Essays about: "Erik Emilsson"

Found 1 essay containing the words Erik Emilsson.

  1. 1. Prediction of default: A comparison of the ability of credit ratings and credit default swaps to predict default in financial companies

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

    Author : Carl Emilsson; Erik Skog; [2009]
    Keywords : Credit ratings; Credit default swaps; Probability of default; Financial companies;

    Abstract : This thesis compares the ability of credit default swaps and credit ratings to estimate probability of default in the financial sector by examining 40 European and US based financial companies during the period June 30, 2006 to June 30, 2009. No statistically significant difference is found between the two methods in the default probabilities given to the companies in the sample. READ MORE