Assessing statistical bias in credit markets, an application to SMEs

This research project aims to evaluate whether members of minority groups or women face higher barriers to access credit in the small and medium-sized enterprises credit market. The intern will analyze loan-level data provided by the business partner to evaluate whether these biases are detectable in the portfolio of SME loans of the business partner. Discrimination in credit allocation prevents efficient credit allocation, besides being demeaning for the individual subject to discrimination.

Trade promotion forecasting and optimization

This project addresses two specific challenges related to promotional planning in the consumer-packaged goods sector. The first output will be to develop and evaluate models that statistically predict the impact of Unilever promotions on category and product share across different retailers. This effort will lead to the creation of trade promotion optimization techniques that enables planning of promotional activities.

New economic strategies for the design, analysis, and evaluation of international projects and development of teaching materials

The objective of the research is to provide international development agencies and non-governmental organizations (NGOs) with decision making and evaluation tools that are practical and, at the same time, are based on sound academic foundations. These tools are specific to a sector, such as nutrition, and a country, such as Guatemala. The resulting documents will assist analysts in design of international development projects as well as their assessment, monitoring, and evaluation.

Credit Portfolio Management and Stress Testing Models Research & Development

Consistent with industry norms, ATB Financial conducts both mandatory and discretionary stress tests of the whole institution and of its credit portfolio. This project aims to contribute to the refinement of the in-house expertise on methodologies employed to measure credits risk and the overall level of risk of the institution. These activities normally requires management to provide an estimate for ATB’s financial performance, capital and liquidity position conditional on a set of predefined scenarios.

Default Rates and Recovery rates on the portfolio of loans for the sectors Retail Financial Service and Independent Business and Agriculture Financial Services (IB&Ag) in the Alberta Business Environment, an Application of the Logistic Lasso Regression

International Financial Reporting Standards (IFRS) for loss allowances are changing, and financial institutions are proactively adapting existing methodologies and developing new ones to remain compliant. The main ingredient in the myriad of evaluations that banks are required to perform for compliance is risk assessment. The first goal of this research project is to review best practice risk models, with a special focus on modeling the evolution of default probabilities and potential losses given a default.

Development of a theoretical and a practical model for assessing the socio-economic feasibility of small-growing businesses

The objective of the research is to provide international development agencies and non-governmental organizations (NGOs) with decision making and evaluation tools that are practical and, at the same time, are based on sound academic foundations. These tools are specific to a sector, such as nutrition, and a country, such as Guatemala. The resulting documents will assist analysts in the design of international development projects as well as in their assessment, monitoring, and evaluation.

Identification, cost-benefit analysis, and evaluation of international development projects

The objective of the research is to provide international development agencies and non-governmental organizations (NGOs) with decision making and evaluation tools that are practical and, at the same time, are based on sound academic foundations. These tools are specific to a sector, such as nutrition, and a country, such as Guatemala. The resulting documents will assist analysts in design of international development projects as well as their assessment, monitoring, and evaluation.

Default Rates and Recovery rate on Commercial loans in the Alberta Business Environment

International Financial Reporting Standards (IFRS) for loss allowances are changing, and financial institutions are proactively adapting existing methodologies and developing new ones to remain compliant. The main ingredient in the myriad of evaluations that banks are required to perform for compliance is risk assessment. The first goal of this research project is to review best practice risk models, with a special focus on modeling the evolution of default probabilities and potential losses given a default.

Best Practice Models for Compliance to the International Financial Reporting Standards (IFRS) in the Alberta Business Environment

The way banks account for potential losses are changing, and financial institutions are proactively adapting existing methodologies and developing new methodologies to remain compliant with regulation. The key ingredient of the myriad of evaluations of bank’s activities that are required for compliance is risk assessments. The purpose of this research project is to review the best practice risk models and adapt them to the financial profile of the business partner, and to the economic reality in which it operates.

Housing reconstruction cost model

This project is designed to analyze a list of insurance policies and past claims, and to determine which variables have had a significant influence on the cost of house reconstruction in the case of insurance claims. It is also planned to use a hedonic pricing model to include, where appropriate, the influence of location variables, neighborhood characteristics, and housing characteristics on the cost of house reconstruction.

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