Essays about: "Ricard Radomski"

Found 1 essay containing the words Ricard Radomski.

  1. 1. Stress Testing the Corporate Loans Portfolio of the Swedish Financial Sector

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ricard Radomski; Daniel Forssén; [2009]
    Keywords : Value-at-Risk; Monte Carlo Simulation; Stress testing; macroeconomic credit risk; expected loss; vector autoregression; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : In this study, a macroeconomic credit risk model is applied to Sweden to judge the stability of the Swedish financial system to changes in the macroeconomic environment. Default rates for each industry are regressed against the macroeconomic variables to which Sweden has the greatest exposure and then stress tests are performed on the Swedish corporate loans portfolio to determine whether structural vulnerabilities are present in the financial sector. READ MORE