Книга: Ruslan Huseynov «Credit Risk»
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Производитель: "LAP Lambert Academic Publishing" 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. ISBN:9783659169939 Издательство: "LAP Lambert Academic Publishing" (2012)
ISBN: 9783659169939 |
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См. также в других словарях:
Credit risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
credit risk — The risk to earnings or capital from the potential that a borrower or counterparty will fail to perform on an obligation. Usually, but not always, the obligation in question is a requirement to make interest or principal payments. Sometimes… … Financial and business terms
Credit risk — The risk that an issuer of debt securities or a borrower may default on his obligations, or that the payment may not be made on a negotiable instrument. Related: Default risk * * * credit risk credit risk ➔ risk1 * * * The risk that an issuer… … Financial and business terms
Credit Risk — The risk of loss of principal or loss of a financial reward stemming from a borrower s failure to repay a loan or otherwise meet a contractual obligation. Credit risk arises whenever a borrower is expecting to use future cash flows to pay a… … Investment dictionary
credit risk — The risk that a counterparty will default or delay payment on an obligation or that the value of a flow of payments will decline due to an adverse movement in the counterparty s credit rating See also political credit risk; transfer credit risk … Big dictionary of business and management
credit risk — The risk taken when a loan is made that the borrower will default on or delay repayment of the principal or payments of interest. See also: political credit risk, transfer credit risk … Accounting dictionary
