Essays about: "Probability of default. Default probability"

Showing result 36 - 40 of 97 essays containing the words Probability of default. Default probability.

  1. 36. 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

  3. 37. 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

  4. 38. 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

  5. 39. Modelling Credit Risk: Estimation of Asset and Default Correlation for an SME Portfolio

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

    Author : Yaxum Cedeno; Rebecca Jansson; [2018]
    Keywords : Basel Capital Accord; Capital Requirements; SME; Portfolio Credit Risk; Monte-Carlo Simulations; Risk Weighted Assets RWA .; BaselKapitalavtal; Kapitalkrav; SME; PortföljKreditrisk; Monte-Carlo Simuleringar; Riskvägda Tillgångar RWA .;

    Abstract : When banks lend capital to counterparties they take on a risk, known as credit risk which traditionally has been the largest risk exposure for banks. To be protected against potential default losses when lending capital, banks must hold a regulatory capital that is based on a regulatory formula for calculating risk weighted assets (RWA). READ MORE

  6. 40. Safety analysis on digital hydraulics : Redundancy study for aviation applications

    University essay from Linköpings universitet/Fluida och mekatroniska system

    Author : Robert Pettersson; [2018]
    Keywords : ;

    Abstract : Digital hydraulic actuators (DHA) are an interesting new technology that couldreplace todays system with inefficient proportional valves. By using an arrayof on/off valves the hydraulic pressures are discretised. This gives a fixed setof force outputs that can be used to control the actuator. READ MORE