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Dissertations / Theses on the topic 'Assessment of credit risk'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

Patricio, Antonio Pires. "Credit risk assessment in Macau." Thesis, University of Macau, 2004. http://umaclib3.umac.mo/record=b1636249.

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2

Mu, Yuan. "Chinese bank's credit risk assessment." Thesis, University of Stirling, 2007. http://hdl.handle.net/1893/210.

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This thesis studies the Chinese banks’ credit risk assessment using the Post Keynesian approach. We argue that bank loans are the major financial sources in emerging economies and it is uncertainty, an unquantifiable risk, rather than asymmetric information about quantifiable risk, as held by the mainstream approach, which is most important for the risk attached to credit loans, and this uncertainty is particularly important in China. With the universal existence of uncertainty, borrowers and lenders have to make decisions based on convention and experience. With regard to the nature of decisi

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Desrosiers, Mary Elizabeth. "Prices of credit default swaps and the term structure of credit risk." Link to electronic thesis, 2007. http://www.wpi.edu/Pubs/ETD/Available/etd-050107-220449/.

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4

Curti, Filippo. "The Rating Game: an Empirical Assessment." Diss., The University of Arizona, 2014. http://hdl.handle.net/10150/323225.

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The question of whether ratings agencies convey new information to financial markets when they assign new ratings or change previous ratings has been debated for at least 40 years. In this study I first examine equity market, bond market and CDS market reactions to long and short term rating changes from S&P, Fitch and Moody's. I find that not all the credit rating changes affect the market but only those classified as unanticipated. Subsequently, I study whether the regulatory setting, in which the Credit Ratings Agencies work, can possibly affect the financial markets reactions. Lastly I sho

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Henley, William Edward. "Statistical aspects of credit scoring." Thesis, Open University, 1994. http://oro.open.ac.uk/57441/.

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This thesis is concerned with statistical aspects of credit scoring, the process of determining how likely an applicant for credit is to default with repayments. In Chapters 1-4 a detailed introduction to credit scoring methodology is presented, including evaluation of previous published work on credit scoring and a review of discrimination and classification techniques. In Chapter 5 we describe different approaches to measuring the absolute and relative performance of credit scoring models. Two significance tests are proposed for comparing the bad rate amongst the accepts (or the error rate)

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Boscolo, Chio Michele <1995&gt. "The assessment of credit risk in international trade: country risk and enterprise specific risk." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/16864.

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International Trade and export are fundamental activities for companies that want to compete in a globalised market. This descriptive-analytical study has the goal to define the risks that companies must consider operating beyond the domestic boundary. The main risk analysed in this thesis is the credit risk, that in international trade transactions must be seen as a binomial composed of the specific risk of the buyer enterprise and the risk of the country the buyer enterprise is located in. This thesis is divided into two parts. The first part is intended to introduce the definition and the l

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Pershad, Rinku. "A Bayesian belief network for corporate credit risk assessment." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape4/PQDD_0022/MQ50360.pdf.

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8

Hellström, Ängerud Linnéa. "Credit Risk Assessment of Real Estate Companies : How does the Credit Assessment of Banks and Bond Investors Differ?" Thesis, KTH, Fastigheter och byggande, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211143.

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The vast majority of the Swedish real estate companies are to some extent financed by debt and are dependent on external capital when expanding their business. Swedish real estate companies have traditionally financed their business through bank loans, but as a result of – among other things – stricter regulations, an increasing share of the Swedish real estate companies seek funding in the capital market, and corporate bonds in particular have emerged as an alternative to bank loans. In all types of lending, whether it is a bank loan or an investor who buys a bond, the lender must assess the

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9

Hrdová, Edita. "Risk Assessment." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-194193.

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This diploma thesis is focused on companies risk evaluation before endorsement of Loan deriving from business relationships. The aim of this thesis is not only to describe individual steps of risk assessment, but also perfom analysis of particular companies based on available data, i.e. Balance sheet, Profit and Loss statement and external rating and after that propose solution for each company. My analysis will be based on theoretical knowledge, further on experience related to my job role as credit analyst. The aim will be to perform objective analysis of real companies and determine financi

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Claesson, Johan. "Credit Risk Assessments of Swedish RealEstate Companies." Thesis, KTH, Fastigheter och byggande, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-124335.

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The real estate industry is a sector where the companies generally have a capital structure which is high leveraged. The financing – with the related terms – is therefore specifically of high importance for the companies in the sector. Traditionally, the way of obtain financing is by borrowing from the bank. Lately, due to new bank regulations, the banks have become more restrictive in their lending which have lead to a growth of other financing alternatives. For instance, the corporate bond market has grown rapidly. The development has increased the number who acts as lenders. Institutional i

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11

He, Xiao. "User interface suitable for credit risk management." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-261153.

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Graphical User Interface, which is known as GUI, is a way for a person to communicate and interact with a system through icons or other visual indicators. A well designed and intuitive user interface is critical to the success of a system since it encourages a natural interaction between a user and a system, thus conveying information more clearly and efficiently to the user.The aim of this study is to design and develop a user interface that is used in a financial technology company in their credit risk assessment process. The current user interface contains a visualization of an individual c

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12

Bartels, Bernhard [Verfasser]. "Essays on credit rating agencies and the assessment of sovereign risk / Bernhard Bartels." Mainz : Universitätsbibliothek Mainz, 2015. http://d-nb.info/1071065726/34.

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13

REPETTO, MARCO. "Black-box supervised learning and empirical assessment: new perspectives in credit risk modeling." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2023. https://hdl.handle.net/10281/402366.

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I recenti algoritmi di apprendimento automatico ad alte prestazioni sono convincenti ma opachi, quindi spesso è difficile capire come arrivano alle loro previsioni, dando origine a problemi di interpretabilità. Questi problemi sono particolarmente rilevanti nell'apprendimento supervisionato, dove questi modelli "black-box" non sono facilmente comprensibili per le parti interessate. Un numero crescente di lavori si concentra sul rendere più interpretabili i modelli di apprendimento automatico, in particolare quelli di apprendimento profondo. Gli approcci attualmente proposti si basano su un'i

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Ahlberg, Heléne, and Linn Andersson. "How do Banks Manage the Credit Assessment to Small Businesses and What Is the Effect of Basel III? : An implementation of smaller and larger banks in Sweden." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18257.

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Background: Small businesses are considered as a valuable source for the society and the economic growth and bank loan is the main source of finance for them. Small businesses are commonly seen as riskier than larger businesses it is thus noteworthy to examine banks’ credit assessment for small businesses. The implementation of the Basel III Accord will start in 2013 with the aim to generate further protection of financial stability and promote sustainable economic growth, and the main idea underlying Basel III is to increase the capital basis of banks. Purpose: The purpose of this study is to

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Aerni, Matthias. "Public disclosure of market and credit risks : risk assessment methods, current reporting practices and recommendations relating to the public disclosure of market, credit and operating risks /." [S.l.] : [s.n.], 1999. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008789196&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Jaff, Kani, and Josef Oguz. "Kreditgivning till företag : En jämförelse mellan två svenska storbankers kreditbedömning för små och medelstora företag." Thesis, Högskolan i Skövde, Institutionen för handel och företagande, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-11305.

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Bakgrund: Kreditvärdighet är ett ämnesområde för bankerna att bedöma om en kund är kreditvärdig. Bankerna använder sig av olika bedömningsfaktorer för att bedöma huruvida företaget är en lämplig låntagare. Detta görs för att man skall få en uppfattande bild av företaget. Problemfråga: Hur går bankers kreditbedömning av små och medelstora företag till? Syfte: Syftet är att studera om bankerna skiljer sig åt vad det gäller kreditbedömningen för små och medelstora företag samt på vilket sätt de granskar informationen som de får av företagen. Metod: Syftet kommer att besvaras med en empirisk under

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Aguilar, Diana, Tetyana Semenyuk, and Alina Turesson. "Minimering av risker vid kreditgivning." Thesis, Mälardalen University, School of Sustainable Development of Society and Technology, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9958.

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<p>Nedgångar i världsekonomin med påföljande likviditetsproblem hos företag har medfört negativa konsekvenser för banker, vilket skapade behov av effektiv kreditriskhantering. För att förhindra stora kreditförluster försöker banker ständigt minimera sina risker vid kreditgivning genom att identifiera fallgropar.</p><p>Syftet är att undersöka vilka faktorer som bidrar till kreditförluster och belysa hur Nordea kan minimera risker vid kreditgivning utifrån dessa faktorer.</p><p>Datainsamling skedde via granskning av litteratur och en fallstudie. Studieobjektet var affärsbanken Nordea där det gen

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Oguntoyinbo, Mojisola. "Credit risk assessment of the microfinance industry in Nigeria : an application to Accion Microfinance Bank Limited (AMFB)." Thesis, Stellenbosch : Stellenbosch University, 2011. http://hdl.handle.net/10019.1/21643.

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Thesis (MDF)--Stellenbosch University, 2011.<br>The research report provides a credit risk assessment and evaluation of Accion Microfinance Bank Limited (AMFB) for the period 2006 to 2010, using Morgan Stanley’s methodology for analysing the credits and performance ratings of microfinance institutions (MFIs). Since MFIs are set up to provide credit and other financial services to the poor, financially underserviced segment of the society, and since the credit support granted to such micro businesses usually lacks collateral, it is imperative that the management of such credit services be

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Crede, Andreas. "Technological change and the information society : an examination of credit risk assessment and cash handling procedures in commercial banks." Thesis, University of Sussex, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.360581.

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20

Подчесова, В. Ю. "Засади побудови наочної моделі оцінки виникнення кредитного ризику". Thesis, Українська академія банківської справи Національного банку України, 2008. http://essuir.sumdu.edu.ua/handle/123456789/61132.

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Досить важливим питанням є перш за все розгляд аналіз вимог до побудови відповідної моделі оцінки та передбачення виникнення кредитного ризику. В основі такої моделі повинні бути як суто теоретичні положення про розвиток кредитного процесу, так й певні обмеження нормативної бази із надання відповідних кредитів. Якщо ж узагальнити означене, то варто звернути увагу на доцільність дотримання в цілому головного принципу надання кредитів – достатнє та своєчасне їх покриття відповідною ресурсною базою. При цьому, незважаючи на важливість питання збалансованості структури зобов’язань банку що

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21

Liao, Kevin, and Sophie Falk. "Den frivilliga revisionens påverkan på bankernas kreditbedömning." Thesis, Högskolan i Skövde, Institutionen för handel och företagande, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-18622.

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Bakgrund: Den 1 november 2010 avskaffades revisionsplikten för små företag i Sverige, vilket innebar att små företag får välja om de vill ha en revisor eller inte. Ett av motiven bakom lagändringen var att småföretagens tillväxt skulle öka. För att öka tillväxten krävs finansiering. Småföretagens främsta finansieringskällor är eget kapital och löpande intäkter. Detta räcker emellertid inte utan företagen behöver ofta komplettera med externfinansiering, i form av banklån. Trots vikten av externt kapital har små företag svårare än stora företag att finansiera tillväxten med banklån. En av anledn

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22

Edvardsson, Emma, and Jenny Martinsson. "Ta en risk! Friskt vågat är hälften vunnet, inte sant? : En kvalitativ studie av svenska bankers riskstrategier och riskbedömning av privatpersoners konsumtionslån utan säkerhet." Thesis, Högskolan Väst, Avd för företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-15380.

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I dagens samhälle sporras konsumenter till att konsumera mer och mer. En anledning till att konsumenter idag konsumerar mer än tidigare är att pengar idag är mer lättillgängliga än de tidigare varit. Det har lett till att fler tar konsumtionslån, vilket är en riskfylld affär för de banker som bistår konsumenter med lån. Bankerna utsätts för en kreditrisk i samband med att de beviljat ett lån utan säkerhet. Författarna till den här studien har ett stort intresse inom ekonomi och konsumtion och således upptäcktes även intresset för riskerna som bankerna står inför i de här sammanhangen. Studiens

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Lemaitre, Rosenholm Alexander. "Kreditbedömning av fastighetsbolag generellt och samhällsfastigheter mer specifikt." Thesis, KTH, Fastigheter och byggande, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-298368.

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Samhällsfastigheter har seglat upp som ett av de mest attraktiva segmenten i fastighetsbranschen under desenaste åren. Att många fastighetsrådgivare som Newsec och Svefa tror att detta bara är början på entrend med allt större transaktionsvolymer gör det vidare intressant att analysera detta närmare. Den ökade skuldsättningen för fastighetsbolag rent generellt medför en tilltagande kreditrisk och innebärsamtidigt ett ökat tryck på att denna typ av bolag vårdar sin skuld. Detta för att kunna belönas med lägreupplåningskostnader och lägga grunden för en ökad finansiell stabilitet. Kreditvärderin

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Гриценко, В. І. "Удосконалення системи моніторингу кредитного ризику в банківській діяльності". Master's thesis, Українська академія банківської справи Національного банку України, 2013. http://essuir.sumdu.edu.ua/handle/123456789/49696.

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Робота присвячена удосконаленню системи моніторингу кредитного ризику в банківській діяльності. Об’єктом дослідження є кредитний ризик як системоутворюючий чинник функціонування банків у системі грошово-кредитних відносин за умови наявності конкурентного середовища. Предметом дослідження є система фінансових відносин, зумовлених механізмами моніторингу кредитного ризику банку.<br>The work is dedicated to Improving the monitoring of credit risk in banking. The object of the study is credit risk as a factor functioning banking system-the system of monetary relations subject to the availabili

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CHEN, JINGRU. "Selection of Optimal Threshold and Near-Optimal Interval Using Profit Function and ROC Curve: A Risk Management Application." Diss., Temple University Libraries, 2011. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/108514.

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Statistics<br>Ph.D.<br>The ongoing financial crisis has had major adverse impact on the credit market. As the financial crisis progresses, the skyrocketing unemployment rate puts more and more customers in such a position that they cannot pay back their credit debts. The deteriorating economic environment and growing pressures for revenue generation have led creditors to re-assess their existing portfolios. The credit re-assessment is to accurately estimate customers' behavior and distill information for credit decisions that differentiate bad customers from good customers. Lending institution

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Козак, О. Ю. "Кредитний ризик банків: оцінка та управління". Thesis, Українська академія банківської справи Національного банку України, 2008. http://essuir.sumdu.edu.ua/handle/123456789/61079.

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Основою будь-якої системи оцінки кредитних ризиків, а також в основі управління кредитними ризиками повинна бути система кредитних рейтингів. Рейтингова система являє собою формальну методику класифікації контрагентів. Системи рейтингових оцінок широко розповсюджені у світовій банківській практиці, оскільки є зручним інструментом комплексної оцінки фінансового стану банків. Встановлення лімітів на основі оперативного моніторингу рейтингів дозволяє здійснювати своєчасне коригування лімітів залежно від змін фінансового стану контрагентів. Рейтинг контрагента являє собою відображення сту

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Al-Khawaaldah, Bani Hasan Abdullah A. K. "Accounting disclosure, financial transparency, ownership structure and corporate governance : implications for internal and external WVB Jordanian credit risk assessments." Thesis, University of Plymouth, 2011. http://hdl.handle.net/10026.1/1097.

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Creditworthiness is a quality that is important to all stakeholders of an organisation, especially bondholders. It is posited that good corporate governance practices assist the confidence that stakeholders have in an organization’s ability to generate the strong cash flows that are needed to meet financial obligations, which in turn should enhance credit risk assessments. Much research has been conducted into rating assessments, but these have largely been directed at developed markets and they have not generally been focused on the impact of good corporate governance practices and procedures

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Боярко, І. М., Ольга Валеріївна Дейнека, Ольга Валерьевна Дейнека, Olha Valeriivna Deineka та Д. В. Веремчук. "Графоаналітична модель прогнозування кредитного ризику банку". Thesis, Дніпропетровський університет економіки та права ім. Альфреда Нобеля, 2011. http://essuir.sumdu.edu.ua/handle/123456789/61374.

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Запропонована графоаналітична модель прогнозування кредитного ризику банку на основі оцінки геометричних параметрів трикутника збалансованості динаміки депозитів та кредитів.<br>Предложена графоаналитическая модель прогнозирования кредитного риска банка на основе оценки геометрических параметров треугольника сбалансированности динамики депозитов и кредитов.<br>The graphic analytical model prediction of bank credit risk is proposed. It base on assessment of the geometric parameters of triangle dynamic balance of deposits and loans.

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Sousa, Filho Joaquim C??ndido de. "Um estudo do processo de an??lise e concess??o de cr??dito realizado por empresas n??o financeiras." FECAP - Faculdade Escola de Com??rcio ??lvares Penteado, 2005. http://132.0.0.61:8080/tede/handle/tede/342.

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Made available in DSpace on 2015-12-03T18:33:02Z (GMT). No. of bitstreams: 1 Joaquim_Candido_de_Sousa_Filho.pdf: 1004600 bytes, checksum: 661ceb11db839e3575a23fbf10618f08 (MD5) Previous issue date: 2005-12-19<br>This thesis has, as its main purpose, to study the analysis and extension of credit process for legal entities of any size, made by non-financial companies, involving only medium and large industrial companies, and, at the same time, distributors of its own products. It is an exploratory research, involving one hundred and twenty-nine companies of eight segments: food; beverage; audi

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Hargedal, Axel, and Emil Danmo. "Bedömning av kommersiella fastighetskrediter : En studie om förhållandet mellan kreditgivarens bedömning avkassaflöde och värderingsflöde." Thesis, KTH, Fastigheter och byggande, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-215940.

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Med en kvalitativ metod genom intervjuer har denna studie undersökt kreditgivares bedömningsprocess för kommersiella fastighetskrediter. Ett område av intresse att studera då det handlar om att bedöma risken att kreditgivaren inte återfår de pengar som lånats ut. Syftet har varit att undersöka processen i sin helhet, kassaflödet och värderingsflödet samt hur bådadera spelar in i bedömningen. Kassaflödet syftar på kredittagarens återbetalningsförmåga medan värderingsflödet syftar på värderingen av säkerheter. Studiens empiri undersöker bedömningsprocessens olika delar med hänsyn till syftets f

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Ara??jo, Eudes Martins de. "Modelo ajustado de credit scoring para an??lise de risco de companhias no segmento de m??dio porte no Brasil." FECAP - Faculdade Escola de Com??rcio ??lvares Penteado, 2015. http://132.0.0.61:8080/tede/handle/tede/389.

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Made available in DSpace on 2015-12-03T18:33:13Z (GMT). No. of bitstreams: 1 Eudes_Martins_de_Araujo.pdf: 471826 bytes, checksum: 3fa94e3e0d87a5b29960d321fc0f5277 (MD5) Previous issue date: 2015-03-31<br>The objective of this work is to verify if the credit rating model proposed by Brito and Assaf Neto (2008) designed for publicly held companies may also be applied to privately held companies in Brazil. In this work, 60 companies were used, being 30 of them in bankruptcy or insolvency processes in the period from 1994 to 2004, herein referred to as insolvent companies, and 30 of them with no

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Mello, Bernardo Brazão Rego. "Classificação de risco setorial com base nos métodos Weighted Influence Non-linear Gauge System e Analytic Hierarchy Process." reponame:Biblioteca Digital do Banco Nacional de Desenvolvimento Econômico e Social, 2014. http://web.bndes.gov.br/bib/jspui/handle/1408/5341.

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Bibliografia: p. 46-48<br>Dissertação (mestrado) - Faculdade de Economia e Finanças Ibmec, Rio de Janeiro, 2014.<br>Devido à crescente importância dos mercados financeiros nas últimas décadas, o risco de crédito tem se tornado um tema fundamental na tomada de decisões acerca de investimentos, taxas de financiamento, solvência corporativa, tendência e perspectivas etc. Os modelos de avaliação de risco de crédito, em geral, podem ser classificados em duas categorias: quantitativo e qualitativo. Modelos quantitativos buscam analisar informações de demonstrativos financeiros e seus indicadores, en

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Abo, Elnasr Mohammed, Henrik Magnusson, and Magnus Sprycha. "Förmånsrätt och Företagsinteckning : Konsekvenser av den nya lagstiftningen." Thesis, Jönköping University, JIBS, Business Administration, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-630.

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<p>Banker lånar ut pengar till företag genom så kallade företagshypotek som också är väldigt speciellt för Sverige. Som säkerhet användes då olika tillgångar som varulager, maskiner och kundfordringar. Om företaget sedan gick i konkurs så hade banken rätt att få utdelning på 100 procent av kreditgivningen. Nu har de endast rätt att få tillbaka 55 procent av säkerheten. Andra fordringsägare står nu även högre prioriterade än vad banken gör. Syftet med lagreformen är att minska de onödiga konkurserna i form av exempelvis att leverantörerna inte får sin utbetalning av konkursboet och riskerade at

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Урсуленко, Г. В. "Застосування моделі KMV при оцінці кредитного ризику". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62158.

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Перевагами моделі KMV є: казуальний характер моделі; викорис- тання ринкової інформації про ціни; можливість здійснення прогнозу. До недоліків даної моделі можна віднести такі: наявність багатьох тео- ретичних припущень, які на практиці не підтверджуються; складність у застосуванні до деривативів; суперечливість результатів щодо ринків, які розвиваються.

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Björkman, Emil, and Magnus Skytt. "Affärssystemets roll i bankers kreditbedömningar : En studie om hur relationsfaktorer påverkar affärssystemets roll vid kreditbedömares beslutsfattning och riskhantering." Thesis, Högskolan i Halmstad, Sektionen för ekonomi och teknik (SET), 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-26188.

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Kreditbedömningar vid lån är en riskabel process för banker, vid felaktiga kreditbedömningar riskerar de inte bara sin egen lönsamhet utan det kan även påverka samhället finansiellt. En banktjänsteman baserar sin kreditbedömning på både finansiell- och icke finansiell information, banktjänstemännen har även möjlighet att använda affärssystem som ett datoriserat beslutsstöd vid sin kreditbedömning. Affärssystem har möjligheten att samla in finansiell information, hantera informationen samt generera ny information som kan användas som beslutsunderlag. Syftet med denna studie är att beskriva affä

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Du, Toit Johannes Gerhardus. "An overview of the relationship between the South Africa banking sector and the South African wine industry." Thesis, Stellenbosch : Stellenbosch University, 2006. http://hdl.handle.net/10019.1/50573.

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Thesis (MBA)--Stellenbosch University, 2006.<br>ENGLISH ABSTRACT: This study shows that a close relationship exists between the South African wine industry and South African financial institutions. Research indicated a need to understand the characteristics and complexity of the wine industry, as well as that of credit assessment. This is important for both industries to further develop and strengthen their relationships. SA WIS provides statistics about various aspects of the South African wine industry. The wine industry is characterised by a fragmented basis. To strategically focus th

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Симбирцева, А. А., та A. A. Simbirtseva. "Совершенствование методического инструментария для оценки рисков при кредитовании физических лиц : магистерская диссертация". Master's thesis, б. и, 2021. http://hdl.handle.net/10995/99983.

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Магистерская диссертация посвящена совершенствованию методического инструментария для оценки рисков при кредитовании физических лиц. В работе исследуются теоретические основы потребительского кредитования и управления кредитными рисками; проводится анализ состава кредитных портфелей банков и выявление проблем; осуществляется совершенствование методологии оценки рисков на основе уточнения качественных критериев оценки заёмщика, характеризующих его работодателя, а также совершенствование системы мотивации персонала с целью повышения ее риск-ориентированности. В качестве научной новизны предложен

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Watson, Ed. "Pricing credit derivatives and credit risk." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ54085.pdf.

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TJONG, VALDY WIYASA. "ANALYZING CREDIT RISK." Thesis, The University of Arizona, 2008. http://hdl.handle.net/10150/192246.

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he, xiaofeng. "CREDIT CYCLE, CREDIT RISK AND BUSINESS CONDITIONS." NCSU, 2001. http://www.lib.ncsu.edu/theses/available/etd-20010718-110156.

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<p>We first present a Complex Singular Value Decomposition (CSVD)analysis of credit cyle and explore the lead-lag relation betweencredit cycle and business cycle, then propose a GeneralizedLinear Model (GLM) of credit rating transition probabilitiesunder the impact of business conditions.To detect the cyclic trend existence of credit condition in U.S.economy, all credit variables and business variables aretransformed to complex values and the transformed data matrix isapproximated by first order of CSVD analysis. We show that theeconomy, represented by both credit conditions and businesscondit

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Den, Braber Ronald Franciscus Johannes. "Credit risk pricing models as applied to credit trading and risk management." Thesis, Imperial College London, 2006. http://hdl.handle.net/10044/1/7980.

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Sewnath, Neville. "Pricing of credit risk and credit risk derivatives : from theory to implementation." Master's thesis, University of Cape Town, 2008. http://hdl.handle.net/11427/5614.

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Frerichs, Hergen. "Evaluating credit risk models /." [S.l.] : [s.n.], 2003. http://aleph.unisg.ch/hsgscan/hm00105641.pdf.

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Bali, Geetanjali. "Studies in Credit Risk." Thesis, University of Reading, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.507020.

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Syu, Jia-Hao, and 許家豪. "Credit Risk Assessment Using Model-Based Clustering." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/54588626970986075964.

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碩士<br>國立東華大學<br>應用數學系<br>98<br>This paper used the Gaussian mixture model to find credit risk. The author referred to Fraley and Raftery (2002), used the covariance that parameterized by eigenvalue decomposition and got ten models. As for the variables, the author extracted 22 variables from Altman (1968), Shumway (2001), Duffie (2007), Compbell (2008), and several financial related books. The author selected five variables and collocated with the ten Gaussian mixture models. The result indicated that the VEI model performed well combined with the variables that the author found. Compared with

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Chen, Ching-Tsung, and 陳敬聰. "A Study Of Credit Card Risk Assessment." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/69021514682882371587.

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Cheng, Wei-Hao, and 程偉皓. "Constructing an Integrated Credit Risk Assessment Model." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/03898996914582122640.

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碩士<br>國立交通大學<br>工業工程與管理系所<br>101<br>The importance of investigating the credit of borrowers is highly considered among current financial organizations. Most of the financial risks data in present distinguished into 2 different cases, which are: default and non-default. The credit risk assessment model is widely accepted in most of financial industries to evaluate the degree of risk impact of borrowers. There are a number of credit risk assessment models for any specific applied areas, most financial organizations construct numerous assessment models by history data. The effects of risk wit

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YU, SHIN-YUN, and 于新昀. "The Difference of Assessment about Credit Risk between Sales and Credit Review Personnel." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/kgxy3z.

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碩士<br>中信金融管理學院<br>金融管理研究所<br>106<br>Sales and credit review personnel both play important role in credit loan process. However, the differences of their job content may cause diversity of their perspectives. Li-ying Ho(2012) and Sheng Hsin Hu(2014) used to analysis sales and credit review personnel who are in charge of SMEs and discussed different perspective in both group. Those researches show that there are different perspective between sales and credit review personnel. As a result, this research uses analytical hierarchy process (AHP) to analyze credit risk perspectives from sales and cre

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Yang, Chi-lin, and 楊麒麟. "Assessment of Credit Risk Models - Application of Merton Model." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/99027093760473397286.

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碩士<br>國立中央大學<br>財務金融學系碩士在職專班<br>95<br>More and more attention is being drawn to credit risk related issues in recent years. For banks, it is of critical and growing importance to establish credit risk models that can raise alarms with accuracy. This study begins with the New Basel Capital Accord (Basel II) which proposes to allow banks to utilize the Internal Ratings-Based Approach (IRB). It is used to demonstrate that credit risk required capital in credit risk management for banks with respect to corporate lending credits will vary by valuation method. As a result, banks are encouraged to es

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Hsiao, Chien-Wen, and 蕭茜文. "Constructing a Credit Risk Assessment Model by Granular Computing." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/02575149517814868721.

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碩士<br>國立交通大學<br>工業工程與管理學系<br>99<br>Most of the finance risk data with a class imbalance problem. Class imbalanced data means the asymmetric categories of data, a data with class imbalance problem could be divided into two categories: major class data and minor class data. If we use all the imbalanced data without sampling, the accuracy of major class instances could be very well, but poor predictive ability to identify minority instances. Many risk assessment models have been developed in many studies, but most of them use sampling method to deal with the class imbalanced data. This study use

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