Essays about: "Arvid Rönnblom"

Found 1 essay containing the words Arvid Rönnblom.

  1. 1. Assesing counterparty risk classification using transition matrices : Comparing models' predictive ability

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Sebastian Pörn; Arvid Rönnblom; [2017]
    Keywords : Transition Matrices; Probability of default; Credit risk; one- parameter model; ordered probit model.;

    Abstract : An important part when managing credit risk is to assess the probability of default of different counterparties. Increases and decreases in such probabil- ities are central components in the assessment, and this is where transition matrices become useful. READ MORE