Essays about: "borrowers"

Showing result 1 - 5 of 81 essays containing the word borrowers.

1. 1. Green Numbers in Grey Areas: A study on what methods credit analysts use to integrate incomplete ESG data in the credit rating process

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Erik Voss-Schrader; Gustav Ryhre; [2024]
   Keywords : Credit; Debt; Rating; ESG; Epistemic;

   Abstract : In response to the urgent need to address global warming, this study investigates the efforts of two credit rating agencies (CRAs), Aries and Orion, to integrate environmental, social, and governance (ESG) factors into their financial analyses amidst challenges posed by inconsistent and unstandardized data. Based on interviews with nine CRA representatives and Knorr Cetina's theory of epistemic cultures, the present study reveals the difficulties faced by the CRAs with directly linking ESG factors to credit ratings. READ MORE

3. 2. Banking sector performance amid crisis : A study on the impact of quantitative easing on bank stock returns in the US during COVID-19

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Barbara Eyram Ephraim; [2023]
   Keywords : bank performance; bank stock returns; monetary policy; quantitative easing;

   Abstract : It is widely accepted that banks are one of the most significant financial intermediaries in any economy, facilitating the flow of capital between savers and borrowers. While this may be the case in many advanced economies, including the US, little research has been done on how the quantitative easing (QE) program of central banks affects bank performance. READ MORE

4. 3. Good Loan, Bad Loan Sustainability-linked loans and the quality of KPIs

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Constantin Boden; [2023]
   Keywords : Sustainable Finance; Sustainability-linked loans; KPIs;

   Abstract : Sustainability-linked loans (SLLs) have quickly grown to be the second-largest type of sustainable debt after green bonds. In theory, SLLs should incentivize borrowers to progress on sustainability objectives by linking the loan's interest margin to specific sustainability key performance indicators (KPIs). READ MORE

5. 4. The Yield Gap : A comprehensive study of the yield spread between prime office yields and five-year swap rates in some of Europe’s most prominent commercial real estate markets

   University essay from KTH/Fastighetsekonomi och finans

   Author : Miranda Jenkins; [2023]
   Keywords : Commercial Real Estate; Property; Five-Year Swap Rate; Prime Office Yield; Financing Costs; Kommersiella fastigheter; femårig swapränta; Prime Kontorsyield; finansieringskostnader;

   Abstract : Global economies are currently in a tumultuous time with high economic distress, inflation, and volatile interest rate markets. Alongside the increased interest rate climate, yield returns throughout property sectors adjust to compensate for the increased risk. READ MORE

6. 5. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

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

   Author : Michael Zanetti; Philip Güzel; [2023]
   Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE