Sökning: "credit risk effect"

Visar resultat 1 - 5 av 21 avhandlingar innehållade orden credit risk effect.

  1. 1. Essays on Credit Risk

    Författare :Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Nyckelord :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

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

    Författare :Sara Lundqvist; Företagsekonomiska institutionen; []
    Nyckelord :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

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

    Författare :Mehmet Caglar Kaya; Nationalekonomiska institutionen; []
    Nyckelord :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

  5. 4. Essays on Household Finance

    Författare :Marieke Bos; Eskil Wadensjö; Luigi Guiso; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Consumer credit; Alternative credit; Pawn credit; Lending policy; Credit Scoring; Immigrants; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : The thesis consists of three self-contained essays on household finance.  “Pawn Credit and the Importance of Financial Exclusion” explores the importance of access to regular credit to the demand for pawn credit. LÄS MER

  7. 5. Credit risk and forward price models

    Författare :Raquel M Gaspar; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters. Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. LÄS MER