Sökning: "Default Risk"
Visar resultat 1 - 5 av 44 avhandlingar innehållade orden Default Risk.
1. Essays on Credit Risk
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. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance
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. Information and Default Risk in Financial Valuation
Sammanfattning : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. LÄS MER
4. Open Government Data as a Reform and Ecosystem : A conceptual framework for evolution and health
Sammanfattning : Introduction: This doctoral thesis in Information Systems disentangles the interplay of an OGD reform and an OGD ecosystem. Open government data (OGD) refers to data shared by public organizations, in the role of providers, following certain principles for anyone to reuse. LÄS MER
5. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets
Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER