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.
Results
Showing 1 to 20 of 107 for “"Defaults"”.
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Államcsődök nyomában = Sovereign defaults
… 1. Is there a unique definition for sovereign defaults? If not, what are the possible definitions, and what are the ingredients that all definition has to comprise? 2. What are the types of sovereign defaults? From which aspects it is worth to classify the default events? 3. Why do sovereign …
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Predicting Loan Defaults in Development Financing in South Africa
… factors linked to the predictability of loan defaults in a DFI loan portfolio, using the secondary loan portfolio data of a major DFI from 2016 to 2021. The logistic estimation technique was employed to examine the effect of variables including firm industry, firm size, firm development stage, …
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A Research on Corporate Bond Defaults in the Chinese Market
Using data from the Chinese fixed income market, this thesis builds up a logistic regression model mainly consisting of both financial condition variables and financial report quality variables. The analysis suggests the degree of effect for different variables and thus provides a reference for …
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Theoretical and Computational Analysis of Credit and Liquidity Risk with Multiple Defaults
… model with restriction on the number of defaults. The IRC is computed using the time consuming Monte Carlo simulations. In this dissertation, we have made significant contributions to risk analysis by solving CVA in both two-default and full model without the restriction on the number of …
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Reducing Defaults in Microfinance: A Case Study of Fundación Integral Campesino (FINCA) Costa Rica
… programs, and more discipline will reduce defaults within microfinance institutions. Results show that group unity was not associated with low default rates, while better training programs and discipline were. The results also show that because of important limitations in this study, …
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Small and Medium Enterprises Defaults’ in Commercial Banking in Tanzania:Case study in CRDB Bank (PLC)
This study examined the relationship between non performing loans associated with Small and Medium Enterprises (SMEs) sector and its determinants among the Commercial Banks in Tanzania. The paper analyse how SMEs could easily access loans from commercial banks to facilitate their transactions, not …
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Comparison of Logistic Regression and Classification Trees to Forecast Short Term Defaults on Repeat Consumer Loans
This dissertation highlights the performance comparison between two popular contemporary consumer loan credit scoring techniques, namely logistic regression and classification trees. Literature has shown logistic regression to perform better than classification trees in terms of predictiveness and …
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Default study of commercial mortgages in CMBS pools : an empirical analysis of defaults and loss severity
… determined by two main factors, the frequency of defaults (or delinquencies) in the pool and the actual severity of loss on the defaulted loans. Each defaulted loan in a pool represents loss severity and eventual yield degradation. As Real Estate is a lagging indicator, historically, every …
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Essays in financial economics
… essay analyzes the determinants of corporate defaults and mergers. The second essay investigates how sell-side analysts make recommendation revisions facing various incentives at different points in time. The first essay, Contagious Corporate Default, analyzes contagious corporate default - …
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Essays on International Trade and Sovereign Debt
… that existing evidence suggests that sovereign defaults disrupt international trade. As a consequence, countries that are more open have more to lose from a sovereign default and are less inclined to renege on their debt. In turn, lenders should trust more open countries and charge them lower …
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Credit Default Risk and Market Risk Premium of Chinese Corporate Bonds
… the perspectives of forecasting corporate bond defaults, measuring credit default risk, measuring credit default risk, and exploring the determinants of bond risk premiums at the individual level and excess bond premium at the market level. To measure credit default risk and forecast corporate …
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Rotating Saving and Credit Associations in Cameroon: Contractual arrangements between members
… informal insurance fund experience more partial defaults than otherwise. RoSCAs which take place at variable location experience less defaults than RoSCAs at fix locations. Its attempts to compute the interest rates in bidding RoSCAs and highlights the determinants of the bids. Finally, RoSCAs …
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Leveraging Machine Learning and Causal Inference for Loan Default Prediction
… combined with causal inference to predict loan defaults in peer-to-peer lending. Accurately forecasting loan defaults is crucial for mitigating financial risk and optimizing lending strategies. This analysis is based on multiple datasets of loan applications spanning over a decade, containing …
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The Credit Risk in Stock-Based Loans
… is worth less than the loan, and the borrower defaults. This dissertation will consider the credit risk faced by lenders when issuing these loans. To achieve this, this dissertation will propose different models to quantify this risk using various credit measures. A sensitivity analysis to key …
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The impact of the subprime mortgage crisis on community health
… are commonly associated with subprime mortgage defaults. Subprime loans in the ten-county Atlanta Metropolitan Area are the focus of the study. The analysis treats each census tract in the ten counties as an individual community. The sample loans are geocoded to the census tract level allowing …
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An Emphasis on Underwriting Variables: A Look at Their Importance on Default & Prepayment of US Mortgages
… variables, are good indicators of potential loan defaults and prepayments. Using a newly available public dataset of loan-level characteristics and performance for home loans, I show that the existing standard variables used in mortgage underwriting are predictive in determining potential …
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Radiation safety : the student perspective
… governing agencies. The burden of safety then defaults to department administration and individual healthcare providers. The purpose of this project is to assess a student registered nurse anesthetist's knowledge of radiation safety and identify barriers that may impact adherence to radiation …
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Mortgage Default in Southern California: Examining Distressed Borrower's Decision Making and Market Contagion
<p>This dissertation focuses on mortgage defaults in Southern California during the housing bubble of the 2000s. The rapid decline in the housing market that precipitated the current recession has been accompanied by an unprecedented number of loan defaults and foreclosures. Recent studies have …
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