Sökning: "Credit score"

Visar resultat 1 - 5 av 25 uppsatser innehållade orden Credit score.

  1. 1. The impact of ESG score on firm's cost of capital and riskiness

    Kandidat-uppsats,

    Författare :William Berntsson; [2019-07-05]
    Nyckelord :;

    Sammanfattning : This paper investigates the relationship between a firm´s Thomson Reuters ESG score and its weighted average cost of capital & implied credit default swap spread. The research is conducted on the Swedish stock exchanges and uses all available firms with an available ESG score. The effect is measured from 2017 to 2019. LÄS MER

  2. 2. Yield spread på den svenska företagsobligationsmarknaden - En kvantitativ studie om förhållandet mellan yield spread och företagsspecifika variabler på den svenska obligationsmarknaden

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Johan Långelid; Joakim Svensson; [2019-02-01]
    Nyckelord :Yield spread; Corporate bonds; Credit score; Key ratios; Default risk;

    Sammanfattning : Purpose: The purpose of the study is to explain how company-specific factors affect yieldspread on the Swedish corporate bond market, a market that has grown significantly over thepast decade.Theory: The theoretical frame of reference is based on research articles published inrecognized journals that primarily deal with credit risk but also other risk components thataffect the yield spread. LÄS MER

  3. 3. Machine Learning in Banking : Exploring the feasibility of using consumer level bank transaction data for credit risk evaluation

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Thim Lohse; [2019]
    Nyckelord :;

    Sammanfattning : The financial industry is changing rapidly as a result of the increasing digitization of financial and economic resources and services. With a continuous increase in online payments and decrease in the usage of physical currency a new data source of fine-grained payment activities describing consumer behaviour has emerged. LÄS MER

  4. 4. Leasing Risks and Commercial Real Estate : A Study on the Relationship Between Risk Premium and Leasing Risks

    Master-uppsats, KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Författare :Peter Bohman; Erik Karlsson; [2019]
    Nyckelord :Credit rating; Information transparency; asymmetric information; Moral hazard; Altman z-score; Risk premium; yields; Leasing risks; occupier; tenant risks; Kreditvärdighet; Informations transparens; asymmetrisk information; Moral hazard; Altman z-score; Risk premium; avkastningskrav; hyresgästrisk; hyresgäst; motpartsrisk;

    Sammanfattning : Purpose: The purpose of this thesis paper is to evaluate what the current market practice of real estatevaluation and investment decisions is when it comes to different leasing risks and the risk premium.With regard to some of the ongoing trends within real estate, it is believed that investor preferencesaffect the market practice and the underlying theories of valuation does not fully comply to the currentmarket practice. LÄS MER

  5. 5. Hållbarhet och kreditvärdering : En studie om ESG-betygens inverkan på nordiska bolags kreditbetyg

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi; Södertörns högskola/Företagsekonomi

    Författare :Dionne Ekman; Nadja Hertzberg; [2018]
    Nyckelord :Sustainability; CSR; ESG-scores; credit ratings and credit risk; Hållbarhet; CSR; ESG-betyg; kreditbetyg och kreditrisk;

    Sammanfattning : This study aims to investigate the relationship between ESG-scores and credit ratings for Large Cap companies listed on the Nasdaq Nordic Stock Exchange Market. The purpose of the study is also to achieve a deeper understanding of how Swedish banks incorporate sustainability in the credit process. LÄS MER