Essays about: "non performing loan and bank performance"

Found 2 essays containing the words non performing loan and bank performance.

  1. 1. Loan Default Prediction using Supervised Machine Learning Algorithms

    University essay from KTH/Matematisk statistik

    Author : Daria Granström; Johan Abrahamsson; [2019]
    Keywords : Machine Learning; Deep Learning; Credit Risk; Default Prediction; Logistic Regression; Random Forest; Decision Tree; AdaBoost; XGBoost; Artificial Neural Network; Support Vector Machine; SMOTE; Maskininlärning; Djupinlärning; Kreditrisk; Fallissemangprediktion; Logistisk Regression; Random Forest; Decision Tree; AdaBoost; XGBoost; Artificiella neurala nätverk; Stödvektormaskin; SMOTE;

    Abstract : It is essential for a bank to estimate the credit risk it carries and the magnitude of exposure it has in case of non-performing customers. Estimation of this kind of risk has been done by statistical methods through decades and with respect to recent development in the field of machine learning, there has been an interest in investigating if machine learning techniques can perform better quantification of the risk. READ MORE

  2. 2. Bank performance and credit risk management

    University essay from Institutionen för teknik och samhälle

    Author : Felix Achou Takang; Claudine Tenguh Ntui; [2008]
    Keywords : bank performance; credit risk; credit model; interest income; non-performing loans;

    Abstract : Banking is topic, practice, business or profession almost as old as the very existence of man, but literarily it can be rooted deep back the days of the Renaissance (by the Florentine Bankers). It has sprouted from the very primitive Stone-age banking, through the Victorian-age to the technology-driven Google-age banking, encompassing automatic teller machines (ATMs), credit and debit cards, correspondent and internet banking. READ MORE