Sökning: "Moody’s"

Visar resultat 1 - 5 av 12 uppsatser innehållade ordet Moody’s.

1. 1. Orsakar kreditbetygshändelser onormal avkastning? : En kvantitativ studie om Moody's kreditbetyg av bolag på OMXS Large och Mid Cap

   Kandidat-uppsats, Södertörns högskola/Företagsekonomi

   Författare :Emelie Axelsson; Max-Gordon Sundquist; [2023]
   Nyckelord :Credit rating actions; Moody s; Abnormal returns; Event study; Efficient market hypothesis; Kreditbetygshändelser; Moody s; Onormal avkastning; Eventstudie; Effektiva marknadshypotesen;

   Sammanfattning : Bakgrund: Ett osäkert världsläge har lett till högre räntenivåer och många svenska företag hotas med sänkta kreditbetyg. Tidigare forskning har kunnat påvisa att företags aktiekurser påverkas signifikant av kreditbetygsförändringar. LÄS MER

3. 2. Experimental pressure loss analysis in a mini tube for a fully developed turbulent airflow. : Mini channels of lengths 22.5 mm to 150 mm in length with a constant diameter of 1.5 mm

   Master-uppsats, Linköpings universitet/Mekanisk värmeteori och strömningslära

   Författare :Soumen Ghosh; [2022]
   Nyckelord :Experimental fluid mechanics; Pressure drop; friction factor; Internal flow; fully developed flow; turbulent flow; Fluid mechanics; Ideal gas; Moody s chart; Additive manufacturing; compressible flow; turbine blade cooling; mini channel;

   Sammanfattning : The cooling systems in a gas turbine are especially important as the turbine blades and vanes are exposed to extreme temperatures. The relatively cool air is extracted from the compressors and fed to the turbines to cool the turbine blades. LÄS MER

4. 3. Predicting Corporate Credit Ratings withMachine Learning Algorithms

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

   Författare :Ola Berger Bungum; [2017]
   Nyckelord :Credit ratings; machine learning; rating agencies; credit risk;

   Sammanfattning : This thesis investigates the performance of machine learning models in predicting long-term issuer credit ratings, relative to the that of traditional statistical modeling approaches. Our dataset consists of 3,992 ratings by S&P, Moody's and Fitch of American non-financial, non-governmental companies, in the period 1 January 2010 through 1 September 2016. LÄS MER

5. 4. Corporate Bond Credit Rating Biases: Issuance Frequency and Yield Spreads

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

   Författare :Axel Wikner; Samuel Marjamaa Hultgren; [2015]
   Nyckelord :corporate bonds; credit rating agencies; frequency; rating bias; rating inflation;

   Sammanfattning : We investigate whether rating agencies (S&P, Moody's and Fitch) award firms who issue corporate bonds frequently, and thereby contributing substantially to rating agencies' revenues, by providing unjustifiably high rating assessments. We also investigate the same bias for firm size and issue size. LÄS MER

7. 5. Predicting Corporate Defaults: Evaluating Moody's Credit Rating Institute

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Alexander Baltaev; Ivaylo Chavdarov; [2014]
   Nyckelord :Credit Ratings.; Probability of Default; Logistic Regression; Merton Model; Moody s; Business and Economics;

   Sammanfattning : The ability of the Merton model and the logistic regression to accurately forecast corporate defaults is evaluated. Additionally, the probability-of-default (PD) estimates obtained from these two models are compared with the corresponding rating class historic default rates presented by Moody’s. LÄS MER