Search for dissertations about: "Credit Risk"

Showing result 1 - 5 of 46 swedish dissertations containing the words Credit Risk.

  1. 1. Essays on Credit Risk

    Author : Caren Guo Nielsen; Lunds universitet.; Lund University.; [2015]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

  2. 2. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance

    University dissertation from Lund University School of Economics and Management, Department of Business Administration

    Author : Sara Lundqvist; Lunds universitet.; Lund University.; [2014]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Enterprise risk management; holistic risk management; risk management; risk governance; corporate governance; credit risk; credit ratings; credit default swap spreads;

    Abstract : Firms began to abandon the “silo” approach to risk management for more integration in the risk management system. Enterprise risk management (ERM) emerged as a framework for the management of integrated risks in a strategy setting supported by risk governance. READ MORE

  3. 3. Essays on credit markets and banking

    University dissertation from Umeå : Umeå University

    Author : Ulf Holmberg; Umeå universitet.; [2012]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial stability; credit market; banking; agent based model; simulations; disequilibrium; clearing market; business cycle; risk; organization; ekonometri; Econometrics; nationalekonomi; Economics;

    Abstract : This thesis consists of four self-contained papers related to banking, credit markets and financial stability.    Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. READ MORE

  4. 4. Credit risk assessment in different contexts : The influence of local networks for bank financing of SMEs

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Lars Silver; Uppsala universitet.; [2001]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; Credit risk assessments; Local networks; Bank financing; SMEs; Företagsekonomi; SOCIAL SCIENCES Business and economics Business studies; SAMHÄLLSVETENSKAP Ekonomi Företagsekonomi; Business Studies; företagsekonomi;

    Abstract : The Swedish banking crisis a decade ago was ultimately caused by the banks' failure in their assessments of the credit-risk of firms. Since then, Swedish banks have tried different organizational structures in order to safeguard the lending process. READ MORE

  5. 5. Information and Default Risk in Financial Valuation

    University dissertation from Uppsala : Department of Mathematics, Uppsala University

    Author : Marta Leniec; Uppsala universitet.; [2016]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Abstract : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. READ MORE