Sökning: "Isabel Fransén Eklund"

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  1. 1. Nordic Banks - Credit Risk and Risk Linkages

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Mahlanen; Isabel Fransén Eklund; [2015]
    Nyckelord :banking crisis; probability of default; Merton; Hall and Miles; VaR; CoVaR; Business and Economics;

    Sammanfattning : The recent global financial crisis has once again shown how fragile the financial system is. This essay investigates the credit risk in the Nordic banking sector by measuring the probability of default of the six major Nordic banks. This is done by using the Merton (1974) model which utilizes stock prices as well as balance sheet data. LÄS MER