Sökning: "Christian Severinsson"
Hittade 1 uppsats innehållade orden Christian Severinsson.
1. Measuring credit risk: The relation between CDS Spreads, the modified Merton model and credit ratings
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Prior articles and reports have named Credit Default Swap (CDS) spreads as a plausible indicator of default risk. In this report, the authors present a significant correlation between CDS spreads and two other more acknowledged methods of measuring default risk probabilities; the modified Merton model and credit ratings from the rating institute Moody’s. LÄS MER
Resultatsidor:
1