Sökning: "Credit losses"

Visar resultat 1 - 5 av 10 avhandlingar innehållade orden Credit losses.

  1. 1. Pricing Portfolio Credit Derivatives

    Författare :Alexander Herbertsson; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

    Sammanfattning : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. LÄS MER

  3. 2. Krediter i lust och nöd : Skattebönder i Torstuna härad, Västmanlands län, 1770‒1870

    Författare :Marja Erikson; Maths Isacson; Dan Bäcklund; Anna Westin; Lars Nyström; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freeholders; farming; credit; debt; probate inventories; agriculture; 19th century; skattebönder; Mälardalen; jordbruk; kredit; lån; bouppteckningar; Ekonomisk historia; Economic History;

    Sammanfattning : This thesis analyses the role of loans and credit for Swedish freeholders (skattebönder) from 1770 to 1870. Particular emphasis is placed on the importance of credit for investments to improve agricultural operations, acquire land and respond to rural crises from the household perspective. LÄS MER

  4. 3. Disclosures and Judgment in Financial Reporting - Essays on accounting quality under International Financial Reporting Standards

    Författare :Emmeli Runesson; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Accounting quality; Judgment; Disclosures; Principles-based Accounting; Employee Benefits; Credit losses;

    Sammanfattning : As capital markets become more integrated and globalized, standard setting in financial accounting faces multiple challenges. Financial accounting standards must adapt and change in ways that make them usable to firms in varying institutional and economic settings, and by extension, make the financial state- ments produced under those standards useful to capital market participants worldwide. LÄS MER

  5. 4. The Liability of Credit Rating Agencies to Investors – A Swedish Perspective

    Författare :Emil Nästegård; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; private law civilrätt ; penal law straffrätt ; financial market law finansmarknadsrätt ; tort law skadeståndsrätt ; credit rating agencies kreditvärderingsinstitut ; negligent misstatement oaktsamt vilseledande ; EU law EU-rätt ;

    Sammanfattning : Credit rating agencies are vital to the operation of the global financial markets. They rate the ability of debtors to make timely interest payments and the likelihood of default. LÄS MER

  7. 5. I vinst och förlust : Köpmäns nätverk i 1500-talets Östersjöstäder

    Författare :Lovisa Olsson; Martin Wottle; Thomas Småberg; Dag Lindström; Södertörns högskola; []
    Nyckelord :HUMANIORA; HUMANITIES; Trade; Early modern history; Baltic Sea region; Credit networks; Urban history; Embedded economy; Network analysis; Town councils; Spatiality; Mobility; Economic history; Handel; Tidigmodern historia; Östersjöregionen; Kreditnätverk; Urbanhistoria; Inbäddad ekonomi; Nätverksanalys; Städernas råd; Spatialitet; Mobilitet; Ekonomisk historia; Historical Studies; Historiska studier; Östersjö- och Östeuropaforskning; Baltic and East European studies;

    Sammanfattning : This thesis aims to clarify how the merchant networks involved in the trade across the Baltic Sea interplayed with and contributed to create the economic culture of the Baltic Sea region. This is achieved by examining the economic, social, spatial and political aspects of the trade networks in relation to the social organisation of the early modern towns of Stockholm, Lübeck, Malmö and Reval (Tallinn) in the 16th century. LÄS MER