Macroeconomic factors in Probability of Default : A study applied to a Swedish credit portfolio

Macroeconomic factors in Probability of Default : A study applied to a Swedish credit portfolio

Macroeconomic conditions can impact the payment capacity of individual mortgage holders' household loans. If the clients of a bank's retail credit portfolio experience deteriorating paymentcapacity it will reflect on the probability of default of the overall portfolio. With IFRS 9, banks a...

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Bibliographic Details
Main Author: Antonsson, Hermina
Format: Others
Language:English
Published: KTH, Skolan för industriell teknik och management (ITM) 2018
Subjects:
Macroeconomic factors
Probability of Default
IFRS 9
credit risk
mortgage loans
Makroekonomiska faktorer
kreditrisk
bolån
Probability Theory and Statistics
Sannolikhetsteori och statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-239403

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-239403

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