University of Twente Student Theses
Estimating the financial impact of data quality issues
Jong, R. de (2016) Estimating the financial impact of data quality issues.
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| Abstract: | Banks are required to hold a loan loss provision and equity capital to withstand credit losses from mortgages. Credit data is used to calculate the amounts of provision and equity capital that must be held, but data quality issues hinder the concise calculation of these amounts. This thesis covers a model that can be used to estimate the loan loss provision and equity capital impacts from data quality issues. Knowledge on these impacts allows a bank to prioritise data cleansing efforts, track data quality through time and promote a shared sense of responsibility for data quality. |
| Item Type: | Essay (Master) |
| Faculty: | BMS: Behavioural, Management and Social Sciences |
| Subject: | 31 mathematics, 50 technical science in general, 83 economics, 85 business administration, organizational science |
| Programme: | Industrial Engineering and Management MSc (60029) |
| Link to this item: | https://purl.utwente.nl/essays/69486 |
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