Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "cross sectional dependence"

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Measuring the effect of characteristics of loan obligors on default risk in a portfolio of individual loans using generalized linear models

Masimane, Mercy N (Strathmore University, 2016)

A large part of bank profits is eamed from the interest charged on the different loans they advance to their customers; therefore proper management of credit risk is crucial for commercial banks. This paper studies the ...