Essays about: "thesis on non performing credit"

Showing result 1 - 5 of 7 essays containing the words thesis on non performing credit.

1. 1. Prediction of Short-term Default Probability of Credit Card Invoices Using Behavioural Data

   University essay from KTH/Matematisk statistik

   Author : Billy Lu; [2022]
   Keywords : Probability of Default; Credit Risk; Short-term Default Prediction; Machine Learning; Gradient Boosting; Thresholding; Sannolikheten för Fallissemang; Kreditrisk; Kortsiktig Fallissemang Prediktion; Maskininlärning; Gradientförstärkning; Tröskling;

   Abstract : Probability of Default (PD) is a standard metric to model and monitor credit risk, a major risk facing financial institutions. Traditional PD models are used to forecast risk levels in the long-term, while short-term PD predictions are rarer, but they can support management decisions on an operational level. READ MORE

3. 2. Predicting Subprime Customers' Probability of Default Using Transaction and Debt Data from NPLs

   University essay from KTH/Matematisk statistik

   Author : Lai-Yan Wong; [2021]
   Keywords : Credit Scoring Model; Probability of Default; Payment Behaviour; Subprime Customer; Non-performing Loan; Logistic Regression; Regularization; Feature Selection; Kreditvärdighetsmodell; Sannolikhet för Fallissemang; Betalningsbeteende; Högriskkunder; Nödlidandelån; Logistik Regression; Regularisering; Variabelselektion;

   Abstract : 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

4. 3. Predicting Corporate Credit Ratings withMachine Learning Algorithms

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Ola Berger Bungum; [2017]
   Keywords : Credit ratings; machine learning; rating agencies; credit risk;

   Abstract : This thesis investigates the performance of machine learning models in predicting long-term issuer credit ratings, relative to the that of traditional statistical modeling approaches. Our dataset consists of 3,992 ratings by S&P, Moody's and Fitch of American non-financial, non-governmental companies, in the period 1 January 2010 through 1 September 2016. READ MORE

5. 4. The Effects of Working Capital Management on Firm Profitability : A study examining the impacts of different company characteristics

   University essay from Umeå universitet/Företagsekonomi

   Author : Micael Hillergren; Hampus Björkman; [2014]
   Keywords : Working Capital Management;

   Abstract : Many argue that there is a trade off between profitability and liquidity. However, many studies have found that the profitability can increase with an efficient Working Capital Management. Correctly allocating cash flows to where and when it is needed increases liquidity and simultaneously increasing profitability. READ MORE

6. 5. The Governance Effects of Credit Rating Changes : A Study of the European Banking Market

   University essay from Institutionen för ekonomistyrning och logistik (ELO)

   Author : Jacob Hermansson; [2013]
   Keywords : Credit Rating Changes; Banks; European Banking Market;

   Abstract : Background and problem: Recent banking and financial crises has undoubtedly stressed the importance of a sound and well-functioning banking system. The banking industry is in critical need of strong governance stemming from their opaque and complex business along with the high social costs incurred in the event of bank failure. READ MORE