Sökning: "shadow rating"

Hittade 5 uppsatser innehållade orden shadow rating.

1. 1. Applying the Shadow Rating Approach: A Practical Review

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Viktor Barry; Carl Stenfelt; [2023]
   Nyckelord :Shadow Rating; probability of default; low default portfolio; credit risk; statistical learning; financial regulation; Basel; Pluto and Tasche; Skuggrating; sannolikhet av fallissemang; lågfallissemangsportfölj; kreditrisk; statistisk inlärning; finansiella regelverk; Basel; Pluto och Tasche;

   Sammanfattning : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. LÄS MER

3. 2. Optimal Credit Rating with Regard to Capital Structure : A Mixed Method Study on the Swedish Real Estate Market

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Ludvig Engwall; Martin Bjerring; [2021]
   Nyckelord :Credit rating; Capital structure; Real estate; WACC; Capital market; Kreditbetyg; Kapitalstruktur; Fastigheter; WACC; Kapitalmarknad;

   Sammanfattning : In Sweden, the demand for official credit ratings has historically not been as substantial as in other parts of the world. This due to the fact that Swedish banks up until recently provided the market with shadow ratings. LÄS MER

4. 3. Corporate Hybrid Bonds

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Johan Ahlberg; Anton Jansson; [2016]
   Nyckelord :Corporate finance; Real Estate; Capital Structure; Företagsfinansiering; Fastigheter; Kapitalstruktur;

   Sammanfattning : Hybrid securities do not constitute a new phenomenon in the Swedish capital markets. Most commonly, hybrids issued by Swedish real estate companies in recent years are preference shares. Corporate hybrid bonds on the other hand may be considered as somewhat of a new-born child in the family of hybrid instruments. LÄS MER

5. 4. 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

7. 5. Credit Rating - An essential tool for SwedishReal Estate Companies on a growing CapitalMarket for Real Estate Bonds?

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Oscar Hägglund; Hampus Ållemark; [2014]
   Nyckelord :Capital market; corporate bonds; financial system; credit rating; real estate financing; shadow rating; investment grade; credit risk; Kapitalmarknaden; företagsobligationer; fastighetsobligationer; kreditvärdering; kreditrating; fastighetsfinansiering; skuggrating; investment grade; kreditrisk;

   Sammanfattning : The capital market, with financial instruments such as corporate bonds, has over the last years emerged as an alternative financing source for Swedish real estate companies. A seemingly unexplored market which given the real estate companies the possibility to diversify their loan stock and limit their exposure towards the bank. LÄS MER