Essays about: "daniel forssen"
Found 1 essay containing the words daniel forssen.
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1. Stress Testing the Corporate Loans Portfolio of the Swedish Financial Sector
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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