Sökning: "Default risk"
Visar resultat 1 - 5 av 199 uppsatser innehållade orden Default risk.
1. Yield spread på den svenska företagsobligationsmarknaden - En kvantitativ studie om förhållandet mellan yield spread och företagsspecifika variabler på den svenska obligationsmarknadenKandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen
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
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : The goal of this thesis is to investigate whether market participants considered possible government guarantees when valuing banks' equity before the recent financial crisis and to what extent the market value of banks' equity is useful to estimate their exposure to systemic risk. Using a theoretical approach, we first present our argument that anticipated government guarantees in case of a systemic breakdown lead to financing costs of debt being independent from a bank's exposure to systemic risk. LÄS MER
- Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
Sammanfattning : It is essential for a bank to estimate the credit risk it carries and the magnitude of exposure it has in case of non-performing customers. Estimation of this kind of risk has been done by statistical methods through decades and with respect to recent development in the field of machine learning, there has been an interest in investigating if machine learning techniques can perform better quantification of the risk. LÄS MER
4. Implementing and testing possible hedging strategies to minimise value fluctuations in a defaulted portfolioMaster-uppsats, Umeå universitet/Institutionen för fysik
Sammanfattning : A Central Counterparty (CCP) handles clearing between its members and can mutualise and reduce the counterparty and credit risk in a network. In the case of a clearing member defaulting on its obligations, the defaulted portfolio will be taken over by the CCP, which will attempt to close out the positions as quickly as possible. LÄS MER
- Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för programvaruteknik
Sammanfattning : The growth of Internet of Things is steadily increasing, both in Sweden and globally. This relative new technology improves the lives of many; but at the price of their security, privacy and safety. This thesis consists of a literature study and an online survey. LÄS MER