Essays about: "Ruslan Huseynov"

Found 1 essay containing the words Ruslan Huseynov.

  1. 1. Credit Risk in the Swedish Economy – A quantitative study of default rates

    University essay from Handelshögskolan vid Umeå universitet (USBE)

    Author : Ruslan Huseynov; [2012]
    Keywords : credit risk; one factor model; sector analyze; aggregate economy;

    Abstract : The aim of this research is to produce a model allowing me to estimate the credit risks in the aggregate and the sectors levels of the Swedish economy in response to the evaluation of key macroeconomic variables. In order to estimate the credit risk models for the Swedish economy, one-factor models were used and the employed data were covering the period from 2003 to 2011. READ MORE