Essays about: "non performing loans"

Showing result 11 - 15 of 23 essays containing the words non performing loans.

  1. 11. Debt recovery prediction in securitized non-performing loans using machine learning

    University essay from KTH/Matematisk statistik

    Author : Edvin Hedblom; Rasmus Åkerblom; [2019]
    Keywords : ;

    Abstract : Credit scoring using machine learning has been gaining attention within the research field in recent decades and it is widely used in the financial sector today. Studies covering binary credit scoring of securitized non-performing loans are however very scarce. READ MORE

  3. 12. Micro Drivers behind the Changes of CET1 Capital Ratio : An empirical analysis based on the results of EU-wide stress test

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Dan Luo; Yajing Ran; [2019]
    Keywords : EU-wide Stress Testing; Bank Capital Structure; EU Banks; Determinants; Panel Data Analysis; GARCH Model.;

    Abstract : Background: Stress tests have been increasingly used as a part of the supervisory tool by national regulators after the financial crisis, which can also be used to conduct authorities’ supervisory for determining bank capital levels, assessing the health of a bank. Purpose: The main purpose of this study is to assess whether some micro factors play important roles on the changes of Common Equity Tier One Capital Ratio (between the bank accounting value and the stress testing results under the adverse scenarios). READ MORE

  4. 13. Non-performing loans : An analysis of the relationship between non-performing loans and profitability among European banks.

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Elias Nordlinder; Oliver Sundell; [2017]
    Keywords : Non-performing loans; NPL; non performing loans; risk management; European banks; Zombie banks; econometric study; loan loss provisioning;

    Abstract : During the last decade, many European banks have been troubled with low profitability, while the amount of non-performing loans (NPLs) has increased. This thesis investigates and analyses how the increasing amount of NPL affects banks profitability and the financial system. READ MORE

  5. 14. Recovery Rate Modelling of Non-performing Consumer Loans

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Denniz Falk Soylu; [2017]
    Keywords : ;

    Abstract : .... READ MORE

  6. 15. Study of Single and Ensemble Machine Learning Models on Credit Data to Detect Underlying Non-performing Loans

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Qiongzhu Li; [2016]
    Keywords : Machine learning; Feature Dimension Reduction; NPL;

    Abstract : In this paper, we try to compare the performance of two feature dimension reduction methods, the LASSO and PCA. Both simulation study and empirical study show that the LASSO is superior to PCA when selecting significant variables. READ MORE