Sökning: "Default value."

Visar resultat 1 - 5 av 105 uppsatser innehållade orden Default value..

  1. 1. ESG Performance and Probability of Default

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Julius Bengtsson; Magnus Fredriksson; [2024]
    Nyckelord :ESG; CSR; Stakeholder Theory; Probability of Default;

    Sammanfattning : This study aims to investigate how firms' ESG performance affects their probability of default for Nordic listed firms. Based on stakeholder theory as well as findings from previous literature, we hypothesise that this relationship is negative as our main hypothesis. LÄS MER

  3. 2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Sammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER

  4. 3. Are AI-Photographers Ready for Hire? : Investigating the possibilities of AI generated images in journalism

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Andrea Breuer; Isac Jonsson; [2023]
    Nyckelord :Stable Diffusion; text-to-image generating models; ordinal logistic regression; journalism; machine learning; AI;

    Sammanfattning : In today’s information era, many news outlets are competing for attention. One way to cut through the noise is to use images. Obtaining images can be both time-consuming and expen- sive for smaller news agencies. LÄS MER

  5. 4. Shareholder Advantage and Short-Term Leverage

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Nikola Pajkic; Pratik Kulkarni; [2023]
    Nyckelord :Bargaining; Default; Debt maturity structure; Rollover risk;

    Sammanfattning : We find a correlational relationship between proxies of shareholder bargaining power and liquidation costs (indicating the value extraction ability of shareholders from debtholders in reorganization in default) and short-term leverage. Theoretical literature suggests to us that firms with higher shareholder advantage will reduce their short-term leverage to a greater extent than those with lower shareholder advantage (due to shareholders disliking commitment to rollover risk) in a systemic shock to bond market liquidity, i. LÄS MER

  7. 5. Optimizing ERP Recommendations Using Machine Learning Techniques

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Författare :Ante Jeremiah; [2023]
    Nyckelord :Machine Learning; Imbalanced;

    Sammanfattning : This study explores the application of a recommendation engine in collaboration with Fortnox. The primary focus of this paper is to find potential improvements for their recommendation engine in terms of accurate recommendation for users. LÄS MER