Copertina di Credit Risk
Titolo del libro:

Credit Risk

Quantitative Study of Default Rates for Sweden

LAP LAMBERT Academic Publishing (26.07.2012 )

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ISBN-13:

978-3-659-16993-9

ISBN-10:
3659169935
EAN:
9783659169939
Lingua del libro:
Inglese
Risvolto di copertina:
The book presents estimations of the credit risks in the aggregate and the sectors levels of the Swedish economy in response to the evaluation of key macroeconomic variables. One-factor models were used and the employed data were covering the period from 2003 to 2011. One factor models’ estimations for the sectors facilitate a comparison of default rates’ determiners between different sectors. Ten different sectors were analyzed and for all sectors, the default rate models were produced. Estimated models were used for the sensitive analyze of default rates by creating shocks over the independent variables. This research provided important findings on how the macroeconomic indicators influenced the default rates of Swedish economy either at the aggregate or at the sectors level. The calculated models can be used for the default rates’ prediction or stress testing as well.
Casa editrice:
LAP LAMBERT Academic Publishing
Sito Web:
https://www.lap-publishing.com/
Da (autore):
Ruslan Huseynov
Numero di pagine:
80
Pubblicato il:
26.07.2012
Giacenza di magazzino:
Disponibile
categoria:
Diritto, professione, finanze
Prezzo:
49,00 €
Parole chiave:
finance, Credit Risk, Swedish Economy, one factor model, sector analyze, aggregate economy

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