Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 23 for “"Credit risk management"”.
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Quantitative Models for Prudential Credit Risk Management
… framework for achieving unification in consumer credit risk analysis. We explore how the EMV model can be used in origination modelling, impairment analysis, capital analysis, stress-testing and in the assessment of economic value. The thesis is segmented into five themes. The first theme …
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Quantitative models for prudential credit risk management
… framework for achieving unification in consumer credit risk analysis. We explore how the EMV model can be used in origination modelling, impairment analysis, capital analysis, stress-testing and in the assessment of economic value. The thesis is segmented into five themes. The first theme …
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Risk Management in Banking : Credit Risk Management and Bank Closure Policies
… Artikeln, die sich alle mit dem Thema Risikomanagement in der Bankenindustrie befassen. Im ersten Artikel (Kapitel 2) werden die vier zur Zeit in der Praxis am häufigsten verwendeten Kreditrisikomodelle analysiert. Fokus ist hierbei die Modellierung gemeinsamer Ausfallwahrscheinlichkeiten. Es …
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A study differentiating credit risk management strategy between Islamic and non-Islamic Banks in UEA
… directly as primary evidence from the senior credit risk managers from all the local commercial banks within United Arab Emirates. The sample for the study consists of 6 commercial banks from UAE with 3 non-Islamic and 3 Islamic banks with 148 credit risk managers as respondents for the …
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Investigating the effects of credit risk management practices on profitability at Absa bank Zambia plc.
Commitment to credit risk management is an essential component of a comprehensive technique to risk management and critical to the long-term success to any banking institution. The rising of non-performing loans and compressed profit margins combined with slow economic growth over the past years …
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Credit Risk Management in Financial Institution a case study of NMB Public Limited (NMB PLC)
The main aim of the study was to asses Credit Risk Management in Financial Institution a case study of NMB Public Limited (NMB PLC). Both qualitative and quantitative data were collected using structured questionnaire, focus group discussion and on site observations. The study revealed that …
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A credit risk management model for a portfolio of low-income consumer loans in Mexico
… segment. Despite this huge market potential, credit risk management in this segment is still mainly based on the subjective expertise of credit managers, with few exceptions making use of robust statistical techniques. The result of this subjective decision process is a sub-optimal concession …
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High-density affordable housing impact investing: a best-in-class project screening credit risk management model
… with rapid urbanisation and a volatile domestic credit market have put affordable rental housing development under the spotlight. Addressing this demands appropriate and deliberate capital provisions to induce the property development market to deliver the scale needed to tackle the supply-side …
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An analysis of the implementation of automated credit risk management strategy on loan recovery rate among Standard bank Zambia clients in Lusaka district, Zambia.
… was to investigate the efficiency of automated credit risk strategy approved in 2019, compared with manual earlier used by Standard Chartered Bank, to enable reduce debt default and manage risk among clients of Lusaka, district Zambia. The study used loan client appraisal, Credit terms and …
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Credit Risk Evaluation : Modeling - Analysis - Management
… development of the building blocks of modern credit risk management: -Definitions of default -Estimation of default probabilities -Exposures -Recovery Rates -Pricing -Concepts of portfolio dependence -Time horizons for risk calculations -Quantification of portfolio risk -Estimation of risk …
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Consumer credit risk measurement : challenges for the Paraguayan banking system
Credit risk is often a critical risk in the financial sector. Therefore, how a financial institution manages its credit risk is an important determinant of profitability and solvency. In this regard, the identification and measurement of credit risk is the first component of efficient risk …
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Kredito rizika ir jos valdymas komerciniuose bankuose /
The issue of credit risk is relevant topic nowadays because commercial banks are currently one of the major credit providers. As loans make up the bulk of a commercial bank’s total assets, the credit risk associated with loans is one of the most important and significant. Credit risk can have a …
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The impact of the subprime mortgage crisis on community health
… to borrowers with lower incomes and/or lower credit scores are classified as subprime. The spatial distribution of subprime loans is alarmingly concentrated in minority-dominated and low-income areas. Beginning in mid 2006 the subprime mortgage market began to see elevated levels of delinquent …
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Developing a knowledge management approach to support managing credit risk in Jordanian banks
… amongst senior executives about the level of risks taken in sub-prime lending, the resulting "toxic assets‟ and the global nature of the instruments used to spread risks is said to be the main contributing reason for the current worldwide crisis in banks. Banks in Jordan, the focus of this …
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Barriers to the Adoption of Artificial Intelligence Techniques for Credit Scoring Systems: An Exploratory Study in Jordanian Banks
… Jordanian banking sector, particularly AI-based Credit Scoring Systems (AI-CSSs), offers transformative potential for credit risk management. AI-CSSs can enhance predictive accuracy, reducing of human errors and bias, promote financial inclusion, streamline loan processing, improve fraud …
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Bank efficiency and non-performing loans in Namibia: a two-stage DEA bootstrapping approach
… bank efficiency. This signifies the role that credit risk management plays on the efficiency and stability of banks, in which case should be closely monitored. The result also confirmed the bad management hypothesis, as proposed by Berger and DeYoung (1992), which highlights that a lack of …
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Artificial intelligence in business analytics, capturing value with machine learning applications in financial services
… on financial services - to solve problems in credit risk management, insurance claims prediction, and marketing and sales. All use cases demonstrate improvements in prediction accuracy and hence offer direct value gains. Throughout the thesis, there is a consideration of the advantages and …
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Performing loans in a multicurrency environment environment: A case of Zimbabwe
… sector. The banking sector has since reduced its risk appetite, adopting conservative lending strategies, in response to the scourge, in an environment where industry is in need of funding thus causing second round effects. There has been conflicting views in literature on factors influencing the …
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Survival of the fittest Small and Medium Enterprises: Accessing commercial bank funding in South Africa
… moral hazards, lack of sound information on credit performance and technological divide. This study investigated this funding conundrum by assessing the success rate of SME applications for commercial funding. A quantitative cohort analysis was used on overdraft facilities obtained from one …
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Modeling and forecasting international credit risk : the case of sovereign loans
… for predicting debt crises and assessing the risk of credit migration. The increased reliance on econometric or statistical approaches and credit rating systems in risk management has intensified the need for more rigorous analysis of their finite sample properties. A better understanding of …
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