Essays about: "thesis on credit using regression"
Showing result 11 - 15 of 31 essays containing the words thesis on credit using regression.
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11. Predicting Subprime Customers' Probability of Default Using Transaction and Debt Data from NPLs
University essay from KTH/Matematisk statistikAbstract : This thesis aims to predict the probability of default (PD) of non-performing loan (NPL) customers using transaction and debt data, as a part of developing credit scoring model for Hoist Finance. Many NPL customers face financial exclusion due to default and therefore are considered as bad customers. READ MORE
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12. Statistical Credit Rating with Survival Regression & Gradient Boosting
University essay from KTH/Optimeringslära och systemteoriAbstract : This thesis concerns the application of statistical modelling of credit risk in corporate borrowers using historical loan data from the Swedish export credit agency Exportkreditnämnden (EKN). Survival Regression in general and the Cox Proportional Hazard (CoxPH) model in particular is presented as a framework applicable to corpoate default and better suited than classification for modeling the binary default outcome of risk exposure data with inconsistent exposure times. READ MORE
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13. STRESS TESTING AN SME PORTFOLIO : Effects of an Adverse Macroeconomic Scenario on Credit Risk Transition Matrices
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The financial crisis of 2007-2008 was a severe global crisis causing a worldwide recession. One of the main contributing factors of the crisis was the excessive risk appetite of banks and financial institutions. READ MORE
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14. How much new information does a credit rating announcement convey to the financial markets? : A comparison before and after the 2008 global financial crisis
University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)Abstract : Background: The credit rating agencies have been heavily contested and criticized. In addition to this, other informational sources may potentially deliver the information that the CRA is intended to provide. This may have changed their role in reducing information asymmetry in the financial market. READ MORE
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15. Impact of Microcredit Program on Women's Empowerment in Rural Bangladesh
University essay from Karlstads universitetAbstract : Background – This study is an attempt to explore the relationship between microcredit and the socio-economic empowerment of women in rural Bangladesh. Microcredit is simply the extension of a small amount of collateral-free institutional loans to jointly liable poor group members to generate employment and income enhancing activities. READ MORE