Essays about: "kreditförluster"

Found 5 essays containing the word kreditförluster.

  1. 1. BNPL Probability of Default Modeling Including Macroeconomic Factors: A Supervised Learning Approach

    University essay from KTH/Matematisk statistik

    Author : Patrik Hardin; Robert Ingre; [2021]
    Keywords : Buy Now Pay Later; IFRS 9; Probability of Default; Expected Credit Loss; Macroeconomic factors; Machine Learning; Artificial Neural Network; XGBoost;

    Abstract : In recent years, the Buy Now Pay Later (BNPL) consumer credit industry associated with e-commerce has been rapidly emerging as an alternative to credit cards and traditional consumer credit products. In parallel, the regulation IFRS 9 was introduced in 2018 requiring creditors to become more proactive in forecasting their Expected Credit Losses and include the impact of macroeconomic factors. READ MORE

  3. 2. 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

  4. 3. Macroeconomic factors in Probability of Default : A study applied to a Swedish credit portfolio

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Hermina Antonsson; [2018]
    Keywords : Macroeconomic factors; Probability of Default; IFRS 9; credit risk; mortgage loans; Makroekonomiska faktorer; Probability of Default; IFRS 9; kreditrisk; bolån;

    Abstract : Macroeconomic conditions can impact the payment capacity of individual mortgage holders' household loans. If the clients of a bank's retail credit portfolio experience deteriorating paymentcapacity it will reflect on the probability of default of the overall portfolio. READ MORE

  5. 4. Credit Risk Model for loans to SMEs in Sweden : Calculating Probability of Default for SMEs in Sweden based on historical data, to estimate a financial institution’s risk exposure

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Khalil Mustafa; Victor Persson; [2017]
    Keywords : Credit risk; probability of default; logistic regression;

    Abstract : As a consequence from the last financial crisis that began 2007 in USA, regulatory frameworks are continuously improved in order to limit the banks’ risk exposure. Two of the amendments are Basel III and IFRS 9. READ MORE

  6. 5. THE BANK CRISIS FINANCIAL RATIOS : A comparative research of the UK and Sweden during 2006-2010

    University essay from Sektionen för ekonomi och teknik (SET)

    Author : Cristoffer Winter Söderberg; Stephanie Göransson; [2011]
    Keywords : credit crunch; finance crisis; financial ratios; Basel; credit risk; credit loss ratio; cost income ratio; net interest margin; earnings per share; return on equity; capital adequacy; Finanskris; nyckeltalanalys; lönsamhet; likviditet; finansiell marknad; kreditrisk; kreditförluster; soliditetsmått; likviditetsmått; lönsamhetsmått; effektivitetsmått; kreditförlustnivå och kapitaltäckningsgrad; svenska banker; brittiska banker.;

    Abstract : The credit crunch that started the 9th of August 2007 is generally viewed as the most significant crisis to affect the financial markets and the global economy since the 1930s.The UK financial sector was heavily hit by the crisis which resulted in a dry up in lending and left a black hole in the British banks‟ finances. READ MORE