Essays about: "credit risk types"
Showing result 1 - 5 of 16 essays containing the words credit risk types.
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1. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default
University essay from KTH/Matematik (Avd.)Abstract : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. READ MORE
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2. Migration plan of Risky Total Return Swap to Bond Return Swap
University essay from KTH/Matematisk statistikAbstract : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. READ MORE
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3. Cluster Analysis of Mixed Data Types in Credit Risk : A study of clustering algorithms to detect customer segments
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : .... READ MORE
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4. Säkerhet vid kreditgivning : hur banker bedömer säkerhet vid kreditgivning till jordbruk och skogsbruk
University essay from SLU/Dept. of EconomicsAbstract : Jordbruk och skogsbruk är två branscher som kännetecknas av betydande kapital men med ett relativt svagt resultat. I teorin borde detta innebära en risk för bankerna, då ett svagt kassaflöde försämrar återbetalningsförmågan. Dock ses jordbruk och skogsbruk som attraktiva placeringar för kreditgivare. READ MORE
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5. Credit Risk and Asset Correlation Modelling for the Swedish Market: A Comparative Analysis
University essay from KTH/Matematisk statistikAbstract : In order to ensure solvency, financial institutions must evaluate their credit risk exposure and determine how much economic capital is required to hold as a cushion. This thesis compares three factor models, namely Asymptotic Single Risk Factor (“ASRF”), Inter-sector and Intra-sector factor models and evaluates how their different characteristics affect the economic capital outcomes. READ MORE