Sökning: "moody s"

Visar resultat 6 - 10 av 37 uppsatser innehållade orden moody s.

  1. 6. The impact of Credit Rating Announcements on Credit Default Swap Spreads - An empirical study of the North American Credit Default Swap Market before, during and after the global financial crisis of 2008-2009

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Andreas Luczak; Laurynas Ruzgas; [2015]
    Nyckelord :credit rating announcements; credit default swap spread; CDS spreads; event study; Moody’s; credit rating agencies; financial crisis; recession; Business and Economics;

    Sammanfattning : A Credit Default Swap spread is a reliable measure of credit risk as it is the compensation demanded by a party to bear this risk. Officially, credit risk is denoted as credit ratings announced by credit rating agencies. LÄS MER

  3. 7. KREDITBETYG – ÅSIKTER FÖR DÖVA ÖRON?

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Jonas Strömqvist; Gustav Silvegren; David Mellander; [2015]
    Nyckelord :Kreditbetyg; eventstudie; outlook; kapitalstruktur; nedgradering Credit ratings; event study; capital structure; downgrades; Business and Economics;

    Sammanfattning : Examensarbetets titel: Kreditbetyg – åsikter för döva öron? – En studie om nedgraderade kreditbetygs inverkan på nordiska bolags aktiekurser Syfte: Studiens syfte är att undersöka om ett bolags nedgraderade kreditbetyg genererar negativ abnorm avkastning för dess aktie. Studien undersöker även huruvida faktorer såsom kapitalstruktur, outlook och finanskrisen har effekt på eventuell negativ abnorm avkastning. LÄS MER

  4. 8. Political rhetoric vs. economic policy : – the case of Nicaragua

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Sten Ström; [2014]
    Nyckelord :“leftist” and “rightist” ideologies and economic policy; income distribution; inequality; macro-economic indicators;

    Sammanfattning : Political ideologies translate into both rhetoric and actual economic policy, and both are important factors for explaining economic development such as foreign direct investment and the distribution of growth. In Nicaragua, the government calls itself “socialist”, but neither local big business nor rating firms or foreign investors seem to be anxious. LÄS MER

  5. 9. What Drives the Difference in Probability of Default from Reduced Form- and Structural Approaches

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Madelene Larsson; Albin Ädel; [2014]
    Nyckelord :Keywords: Credit Default Swaps; CDS; probability of default; reduced form model; market price of risk; risk neutral measure; physical measure; elastic net.; Mathematics and Statistics;

    Sammanfattning : This Master Thesis successfully explains the difference in probability of default implied by Credit Default Swaps, traded by the market, and the benchmark Moody’s EDFTM. The difference is explained by the market price of risk, related to the Girsanov kernel, allowing us to transform the risk neutral measure Q to the physical measure P. LÄS MER

  7. 10. 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