Search for dissertations about: "GROUP LENDING RISK"

Found 2 swedish dissertations containing the words GROUP LENDING RISK.

2. 1. Essays on credit markets and banking

   Author : Ulf Holmberg; Kurt Brännäs; Jörgen Hellström; Peter Englund; Umeå universitet; []
   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. 2. Empirical Essays in Finance

   Author : Jan Schnitzler; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : Stock Price Elasticity and Control Ownership. Stocks included in the S&P 500 experience abnormal returns. Supporting a demand pressure explanation, this paper documents that the price impact is larger for stock of which a significant fraction is held by controlling shareholders. READ MORE