Essays about: "Christian Severinsson"
Found 1 essay containing the words Christian Severinsson.
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1. Measuring credit risk: The relation between CDS Spreads, the modified Merton model and credit ratings
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Prior articles and reports have named Credit Default Swap (CDS) spreads as a plausible indicator of default risk. In this report, the authors present a significant correlation between CDS spreads and two other more acknowledged methods of measuring default risk probabilities; the modified Merton model and credit ratings from the rating institute Moody’s. READ MORE
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