Essays about: "credit risk management thesis"

Showing result 16 - 20 of 52 essays containing the words credit risk management thesis.

  1. 16. An analysis of the underlying variables on the credit spread of the Swedish corporate bond market

    University essay from KTH/Matematisk statistik

    Author : Markus Olofsgård; Philip Göransson; [2020]
    Keywords : Statistics; applied mathematics credit spread; regression analysis; corporate bonds; Statistik; tillämpad matematik; kreditspread; regressionsanalys; företagsobligationer;

    Abstract : The purpose of this thesis is to define which variables affect the average credit spread on the Swedish bond market. The study is conducted via the help of Enter Fonder, who contributes with data and insight into the Swedish corporate bond market. Earlier research has put a lot of weight on the connection between default risk and credit spread. READ MORE

  3. 17. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach

    University essay from KTH/Optimeringslära och systemteori

    Author : Magnus Orrsveden; Emil Tarukoski; [2019]
    Keywords : Collateral Management; Collateral optimization; Operations Research; Linear Programming; Collateral Management; Collateral optimization; Operations Research; Linear Programming;

    Abstract : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. READ MORE

  4. 18. Worst Credible Process Fire: Experiences from the Norwegian Petroleum Industry

    University essay from Lunds universitet/Riskhantering (CI); Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Linnéa Tengvall; [2019]
    Keywords : Worst Credible Process Fire; Norwegian offshore industry; offshore fire safety; offshore process safety; offshore design; Technology and Engineering;

    Abstract : The term Worst Credible Process Fire (WCPF) was introduced to the Norwegian Petroleum Industry as a complement to the probabilistic approach to define design loads for offshore facilities. Currently there are mainly two documents about the WCPF being the SINTEF report (2017) and the definition in NORSOK S-001 (2018). READ MORE

  5. 19. Government yield spread determinants in the eurozone and the effect of the European debt crisis

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Arian Kalantari; [2019]
    Keywords : Government bonds; yield spread; eurozone; European debt crisis; risk; Statsobligationer; räntor; spread; euroområdet; risk; skuldkrisen;

    Abstract : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. READ MORE

  6. 20. The Effects of Corporate Social Performance (CSP) on Credit Ratings - Evidence from the European Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Gustav Johannesson; Oscar Zedendahl; [2019]
    Keywords : Corporate Social Responsibility CSR ; Corporate Social Performance CSP ; ESG Factors; Credit Ratings; European Rating Market; Business and Economics;

    Abstract : Purpose: The purpose of this thesis is to fill the existing research gap in Europe by examining the effect of corporate social performance (CSP) on firms’ credit ratings. Methodology: Through a quantitative research strategy, we examine the relationship between CSP and firms’ credit rating using a fixed effects regressions analysis based on a panel data set. READ MORE