9 uppsatser
This study examines the background and nature of the credit default index swaption (CDIS) and presentsrelevant methods for modelling credit risk. A CDIS is a credit derivative contract that gives the buyerright to enter into a credit default index swap (CDS index) contract at a …
proxyvariabler för konkursrisk?
… the two factors SMB and HML in the Fama-French Three Factor Model proxy for default risk. The study is based on companies noted on the Stockholm Stock Exchange between 2003 and 2008. These companies are used to create the factors SMB and HML, as well as a default risk factor we …
… in the equity-credit markets. Methodology: The mispricing of Credit Default Swap contracts are calculated and used as input in an Equity-Credit market trading strategy. The returns are then evaluated with a modified Value-at-Risk simulation. Theoretical perspectives: A …
… airlines. We also seek to answer if airlines can affect their probability to default by using Risk Management. During the period 2003 ? 2006 there existed a value premium for airlines that hedged their expected future consumption of jet fuel. This premium has, over the 4 year …
Implementering av de nya riskbaserade solvensreglerna på ett skadeförsäkringsbolag
… requirement for market risk. The counterparty credit rating, probability of default, also has a crucial effect on the size of the capital requirement. The outcome in both the base scenario and the stressed scenario in the ORSA show the importance of companies simulating a future …
Att bedöma och betygssätta företags kreditvärdighet är en stor och vinstbringande marknad. Ett företags kreditbetyg har visat sig ha stort inflytande när t ex lånevillkor behandlas. Detta ställer höga krav på kreditvärderingsföretagens förmåga att leverera korrekta analyser …
… challenges one being access to financing due to high risk and probability of default, another being cross-border taxation issues with double taxation and information asymmetry. Since the aim within the EU is to be the most competitive and dynamic knowledge-based economy in the …
… skandinaviske mannen som snällare. Detta indikerar att det föreligger en ökad risk för invandrare att dömas annorlunda än svenskar vilket borde vara ett observandum för hela rättssystemet.
… Horses should be kept in groups, fed with roughage and held at pastures as default. If humans took greater consideration for the ethology of the horse, the welfare of working- and sport horses would most likely increase.
