Essays about: "Default value."

Showing result 1 - 5 of 88 essays containing the words Default value..

  1. 1. ESG Performance and Probability of Default

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Julius Bengtsson; Magnus Fredriksson; [2024]
    Keywords : ESG; CSR; Stakeholder Theory; Probability of Default;

    Abstract : This study aims to investigate how firms' ESG performance affects their probability of default for Nordic listed firms. Based on stakeholder theory as well as findings from previous literature, we hypothesise that this relationship is negative as our main hypothesis. READ MORE

  3. 2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

  4. 3. Are AI-Photographers Ready for Hire? : Investigating the possibilities of AI generated images in journalism

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Andrea Breuer; Isac Jonsson; [2023]
    Keywords : Stable Diffusion; text-to-image generating models; ordinal logistic regression; journalism; machine learning; AI;

    Abstract : In today’s information era, many news outlets are competing for attention. One way to cut through the noise is to use images. Obtaining images can be both time-consuming and expen- sive for smaller news agencies. READ MORE

  5. 4. Shareholder Advantage and Short-Term Leverage

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nikola Pajkic; Pratik Kulkarni; [2023]
    Keywords : Bargaining; Default; Debt maturity structure; Rollover risk;

    Abstract : We find a correlational relationship between proxies of shareholder bargaining power and liquidation costs (indicating the value extraction ability of shareholders from debtholders in reorganization in default) and short-term leverage. Theoretical literature suggests to us that firms with higher shareholder advantage will reduce their short-term leverage to a greater extent than those with lower shareholder advantage (due to shareholders disliking commitment to rollover risk) in a systemic shock to bond market liquidity, i. READ MORE

  6. 5. Optimizing ERP Recommendations Using Machine Learning Techniques

    University essay from Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Author : Ante Jeremiah; [2023]
    Keywords : Machine Learning; Imbalanced;

    Abstract : This study explores the application of a recommendation engine in collaboration with Fortnox. The primary focus of this paper is to find potential improvements for their recommendation engine in terms of accurate recommendation for users. READ MORE