Sökning: "Credit Risk"

Visar resultat 1 - 5 av 55 avhandlingar innehållade orden Credit Risk.

  1. 1. Essays on Credit Risk

    Författare :Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Sammanfattning : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. LÄS MER

  2. 2. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance

    Författare :Sara Lundqvist; Företagsekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Enterprise risk management; holistic risk management; risk management; risk governance; corporate governance; credit risk; credit ratings; credit default swap spreads;

    Sammanfattning : Firms began to abandon the “silo” approach to risk management for more integration in the risk management system. Enterprise risk management (ERM) emerged as a framework for the management of integrated risks in a strategy setting supported by risk governance. LÄS MER

  3. 3. Essays on Corporate Growth and Corporate Credit Risk

    Författare :Mehmet Caglar Kaya; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Gazelle Growth; Entrepreneurship; Acquisition; Competition; Venture Capital Finance; Policy; Credit Risk; Credit Default Swap; CDS Spread; Stock Illiquidity; Information Asymmetry; Market Interconnectedness; Capital Structure; Leverage; Credit Ratings; Accounting;

    Sammanfattning : This doctoral dissertation contributes to research on financial economics. It consists of an overall introduction and three independent papers. The first paper, “A Theory of Gazelle Growth: Competition, Venture Capital Finance, and Policy,” examines how young fast-growing small firms, called gazelles, develop. LÄS MER

  4. 4. Essays on credit markets and banking

    Författare :Ulf Holmberg; Kurt Brännäs; Jörgen Hellström; Peter Englund; Umeå universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial stability; credit market; banking; agent based model; simulations; disequilibrium; clearing market; business cycle; risk; organization; ekonometri; Econometrics; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four self-contained papers related to banking, credit markets and financial stability.    Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. LÄS MER

  5. 5. Credit risk assessment in different contexts : The influence of local networks for bank financing of SMEs

    Författare :Lars Silver; Uppsala universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; Credit risk assessments; Local networks; Bank financing; SMEs; Företagsekonomi; Business studies; Företagsekonomi; Business Studies; företagsekonomi;

    Sammanfattning : The Swedish banking crisis a decade ago was ultimately caused by the banks' failure in their assessments of the credit-risk of firms. Since then, Swedish banks have tried different organizational structures in order to safeguard the lending process. LÄS MER