Essays about: "regression banking"

Showing result 1 - 5 of 69 essays containing the words regression banking.

  1. 1. The Power of Credit Scoring: Evaluating Machine Learning and Traditional Models in Swedish Retail Banking

    University essay from Göteborgs universitet/Graduate School

    Author : Emma von der Burg; Saga Strömberg; [2023-06-29]
    Keywords : ;

    Abstract : In this paper, we investigate and compare different credit scoring models, with special attention paid to machine learning approaches outperforming traditional models. We explore a recently proposed method called the PLTR model, which is a combination of machine learning and traditional logistic regression. READ MORE

  3. 2. Market reaction to Basel III : An event study on the stock market reaction to the announcement by the Basel Committee on Banking Supervision on December 7th, 2017

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : David Kinch Palvig; Anton Östlund Wessberg; [2023]
    Keywords : Banks; Basel III; Capital regulation; Efficient Market Hypothesis; Event study; Financial leverage; Stock markets;

    Abstract : This paper investigates the impact of Basel III on the valuation of banks in the EEA through an event study of the stock market. It contributes to academic literature by enhancing the study by Bruno, Onali & Schaeck (2018) with another event date after the conclusion of their study. READ MORE

  4. 3. A Regression Analysis of the Parameters Influencing the Share Price During the First Day After an IPO

    University essay from KTH/Matematisk statistik

    Author : Daniel Johnsson; Matilda Caddeo; [2023]
    Keywords : Regression Analysis; IPO; Stocks; Marketplace; Under pricing; Investment Banking; Prediction; Regressionsanalys; Börsnotering; Aktier; Marknadsplats; Under Pricing; Investment Banking; Predicera;

    Abstract : This study focuses on initial public offerings (IPOs), which are the process of making a company's shares available for public trading on a stock market. Despite global uncertainties in recent years, there has been a high demand for company listings in the market. READ MORE

  5. 4. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Léo Fégeant; Alice Beer; [2023]
    Keywords : Capital Adequacy Ratio; Capital Requirements; Stock Returns; Basel-III; Business and Economics;

    Abstract : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. READ MORE

  6. 5. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Nsengiyumva Samson; [2023]
    Keywords : ;

    Abstract : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. READ MORE