Essays about: "optimal credit management"

Showing result 1 - 5 of 8 essays containing the words optimal credit management.

  1. 1. Economic Capital Models : Methods for fitting loss distributions

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

    Author : William Fritzell; [2023]
    Keywords : Economic Capital; Distribution fitting; MCMC;

    Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

  3. 2. PV self-consumption: Regression models and data visualization

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

    Author : Martos Tóth; [2022]
    Keywords : Self-Consumption; photovoltaics; battery; machine learning; solar energy; random forest; k-nearest neighbor; multi-layer perceptron; lasso regression; ridge regression; linear regression; Egenanvändning; photovoltaics; batteri; maskininlärning; solenergi; random forest; k-nearest neighbors; multi-layer perceptron; lasso regression; ridge regression; linjär regression;

    Abstract : In Sweden the installed capacity of the residential PV systems is increasing every year. The lack of feed-in-tariff-scheme makes the techno-economic optimization of the PV systems mainly based on the self-consumption. The calculation of this parameter involves hourly building loads and hourly PV generation. READ MORE

  4. 3. 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.)

    Author : Sofia Grägg; Paula Isacson; [2022]
    Keywords : Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

    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

  5. 4. Artificial Intelligence and Machine Learning usage in credit risk management - A study from the Swedish financial services industry

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Aila Emma Mesihovic; Henrik Nordström; [2021-02-24]
    Keywords : ;

    Abstract : Credit risk management is a fundamental process established in almost every financial institution. There are various tools and methods that financial institutions can use in order to mitigate risks among their loan takers. READ MORE

  6. 5. A Trade-based Inference Algorithm for Counterfactual Performance Estimation

    University essay from KTH/Matematisk statistik

    Author : Simon Almerström Przybyl; [2019]
    Keywords : ;

    Abstract : A methodology for increasing the success rate in debt collection by matching individual call center agents with optimal debtors is developed. This methodology, called the trade algorithm, consists of the following steps. The trade algorithm first identifies groups of debtors for which agent performance varies. READ MORE