Search for dissertations about: "credit default swap"
Showing result 1 - 5 of 7 swedish dissertations containing the words credit default swap.
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1. Essays on Credit Risk
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
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2. Pricing Portfolio Credit Derivatives
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
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3. Essays on Corporate Growth and Corporate Credit Risk
Abstract : This doctoral dissertation contributes to research on financial economics. It consists of an overall introduction and three independent papers. The first paper, “A Theory of Gazelle Growth: Competition, Venture Capital Finance, and Policy,” examines how young fast-growing small firms, called gazelles, develop. READ MORE
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4. Essays on Sovereign Credit Risk and Credit Default Swap Spreads
Abstract : This doctoral thesis consists of 4 self-contained chapters: Sovereign Credit Default Swap Premia. This comprehensive review of the literature on sovereign CDS spreads highlights current academic debates and contrasts them with contradictory statements from the popular press. Real Economic Shocks and Sovereign Credit Risk. READ MORE
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5. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance
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