Search for dissertations about: "Credit losses"

Showing result 1 - 5 of 6 swedish dissertations containing the words Credit losses.

2. 1. Pricing Portfolio Credit Derivatives

   Author : Alexander Herbertsson; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

   Abstract : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. READ MORE

4. 2. Disclosures and Judgment in Financial Reporting - Essays on accounting quality under International Financial Reporting Standards

   Author : Emmeli Runesson; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Accounting quality; Judgment; Disclosures; Principles-based Accounting; Employee Benefits; Credit losses;

   Abstract : As capital markets become more integrated and globalized, standard setting in financial accounting faces multiple challenges. Financial accounting standards must adapt and change in ways that make them usable to firms in varying institutional and economic settings, and by extension, make the financial state- ments produced under those standards useful to capital market participants worldwide. READ MORE

5. 3. The Liability of Credit Rating Agencies to Investors – A Swedish Perspective

   Author : Emil Nästegård; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; private law civilrätt ; penal law straffrätt ; financial market law finansmarknadsrätt ; tort law skadeståndsrätt ; credit rating agencies kreditvärderingsinstitut ; negligent misstatement oaktsamt vilseledande ; EU law EU-rätt ;

   Abstract : Credit rating agencies are vital to the operation of the global financial markets. They rate the ability of debtors to make timely interest payments and the likelihood of default. READ MORE

6. 4. Supply and value chain analyses of warqe food products in relation to post-harvest losses

   Author : Ashenafi Chaka Tuffa; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES;

   Abstract : Post-harvest losses are a global problem and are of critical importance in food-insecure countries such as Ethiopia. Losses of root and tuber crops are known to be high in developing countries, where many of the population are dependent on these crops. Warqe (Ensete ventricosum (Welw.) Cheesman) is a staple crop in Ethiopia. READ MORE

7. 5. Risk and Rates of Time Preferences of Farm Households in Ethiopia: Implications on land investment decisions

   Author : Mahmud Yesuf; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : Summary Paper 1: Risk Preferences of Farm Households in Ethiopia: Implications to Land Investment Decisions This paper measures farmers' attitude towards risk using an experimental approach for a sample of 262 farm households in Ethiopian highlands. We find more than 50 percent of the households in severe to extreme risk aversion category, unlike similar studies in Asia, where the vast majorities are found under moderate to intermediate risk aversion category. READ MORE