : Mortgage loan providers estimate the credit risks it caries when approving a mortgage loan to their clients. Further, defaulting a mortgage loan is a risk that has been calculated through decades using statistical models. READ MORE

  6. 25. Impact of Forward-Looking Macroeconomic Information on Expected Credit Losses According to IFRS 9

    University essay from KTH/Matematik (Avd.)

    Author : Christian Corfitsen; [2021]
    Keywords : IFRS 9; Expected credit loss; ECL; VAR; Vector Autoregression; Forecasting; Impulse Response Analysis; Forecast Error Variance Decomposition; IFRS 9; Expected credit loss; ECL; VAR; Vektorautoregression; Prognostisering; Impulsresponsanalys; Forecast error variance decomposition;

    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