Essays about: "risk modelling"

Showing result 1 - 5 of 194 essays containing the words risk modelling.

  1. 1. Modelling default probabilities: The classical vs. machine learning approach

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Filip Janovic; Paul Singh; [2020]
    Keywords : Machine learning; gradient boosting; pd-modelling; CatBoost; Random Forest; Logistic Regression; Maskininlärning; gradient boosting; fallissemangmodellering; CatBoost; Random Forest; Logistisk Regression;

    Abstract : Fintech companies that offer Buy Now, Pay Later products are heavily dependent on accurate default probability models. This is since the fintech companies bear the risk of customers not fulfilling their obligations. READ MORE

  2. 2. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Markus Hilmersson; [2020]
    Keywords : Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Abstract : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. READ MORE

  3. 3. The verification and validation of a probabilistic risk analysis method for road tunnels

    University essay from Lunds universitet/Avdelningen för Brandteknik

    Author : Kim Genberg; Karin Sandin; [2020]
    Keywords : Tunnels; fire; evacuation; probabilistic risk analysis; QRA; verification and validation; Technology and Engineering;

    Abstract : In this thesis, a new probabilistic risk assessment tool for road tunnels has been verified and validated. The verification and validation were performed along with a literature review to find different key variables that affect the risk in a road tunnel and find out how these variables can be handled. READ MORE

  4. 4. Stochastic Modelling of Cash Flows in Private Equity

    University essay from KTH/Matematisk statistik

    Author : Oscar Ungsgård; [2020]
    Keywords : Private Equity; Stochastic Process; Cash flow forecasting; value at risk; monte carlo; Private Equity; Stokastisk Process; Cash flow forecasting; value at risk; monte carlo;

    Abstract : An investment in a private equity is any investment made in a financial asset that is not publicly traded. As such these assets are very difficult to value and also give rise to great difficulty when it comes to quantifying risk. READ MORE

  5. 5. Estimating the probability of levee failure for flood risk mapping : An application to Paglia River

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Theodora Neromylioti; [2020]
    Keywords : Levee failure; inner erosion; piping; backward erosion; seepage; probability of failure; fragility curves; time-dependent failure; hydraulic modelling; flood risk; flood inundation; HEC-RAS;

    Abstract : Climate change results to more extreme and frequent flood events that induce extra risk to flood protection structures such as levees. Thus, estimation of the probability of levee failure is of utmost importance when it comes to structural safety and flood risk assessment. READ MORE