Sökning: "Sovereign risk rating"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Sovereign risk rating.

1. 1. Beyond Credit Ratings: The Role of (E)SG in Sovereign Debt Investments

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

   Författare :Oscar Wollmann; Filip Frisk; [2023]
   Nyckelord :ESG rating; Sovereign debt investments; Sovereign bond yields; Sustainability;

   Sammanfattning : The study investigates the correlation between ESG performance and sovereign bond yield spreads using regression analysis. The results reveal a significant negative correlation between the Governance and Social indices and bond spreads, emphasising the importance of good governance practices and social stability in reducing the risk of sovereign debt default. LÄS MER

3. 2. The effect of target countries’ economic performance on the success of cross-border mergers and acquisitions – A short-term study in the European Union

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Isabel Figueiredo; Vanessa Gehle; [2018]
   Nyckelord :Cross-border Mergers and Acquisitions M As ; Economic performance; Cumulative Abnormal Returns CAR ; European Union EU ; Sovereign risk rating; Business and Economics;

   Sammanfattning : .... LÄS MER

4. 3. Responding to the Eurozone Crisis - Applying the Shadow Rating Approach to Determine Economic Capital for Sovereign Exposures

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Simon Koskinen Rosemarin; [2014]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : The recent European sovereign-debt crisis has made it clear that exposures towards sovereigns contain credit risk. However, according to the Basel framework's standardized approach banks are not required to hold any regulatory capital for highly rated sovereigns. LÄS MER

5. 4. Determinants of the Sovereign Credit Default Swap Market

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

   Författare :Felix Roelkens; [2013]
   Nyckelord :Sovereign Credit Default Swap; Trading Volume Determinants; Credit Ratings; Empirical Analysis; DTCC Trading Data;

   Sammanfattning : This thesis investigates the determinants of sovereign CDS market activity for a sample of 59 sovereigns during the period of 2008 to 2012. The results indicate that CDS market activity is linked to global and country-specific factors, namely investors' global risk perceptions,the global business climate, the global financial sector health, the volatility of the local business climate and the ability to pay back USD denominated debt. LÄS MER

7. 5. Determinants of Sovereign Defaults: An examination of fundamental factors derived from credit ratings

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Martin Kalliomäki; [2012]
   Nyckelord :Sovereign Defaults; Credit Ratings; Rating Determinants; Random Effects; Panel Data; Binary Choice; Logit; Business and Economics;

   Sammanfattning : Credit rating agencies have in recent literature been found to base their sovereign ratings on the same range of macroeconomic fundamentals. The purpose of this study is to find out whether these credit rating determinants are valid predictors when explaining actual defaults and not only affect the perceived creditworthiness of sovereigns. LÄS MER