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Credit risk measurement model for small and medium enterprises : the case of ZimbabweDambaza, Marx January 2020 (has links)
Abstracts in English, Zulu and Southern Sotho / The advent of Basel II Capital Accord has revolutionised credit risk measurement (CRM) to the extent that the once “perceived riskier bank assets” are now accommodated for lending. The Small and Medium Enterprise (SME) sector has been traditionally perceived as a riskier and unprofitable asset for lending activity by Commercial Banks, in particular. But empirical studies on the implementation of the Basel II internal-ratings-based (IRB) framework have demonstrated that SME credit risk is measurable. Banks are still finding it difficult to forecast SME loan default and to provide credit to the sector that meet Basel’s capital requirements. The thesis proposes to construct an empirical credit risk measurement (CRM) model, specifically for SMEs, to ameliorate the adverse effects of SME credit inaccessibility due to high information asymmetry between financial institutions (FI) and SMEs in Zimbabwe. A well-performing and accurate CRM helps FIs to control their risk exposure through selective granting of credit based on a thorough statistical analysis of historical customer data. This thesis develops a CRM model, built on a statistically random sample, known-good-bad (KGB) sample, which is a better representation of the through-the-door (TTD) population of SME loan applicants. The KGB sample incorporates both accepted and rejected applications, through reject inference (RI). A model-based bound and collapse (BC) reject inference methodology was empirically used to correct selectivity bias inherent in CRM domain. The results have shown great improvement in the classification power and aggregate supply of credit supply to the SME portfolio of the case-studied bank, as evidenced by substantial decrease of bad rates across models developed; from the preliminary model to final model designed for the case-studied bank. The final model was validated using both bad rate, confusion matrix metrics and Area under Receiver Operating Characteristic (AUROC) curve to assess the classification power of the model within-sample and out-of-sample. The AUROC for the final model (weak model) was found to be 0.9782 whilst bad rate was found to be 14.69%. There was 28.76% improvement in the bad rate in the final model in comparison with the current CRM model being used by the case-studied bank. / Isivumelwano seBasel II Capital Accord sesishintshe indlela yokulinganisa ubungozi bokunikezana ngesikweletu credit risk measurement (CRM) kwaze kwafika ezingeni lapho izimpahla ezazithathwa njengamagugu anobungozi “riskier bank assets” sezimukelwa njengesibambiso sokuboleka imali. Umkhakha wezamaBhizinisi Amancane naSafufusayo, phecelezi, Small and Medium Enterprise (SME) kudala uqondakala njengomkhakha onobungozi obukhulu futhi njengomkhakha ongangenisi inzuzo, ikakhulu njengesibambiso sokubolekwa imali ngamabhange ahwebayo. Kodwa izifundo zocwaningo ezimayelana nokusetshenziswa nokusetshenziswa kwesakhiwo iBasel II internal-ratings-based (IRB) sezikhombisile ukuthi ubungozi bokunikeza isikweletu kumabhizinisi amancane nasafufusayo (SME) sebuyalinganiseka. Yize kunjalo, amabhange asathola ukuthi kusenzima ukubona ngaphambili inkinga yokungabhadeleki kahle kwezikweletu kanye nokunikeza isikweletu imikhakha enemigomo edingekayo yezimali kaBasel. Lolu cwaningo beluphakamisa ukwakha uhlelo imodeli ephathekayo yokulinganisa izinga lobungozi bokubolekisa ngemali (CRM) kwihlelo lokuxhasa ngezimali ama-SME, okuyihlelo elilawulwa yiziko lezimali ezweni laseZimbabwe. Imodeli ye-CRM esebenza kahle futhi eshaya khona inceda amaziko ezimali ukugwema ubungozi bokunikezana ngezikweletu ngokusebenzisa uhlelo lokunikeza isikweletu ababoleki abakhethekile, lokhu kususelwa ohlelweni oluhlaziya amanani edatha engumlando wekhasimende. Imodeli ye-CRM ephakanyisiwe yaqala yakhiwa ngohlelo lwamanani, phecelezi istatistically random sample, okuluphawu olungcono olumele uhlelo lwe through-the-door (TTD) population lokukhetha abafakizicelo zokubolekwa imali bama SME, kanti lokhu kuxuba zona zombili izicelo eziphumelele kanye nezingaphumelelanga. Indlela yokukhetha abafakizicelo, phecelezi model-based bound-and-collapse (BC) reject-inference methodology isetshenzisiwe ukulungisa indlela yokukhetha ngokukhetha ngendlela yokucwasa kwisizinda seCRM. Imiphumela iye yakhombisa intuthuko enkulu mayelana namandla okwehlukanisa kanye nokunikezwa kwezikweletu kuma SME okungamamabhange enziwe ucwaningo lotho., njengoba lokhu kufakazelwa ukuncipha okukhulu kwe-bad rate kuwo wonke amamodeli athuthukisiwe. Imodeli yokuqala kanye neyokugcina zazidizayinelwe ibhange. Imodeli yokugcina yaqinisekiswa ngokusebenzisa zombili indlela isikweletu esingagculisi kanye negrafu ye-Area under Receiver Operating Characteristic (AUROC) ukulinganisa ukwehlukaniswa kwamandla emodeli engaphakathi kwesampuli nangaphandle kwesampuli. Uhlelo lwe-AUROC lwemodeli yokugcina (weak model) lwatholakala ukuthi luyi 0.9782, kanti ibad rate yatholakala ukuthi yenza i-14.69%. Kwaba khona ukuthuthuka nge-28.76% kwi-bad rate kwimodeli yokugcina uma iqhathaniswa nemodeli yamanje iCRM model ukuba isetshenziswe yibhange elithile. / Basel II Capital Accord e fetotse tekanyo ya kotsi ya mokitlane (credit risk measurement (CRM)) hoo “thepa e kotsi ya dibanka” ka moo e neng e bonwa ka teng, e seng e fuwa sebaka dikadimong. Lekala la Dikgwebo tse Nyane le tse Mahareng (SME) le bonwa ka tlwaelo jwalo ka lekala le kotsi e hodimo le senang ditswala bakeng sa ditshebetso tsa dikadimo haholo ke dibanka tsa kgwebo. Empa dipatlisiso tse thehilweng hodima se bonweng kapa se etsahetseng tsa tshebetso ya moralo wa Basel II internal-ratings-based (IRB) di supile hore kotsi ya mokitlane ya SME e kgona ho lekanngwa. Leha ho le jwalo, dibanka di ntse di thatafallwa ke ho bonelapele palo ya ditlholeho tsa ho lefa tsa diSME le ho fana ka mokitla lekaleng leo le kgotsofatsang ditlhoko tsa Basel tsa ditjhelete. Phuputso ena e ne sisinya ho etsa tekanyo ya se bonwang ho mmotlolo wa kotsi ya mokitlane (CRM) tshebetsong ya phano ya tjhelete ya diSME e etswang ke setsi sa ditjhelete (FI) ho la Zimbabwe. Mmotlolo o sebetsang hantle hape o fanang ka dipalo tse nepahetseng o dusa diFI hore di laole pepeso ya tsona ho kotsi ka phano e kgethang ya mokitlane, e thehilweng hodima manollo ya dipalopalo ya dintlha tsa histori ya bareki. Mmotlolo o sisingwang wa CRM o hlahisitswe ho tswa ho sampole e sa hlophiswang, e leng pontsho e betere ya setjhaba se ikenelang le monyako (TTD) ya batho bao e kang bakadimi ba tjhelete ho diSME, hobane e kenyelletsa bakopi ba amohetsweng le ba hannweng. Mokgwatshebetso wa bound-and-collapse (BC) reject-inference o kentswe tshebetsong ho nepahatsa tshekamelo ya kgetho e leng teng ho lekala la CRM. Diphetho tsena di bontshitse ntlafalo e kgolo ho matla a tlhophiso le palohare ya phano ya mokitlane ho diSME tsa banka eo ho ithutilweng ka yona, jwalo ka ha ho pakilwe ke ho phokotseho ya direite tse mpe ho pharalla le dimmotlolo tse hlahisitsweng. Mmotlolo wa ho qala le wa ho qetela e ile ya ralwa bakeng sa banka. Mmotlolo wa ho qetela o ile wa netefatswa ka tshebediso ya bobedi reite e mpe le mothinya wa Area under Receiver Operating Characteristic (AUROC) ho lekanya matla a kenyo mekgahlelong a mmotlolo kahare ho sampole le kantle ho yona. AUROC bakeng sa mmotlo wa ho qetela (mmotlolo o fokotseng) e fumanwe e le 0.9782, ha reite e mpe e fumanwe e le 14.69%. Ho bile le ntlafalo ya 28.76% ho reite e mpe bakeng sa mmotlolo wa ho qetela ha ho bapiswa le mmotlolo wa CRM ha o sebediswa bankeng yona eo. / Graduate School of Business Leadership / D.B.L.
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Ukraїnas självständighet 1917 i svensk press 1917–1918 / Ukraine’s independence 1917 in swedish press 1917–1918Bergman, Leo January 2017 (has links)
This dissertation is a quantitative study with elements of qualitative analysis. The purpose of this quantitative study was to investigate WHAT was written about Ukraine's independence 1917 in Swedish press 1917–1918. The qualitative part of the survey was intended to answer the question if the newspaper's political attitude influenced the news reports during the chosen period. The exact periodization was determined to be between March 1, 1917 and June 30, 1918. This periodization was chosen because of the March Revolution in 1917, which triggered independence declarations in a number of countries oppressed by Moscow, who now saw their chance of freedom. June 1918 became the end of the investigation because it was just when the peace agreement between Ukraine and the Soviet Union was signed. The source material has been chosen to represent a multitude of ideological orientations. It was liberal, moderate, conservative, liberal and left-wing orientations. The source material consisted of newspaper articles from the following newspapers: Dagens Nyheter, Aftonbladet, Göteborgs Aftonblad, Svenska Dagbladet, Dalpilen, Kalmar Tidning and Norrskensflamman. Quantitative methodology was used on the source material. This method consisted of a reviewing of newspaper articles in searching of news reports from Ukraine or articles which had something to do with the events in Ukraine. Every newspaper was searched day after day. The crawled material was presented in two chapters representing different periods. The first chapter of the results presented the results from 1917, and more precisely from March to December 1917. The second chapter presented the results from 1918, but also from December 1917, that is, the result from December 1917 through June 1918. The whole result was then discussed in a separate chapter where the qualitative analysis was also discussed. The result of the quantitative analysis showed that it has been written relatively sparcely about Ukraine's independence although the volume of articles increased from December 1917 and even more in 1918. Sometimes there were articles on the first page. But for the most part, the articles with Ukraine issues were placed among other foreign articles. It was also found in the survey that it was the first World War that drew attention to the newspapers, even though the events in Petrograd and then in Ukraine took more space. This survey also showed that what was written about Ukraine's independence was also what appears in the reference literature. The news reports reported how Ukraine proclaimed independence in March 1917 and later on proclaimed an independent republic in November 1917 when the Bolsheviks conducted their coup d'état in Petrograd. The newspapers also wrote how the Russian Communists sent a declaration of war to Ukraine in December 1917 and about the war that followed. The articles also tell us how negotiations on Ukraine Peace went on in Brest-Litovsk, and how they ended up with alliance between Germany and Ukraine with the campaign against the communists. It was told how the German army marched into Ukraine to free it from the bolsheviks. Until May 1918 there were battles between the German-Ukrainian Army and the Communists. In June 1918 the peace agreement was signed and this survey’s investigation ended. The survey showed that it was written about Ukraine's independence in all newspapers. Dagens Nyheter had the most news articles linked to the survey. Although the number of articles was not subject for analysis in this survey. The qualitative analysis was based on using Höjelid's theoretical concepts "positive sound" and "negative sound" on the quantitative analysis material. The qualitative analysis’ result showed that it was almost impossible to see the differences between the newspapers because the articles were traded between the newspapers, i.e. the content was copied straight away. It should be noted that not all content was the subject of copying between the newspapers. Copying occurred to a greater extent, but there were still original articles derived from the respective newspaper. Most of the articles were also direct telegrams that were communicated abroad to the newspaper's editors. A lot of these telegrammic articles were sent with a purpose to mislead society. These angled articles were published without further examination in Swedish press. There were articles from, for example, Dagens Nyheter whose editors noted the "strange Petrograd reports" and informed about it for the purpose of enlightening the public. However, as most newspapers were occupied with World War I, as was shown in the source material, the newspaper editorial office was less interested in other foreign events. Therefore, such angled articles could be found in Swedish press on a larger scale. / Denna avhandling är en kvantitativ studie med inslag av kvalitativ analys. Syftet med denna kvantitativa studien var att undersöka VAD som skrevs om Ukrajinas självständighet 1917 i svensk press 1917–1918. Den kvalitativa delen av undersökningen ämnade att besvara frågan om tidningens politiska hållningen påverkade nyhetsrapporteringen under den valda perioden. Den exakta periodiseringen fastställdes att vara mellan den 1 mars 1917 och den 30 juni 1918. Denna periodisering valdes på grund av marsrevolutionen 1917 som utlöste självständighets-förklaringar i en rad länder som var förtryckta av Moskovitien och som nu såg sin chans till frihet. Juni 1918 blev slutpunkten i undersökningen därför att det var just då som fredsavtalet mellan Ukrajina och Sovjet undertecknades. Källmaterialet har valts att representera en mångfald ideologiska inriktningar. Det var liberal, moderat, konservativ, frisinnad samt vänstersocial inriktningar. Källmaterialet bestod av tidningsartiklar från följande tidningar: Dagens Nyheter, Aftonbladet, Göteborgs Aftonblad, Svenska Dagbladet, Dalpilen, Kalmar tidning och Norrskensflamman. Det användes kvantitativ metod på källmaterialet som bestod i en genomsökning av tidningsartiklarna efter nyhetsrapporter från Ukrajina eller som hade något med händelserna i Ukrajina att göra. Varje tidning genomsöktes dag för dag. Det genomsökta materialet presenterades i två kapitel som representerade olika perioder. Det första resultatkapitlet presenterade resultatet från år 1917, och mer exakt från mars till december 1917. Det andra kapitlet presenterade resultatet från år 1918, men även från december 1917, det vill säga resultatet från och med december 1917 till och med juni 1918. Det hela resultatet diskuterades sedan i ett eget kapitel där även den kvalitativa analysen diskuterades. Resultatet från den kvantitativa analysen visade att det har skrivits relativt sparsmakat om Ukrajinas självständighet även om artikelmängden ökade från december 1917 och ännu mer under 1918. Ibland förekom det artiklar på första sidan. Men för det mesta placerades artiklarna med Ukrajina-frågor bland andra utlandsartiklar. Det framgick också i undersökningen att det var mest första världskriget som upptog tidningarnas uppmärksamhet, även om händelserna i Petrograd och sedan i Ukrajina tog allt mer plats allt eftersom. Denna undersökning visade också att det som skrevs om Ukrajinas självständighet var också det som förekommer i referenslitteraturen. Nyhetsrapporterna berättade hur Ukrajina utropat sin självständighet i mars 1917 tills landet proklamerat en oberoende republik i november 1917 när bolsjevikerna genomförde sin statskupp i Petrograd. Tidningarna skrev också hur de ryska kommunisterna skickade krigsförklaring till Ukrajina i december 1917 och om det kriget som följde efter det. Artiklarna berättar även om hur förhandlingarna för Ukrajinafreden gick till i Brest-Litovsk samt hur dessa avslutades med att Tyskland allierade sig med Ukrajina i kampen mot kommunisterna. Det berättades hur den tyska armén marscherade in i Ukrajina för att befria det från bolsjevikerna. Fram till maj 1918 pågick det strider mellan tysk-ukrajinska armén och kommunisterna. I juni 1918 undertecknades fredsavtalet och där slutade undersökningen. Undersökningen visade att det skrevs om Ukrajinas självständighet i samtliga tidningar. Dagens Nyheter hade flest nyhetsartiklar kopplade till undersökningen. Även om antalet artiklar ej var i syfte att analysera i denna undersökning. Den kvalitativa analysen gick ut på att använda Höjelids teoretiska begrepp ”positiv klang” och ”negativ klang” på den kvantitativa analysens resultatmaterial. Det kvalitativa resultatet visade att det var nästintill omöjligt att se skillnad mellan de olika tidningarna eftersom artiklarna traderades mellan tidningarna, det vill säga innehållet kopierades rakt av. Det bör påpekas att inte allt innehåll var ämne för kopiering mellan tidningarna. Kopieringen förekom i större utsträckning men det fanns ändå originella artiklar som härstammade från respektive tidning. De flesta av artiklarna var dessutom direkta telegram som kommunicerades i utlandet till tidningens redaktioner. En hel del av dessa telegraferade artiklar skickades med ett givet syfte att vilseleda samhällsopinionen. Dessa vinklade artiklar publicerades utan vidare granskning i svensk press. Det förekom artiklar från exempelvis Dagens Nyheter vars redaktion uppmärksammat de ”märkliga Petrogradrapporter” och informerat om det i möjligt syfte att upplysa allmänheten. Men eftersom de flesta tidningarna var upptagna med första världskriget, som det visades i källmaterialet, var tidningsredaktionerna mindre intresserade av andra utländska händelser. Därför kunde sådana vinklade artiklar förekomma i svensk press i en större omfattning.
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