Sökning: "credit default swap"
Visar resultat 16 - 20 av 65 uppsatser innehållade orden credit default swap.
16. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. LÄS MER
17. Credit Risk Modeling and Implementation
Master-uppsats, Umeå universitet/Institutionen för fysikSammanfattning : The financial crisis and the bankruptcy of Lehman Brothers in 2008 lead to harder regulations for the banking industry which included larger capital reserves for the banks. One of the parts that contributed to this increased capital reserve was the the credit valuation adjustment capital charge which can be explained as the market value of the counterparty default risk. LÄS MER
18. Har Sveriges storbanker blivit säkrare?
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Syftet med denna studie är att undersöka om marknadsrisken för de fyra svenska storbankerna har minskat i och med ökad kapitaltäckning. Finansiell teori implicerar att höjd kapitaltäckning bör resultera i minskad risk i aktiepriset. LÄS MER
19. Exploring the Factors of the Credit Default Swap Spread in Different Business Sectors
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : In this study, we investigate the effect of market factors on credit default swap spreads aggregated by specific business sectors. The market factors include commodity spot prices, foreign exchange spot prices, equity index prices and interest swap rates. LÄS MER
20. The Influence of Political Risk on CDS Spreads - Differences between banks and other large firms
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This thesis investigates the influence of country-specific political risk on credit default swap spreads. The research includes a sample of 30 companies over a time period of more than 13 years. The companies are divided into two sets of sub-groups, dependent on whether they are banks or not and which country they are based in. LÄS MER