Essays about: "exposure modelling"

Showing result 1 - 5 of 47 essays containing the words exposure modelling.

  1. 1. Anticipating Glacier Lake Outburst Floods (GLOFs): an impact-based forecasting framework for managing GLOF risks in Nepal.

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Grace Muir; [2023]
    Keywords : Anticipatory Action; Impact-based Forecasting; Glacier Lake Outburst Flood; Nepal; Risk-informed Early Action; Prediction; Disaster Risk Management; Science General;

    Abstract : Glacier lake outburst floods (GLOFs) are an increasingly documented threat across the Himalayan region, wherein Nepal is situated. GLOFs involve a rapid discharge of water from a lake situated at the side, front, within, beneath, or on the surface of a glacier. READ MORE

  3. 2. 3D geospatial data requirements for simulating noise using the Nord2000 model: Case study of the impact of building façade types and roof configurations on simulated traffic noise levels

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Soraya Hosseinvash Azari; [2023]
    Keywords : Physical Geography; Ecosystem Analysis; noise simulation; traffic; Nord2000 model; building façade types; roof configurations; geospatial data; 3CIM; SoundPLAN; acoustic properties; urban areas; 3D city model; Earth and Environmental Sciences;

    Abstract : The European Union implements the Environmental Noise Directive (END), which offers a framework for evaluating and assessing environmental noise. All EU members are required to create strategic noise maps to inform the public about noise pollution and its effects. READ MORE

  4. 3. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  5. 4. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  6. 5. Memory and Inferences of Cheating Behavior: Age and Interindividual Differences in Trust Impact Decision Bias

    University essay from Lunds universitet/Institutionen för psykologi

    Author : Hannah Tucker; [2023]
    Keywords : Cheating sensitivity; social contract theory; integrative encoding; general trust scale; decision bias; generalization; Social Sciences;

    Abstract : The social contract theory hypothesis of a memory enhancement for cheaters remains a continued debate, but few studies have addressed the potential inferential role of such an enhancement. Moreover, little research has been conducted on interindividual characteristics and how these may impact cheating sensitivity. READ MORE