Sökning: "Credit Risk"

Visar resultat 11 - 15 av 634 uppsatser innehållade orden Credit Risk.

  1. 11. ESG-betygets påverkan på kreditbetyget : En kvantitativ studie på 311 publika nordiska företag

    Kandidat-uppsats, Högskolan i Gävle/Företagsekonomi

    Författare :Jessica Berg; Josephine Persson; [2023]
    Nyckelord :ESG; CSR; credit rank; credit risk; stakeholder theory; principal-agent-theory; Nordic.; ESG; CSR; kreditbetyg; kreditrisk; intressentteorin; principal-agent-teorin; Norden;

    Sammanfattning : Syfte: Syftet med denna studie var att undersöka om det finns ett samband mellan ESG-betyg och kreditbetyg hos publika företag i Norden. Forskningsfrågorna som skulle besvaras var om det finns samband mellan ESG, dess dimensioner, och kreditbetyg, samt om det finns skillnader i dessa samband mellan sektorer och länder. LÄS MER

  3. 12. Credit Index Forecasting: Stability of an Autoregressive Model

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Melker Wallén; Erik Grimlund; [2023]
    Nyckelord :Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

    Sammanfattning : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. LÄS MER

  4. 13. Environmental performance and sovereign bond yields: Evidence from emerging markets

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kristin Unga; [2023]
    Nyckelord :sovereign yields; environmental performance; principal component analysis; Business and Economics;

    Sammanfattning : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. LÄS MER

  5. 14. The impact of environmental performance on credit ratings

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Marta Celina Brejwo; [2023]
    Nyckelord :ESG; CSR; Environmental performance; Credit ratings; Credit risk; Business and Economics;

    Sammanfattning : This paper aims to investigate the relationship between environmental performance and credit ratings on the Asian, European, and North American market in the context of the ESG framework over a period of ten years through 2013-2022. Through the usage of primarily POLS and POLS with a fixed year effect model, 242 firms across the different regions are studied on an aggregate level, in terms of being consumer oriented and manufacturing intensive as well as on a regional level in order to explore said relationship. LÄS MER

  7. 15. A Study of Risk Factor Models: Theoretical Derivations and Practical Applications

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Yuanlin Dong; [2023]
    Nyckelord :interest rates; foreign exchange rates; models; counterparty credit risk; räntor; valutakurser; modeller; motpartsrisk;

    Sammanfattning : This thesis provides an end-to-end picture of the modelling of interest rates and Foreign Exchange (FX) rates. We start by defining the FX rates and the interest rates. After having a good understanding of the basics, we take a deep dive into the approaches commonly used to model interest rates and FX rates respectively. LÄS MER