Essays about: "problems in credit risk"

Showing result 1 - 5 of 20 essays containing the words problems in credit risk.

  1. 1. Research on Credit Risk Measurement of China’s Listed Companies with KMV Model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Tong Liu; Xiuyi Chen; [2020]
    Keywords : Credit risk measurement model; KMV model; Z-Score model; ST companies; ROC curve.; Business and Economics;

    Abstract : This thesis takes 200 Chinese listed companies as examples within ten years from 2009 to 2018, of which 100 are ST companies and the other 100 are non-ST companies. ST company is a company that has financial problems and was then implemented with special treatment by the China Securities Regulatory Commission. READ MORE

  3. 2. The impact of socio-economic factors and attributes on repayment ability in Microfinancing : A study of microfinance programs in the Amhara region

    University essay from Södertörns högskola/Nationalekonomi

    Author : Zeinab Hassano; Felicia Nordgren; [2020]
    Keywords : Microfinance; Psychometrics testinMicrofinance; Psychometrics testing; Group-lending; Disruptive technology; Ethiopia; repayment ability; collateral constraints;

    Abstract : An insufficient financial market means that poor individuals cannot access financial capital, making it difficult for them to generate a stable income. Formal banks see these individuals as unreliable customers because of their financial background and see a risk that these potential customers will not repay their loans, which would put the bank at risk. READ MORE

  4. 3. Worst Credible Process Fire: Experiences from the Norwegian Petroleum Industry

    University essay from Lunds universitet/Riskhantering (CI); Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Linnéa Tengvall; [2019]
    Keywords : Worst Credible Process Fire; Norwegian offshore industry; offshore fire safety; offshore process safety; offshore design; Technology and Engineering;

    Abstract : The term Worst Credible Process Fire (WCPF) was introduced to the Norwegian Petroleum Industry as a complement to the probabilistic approach to define design loads for offshore facilities. Currently there are mainly two documents about the WCPF being the SINTEF report (2017) and the definition in NORSOK S-001 (2018). READ MORE

  5. 4. Estimating Loss-Given-Default through Survival Analysis : A quantitative study of Nordea's default portfolio consisting of corporate customers

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

    Author : Richard Hallström; [2016]
    Keywords : Survival analysis; Cox proportional hazards model; Loss-Given-Default; workout LGD; Recovery data;

    Abstract : In Sweden, all banks must report their regulatory capital in their reports to the market and their models for calculating this capital must be approved by the financial authority, Finansinspektionen. The regulatory capital is the capital that a bank has to hold as a security for credit risk and this capital should serve as a buffer if they would loose unexpected amounts of money in their lending business. READ MORE

  6. 5. Credit Rating Impact on Information Environment : A study on the informational impact of credit ratings in financial markets using equity analysts’ performance as proxy

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : William Boer; Gustaf Bylund; [2016]
    Keywords : Credit rating; credit rating agency; efficient market; EMH; CRA; BKLS; Credit rating analyst; financial crisis; rating shopping; Kreditbetyg; Kreditinstitut; Effektiva marknader; Marknadseffektivitet; EMH; CRA; BKLS; Analytiker; Kredit analyitker; finanskris;

    Abstract : Title: Credit Rating Impact on Information Environment – A study on the informational impact of credit ratings in financial markets using equity analysts’ performance as proxy. Introduction: The credit rating agencies provide risk assessment for a massive amount of financial assets around the world. READ MORE