Essays about: "peer-to-peer lending market"

Showing result 6 - 9 of 9 essays containing the words peer-to-peer lending market.

1. 6. Credit risk analysis with machine learning techniques in peer-to-peer lending market

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Mikael Nilsson; Qionglin Shan; [2018]
   Keywords : ;

   Abstract : After the sub-prime mortgage crisis of 2007 and global crisis of 2008, credit risk analysis has becomes more important than ever before. This paper conducts the credit risk analysis and compares classification performances among different algorithms (logistic regression, support vector machine, decision tree, multilayer perception, probabilistic neural network, Deep Learning) by using a large peer-to-peer lending dataset composed of a million observations. READ MORE

3. 7. Determinants of default in the bitcoin lending market. The case of Bitbond platform

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gabriele Noreikaite; Ausra Almante Ambrazaite; [2017]
   Keywords : bitcoin; peer-to-peer lending; bitcoin lending; default; credit grade; Business and Economics;

   Abstract : This paper studies the bitcoin lending market and the factors explaining loans defaults. No financial intermediation implies that investors are faced directly with the credit risk. READ MORE

4. 8. PEER-TO-PEER LENDING : THE EFFECTS OF INSTITUTIONAL INVOLVEMENT IN SOCIAL LENDING

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Marcus Tengvall; Gustav Claesson; [2015]
   Keywords : Peer-to-Peer Lending; Institutional Involvement; Originate-to-Distribute Model; Secondary Market; Screening Incentives; Information Asymmetry;

   Abstract : This thesis examines the consequences of an increased institutional involvement in the recently emerging lending business known as peer-to-peer lending (P2PL). Since the P2PL business itself is a type of originate-to-distribute (OTD) lending model – in which the originator never carries the risk for the loans – this thesis investigates the effects it can have on the quality of the screening of potential borrowers, and if it could create a misalignment of interests between different stakeholders in the P2PL market. READ MORE

5. 9. Is Your Peer a Lemon? Relative Assessment of Risk Remuneration on the P2P Lending Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Dmitrijs Golubnicijs; [2012]
   Keywords : Peer-to-peer P2P lending; Social Lending; Risk Remuneration; Sharpe ratio; Individual investment decision making;

   Abstract : Using a sample of 11,752 loans from the Prosper peer-to-peer lending marketplace, this study employs a 5-stage methodology in order to analyze and compare the attractiveness of the P2P lending market with traditional investment alternatives in terms of risk remuneration. Results of default probability modeling in Stage I, loan expected return calculation in Stage II and efficiency frontier construction in Stage III present the evidence of high potential of P2P lending market as an investment alternative to the stock market, assuming maximum diversification opportunities and lender efficiency in interest rate setting. READ MORE