Essays about: "Probability of default. Default probability"

Showing result 11 - 15 of 74 essays containing the words Probability of default. Default probability.

  1. 11. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application

    University essay from Göteborgs universitet/Graduate School

    Author : Jesper Karlsson; [2018-07-04]
    Keywords : Risk Management; Migration Analysis; Intensity Models; IFRS 9; Basel Accords; Portfolio Stress Test;

    Abstract : MSc in Finance.... READ MORE

  3. 12. Interest Rate Sensitivity of Real Estate Companies Income Statements

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Sebastian Lindeborg; Karl Ågren; Samuel Hammarling; [2018]
    Keywords : Real estate companies; repo rate; income statement sensitivity; pricing of debt; mixed methods research; Business and Economics;

    Abstract : Title: Interest Rate Sensitivity of Real Estate Companies’ Income Statements - A Study on the Swedish Market in a Low Rate Environment Seminar date: 11th of January 2018 Course: FEKH89, Bachelor Degree Project in Financial Management, Undergraduate Level Authors: Karl Ågren, Samuel Hammarling and Sebastian Lindeborg Advisor: Anamaria Cociorva Key words: Real estate companies, repo rate, income statement sensitivity, pricing of debt, mixed methods research Purpose: The purpose of this study is to empirically investigate the sensitivity of Swedish real estate companies’ income statements towards a 100 basis point increase in the Riksbank’s repo rate. Methodology: A mixed methods research approach is employed. READ MORE

  4. 13. Macroeconomic factors in Probability of Default : A study applied to a Swedish credit portfolio

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

    Author : Hermina Antonsson; [2018]
    Keywords : Macroeconomic factors; Probability of Default; IFRS 9; credit risk; mortgage loans; Makroekonomiska faktorer; Probability of Default; IFRS 9; kreditrisk; bolån;

    Abstract : Macroeconomic conditions can impact the payment capacity of individual mortgage holders' household loans. If the clients of a bank's retail credit portfolio experience deteriorating paymentcapacity it will reflect on the probability of default of the overall portfolio. READ MORE

  5. 14. Preferred Stock – Debt or Equity?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Can Telmen; Daniel Mohall; [2018]
    Keywords : Preferred stock; Debt; Equity; Distance to default; Hybrid Assets; Business and Economics;

    Abstract : There has been previous research on the subject of preferred stock and its classification as debt or equity. This thesis adds to the discussion by incorporating a comprehensive measure for financial standing. READ MORE

  6. 15. Distressed Mergers and Acquisitions

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Stefan Pelov; Hong Hanh Nguyen; [2018]
    Keywords : Bidder Default Risk; Distressed Acquisitions; Default Risk; Distance-to-Default; Financing Methods; Mergers and Acquisitions; Probability of Default; Risk Effects; Target’s Distress Level; Business and Economics;

    Abstract : .... READ MORE