Essays about: "CDS Spread"
Showing result 11 - 15 of 34 essays containing the words CDS Spread.
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11. The Impact of Competition on Bank Risk Taking Under Negative Policy Rates
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We show that competition has a significant impact on the transmission of negative monetary policy rates via bank risk taking. By comparing stock returns for banks before and after the introduction of negative monetary policy rates, it is evident that high-deposit banks in highly competitive financial markets experienced the sharpest decline in net worth. READ MORE
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12. Economic Policy Uncertainty and Credit Risk - A cross sectional analysis of company specific CDS spreads across nine industries in the U.S market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We analyse the effects political uncertainty has on the credit risk embedded in the term structure of single name credit default swap spreads across nine industries in the United States. After running a set of panel regressions, we find that economic policy uncertainty has a widening effect on the spreads. READ MORE
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13. Market Reaction to Seasoned Equity Offerings by European Banks during the Recent Financial Crisis
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis attempts to assess the short-term costs of raising new equity for European banks during the recent crisis. We analyze the effect of seasoned equity offerings (SEOs) on stock prices and CDS spreads, using an event study methodology. READ MORE
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14. The impact of Credit Rating Announcements on Credit Default Swap Spreads - An empirical study of the North American Credit Default Swap Market before, during and after the global financial crisis of 2008-2009
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : A Credit Default Swap spread is a reliable measure of credit risk as it is the compensation demanded by a party to bear this risk. Officially, credit risk is denoted as credit ratings announced by credit rating agencies. READ MORE
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15. Analysing Credit Default Swap Spreads of European Banks
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : This paper investigates the determinants of the credit default swaps changes of 34 European banks between January 2004 and December 2013. The sample period is further divided into four sub-periods covering both calm and turbulent times (pre-crisis, acute phase and less acute phase of the financial crisis, and the most recent European sovereign debt crisis). READ MORE
