Credit Risk: Quantitative Study of Default Rates for Sweden - Ruslan Huseynov - Grāmatas - LAP LAMBERT Academic Publishing - 9783659169939 - 2012. gada 26. jūlijs
Ja vāks un nosaukums nesakrīt, pareizs ir nosaukums

Credit Risk: Quantitative Study of Default Rates for Sweden


Saņemt e-pastu, kad prece būs pieejama
Do you have a profile? Pierakstīties
Saņemiet paziņojumus par jauniem Ruslan Huseynov izdevumiem
Pievienot savam iMusic vēlmju sarakstam

Not rated yet

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.

Mediji Grāmatas     Paperback Book   (Grāmata ar mīksto vāku un līmēto muguru)
Izlaists 2012. gada 26. jūlijs
ISBN13 9783659169939
Izdevēji LAP LAMBERT Academic Publishing
Lapas 80
Izmēri 150 × 5 × 226 mm   ·   137 g
Valoda Vācu