Essays about: "thesis in credit management in banking"

Showing result 1 - 5 of 16 essays containing the words thesis in credit management in banking.

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. Macroprudential Policy Activity and Financial Inclusion: Cross-country analysis of macroprudential tool use

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Marinó Örn Ólafsson; [2022]
   Keywords : Macroprudential Policy; Financial Inclusion; Financial Stability; Financial Development; Financial Systems; Financial Institutions; Banking Crises; Financial Policy; Business and Economics;

   Abstract : Research suggests that multiple trade-offs and synergies characterise the relationship between financial inclusion and financial stability. For example, expanding access to financial services can lead to a more stable banking system but also excessive credit growth and decreased stability. READ MORE

4. 3. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

   University essay from KTH/Matematik (Avd.)

   Author : Gabriella Hulström; [2021]
   Keywords : Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

   Abstract : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. READ MORE

5. 4. Prosperity and security? : a study of resilience in Handelsbanken

   University essay from SLU/Dept. of Economics

   Author : Wilhelm Jarnvall; [2021]
   Keywords : resilience; financial crisis; banking; regulations; organisation culture; crisis management;

   Abstract : This thesis identifies the factors that make the Swedish bank Handelsbanken resilient. Throughout the financial crises in recent memory, Handelsbanken has remained strong and managed to avoid bailouts from the Swedish government. READ MORE

6. 5. The Relationship between United Nations’ 17 Sustainable Development Goals and Swedish Banks’ Credit Rating of Manufacturing Customers

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

   Author : MARTIN GUSTAFSSON; PATRIK ZYTOMIERSKI; [2020]
   Keywords : Sustainability; ESG; Credit Rating; Sustainable Development Goals; SDG; Sustainable Risk; Manufacturing Industry; Hållbarhet; ESG; företags kreditvärdighet; SDG; Globala målen för hållbar utveckling; hållbar risk; tillverkningsindustri;

   Abstract : The sustainable development of the section providing financing within Swedish banks are going through major challenges and changes. The United Nations is constantly working on improving sustainable directives within all industries to ultimately reach all 17 sustainable development goals that have been set up for a more sustainable world. READ MORE