Essays about: "determinants of default"

Showing result 1 - 5 of 21 essays containing the words determinants of default.

1. 1. Bankruptcy determinants among Swedish SMEs : - The predictive power of financial measures

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Oliver Andersson; Henning Kihlberg; [2022]
   Keywords : bankruptcy; default; probability of default; bankruptcy prediction; bankruptcy determinants; SMEs; financial measures; logistic regression;

   Abstract : The main purpose of this paper is to provide evidence of financial leverage, liquidity, profitability, and firm size ability to predict bankruptcy of Swedish small and medium-sized enterprises (SMEs), and to create a bankruptcy prediction model for Swedish SMEs. The sample consists of 1086 Swedish SMEs, among which 543 did go bankrupt between 2015 and 2019. READ MORE

3. 2. The Determinants of CDS Spreads During the COVID-19 Pandemic

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Anton Flygare; Fredrik Tingets; [2022]
   Keywords : Credit Default Swap; CDS spreads; Credit Risk; COVID-19; Business and Economics;

   Abstract : This paper investigates the determinants of CDS spreads in the US, following the spread of the COVID-19 pandemic in early 2020. The pandemic led to an increased volatility and credit risk, as supply and demand suffered. By introducing measures related to COVID-19 we try to explain changes in CDS spreads in the US during the pandemic. READ MORE

4. 3. The Smile of Corporate Bonds : Size Risk Premium on the Swedish Corporate Bond Market

   University essay from KTH/Fastigheter och byggande

   Author : Oscar Andersson; [2021]
   Keywords : Real Estate Economics; Corporate bonds; Determinants; Panel Data Regression; Fastighetsekonomi; Företagsobligationer; Determinanter; Paneldataregression;

   Abstract : This paper examines whether the total amount issued of a company has an effect on corporate bonds’ yield spreads on the Swedish debt capital market. With panel data regression of over 150,000 observations from over 20 investment graded companies, it is found that the relationship is smile-like. READ MORE

5. 4. The Impact of Brexit on Levels of Corporate Credit Risk: Evidence from UK and EU Non-financial Companies

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Veronika Výstupová; Haidar Almahrouq; [2019]
   Keywords : Brexit; credit risk; probability of default; Merton model; panel data analysis; Business and Economics;

   Abstract : The impact of the UK’s decision to leave the EU has received a lot of attention in scientific research in recent years. The effect of Brexit on many different variables and factors related to financial markets and general economy has been studied extensively. Corporate credit risk is, however, an area which did not receive as much attention. READ MORE

6. 5. P2P LENDING MARKET: DETERMINANTS OF INTEREST RATE AND DEFAULT RISK

   University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

   Author : Guanting Liu; [2019]
   Keywords : peer-to-peer lending market; information asymmetry; adverse selection;

   Abstract : The peer to peer (p2p) lending industry has grown fast in recent years. This study put an eye on the credit evaluation system of one of the p2p platform named lending club. The author used the empirical method and discussed the determinants of the interest rate and the default risk in the p2p lending market. READ MORE