Sökning: "Simone Rebeggiani"

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  1. 1. Rating Changes - Can they be predicted with the Merton model?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Simone Rebeggiani; Marcus Westerlund; [2012]
    Nyckelord :The Merton model; credit risk; credit rating; rating changes; rating prediction; Business and Economics;

    Sammanfattning : Purpose: The purpose of the thesis was to investigate if the Merton model had any predictive power of changes in Moody’s credit ratings and if there was a difference in the predictability between upgrades and downgrades. This was done in an effort to either support or dismiss the opinion that credit ratings are lagging. LÄS MER