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Dissertations / Theses on the topic 'Credit diversification'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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1

Vashkevich, Aliaksandra, and Dong Wei Hu. "Credit Default Swap in a financial portfolio: angel or devil? : A study of the diversification effect of CDS during 2005-2010." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-39410.

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Credit derivative market has experienced an exponential growth during the last 10 years with credit default swap (CDS) as an undoubted leader within this group. CDS contract is a bilateral agreement where the seller of the financial instrument provides the buyer the right to get reimbursed in case of the default in exchange for a continuous payment expressed as a CDS spread multiplied by the notional amount of the underlying debt. Originally invented to transfer the credit risk from the risk-averse investor to that one who is more prone to take on an additional risk, recently the instrument ha

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2

Spear, Kenneth D. "Effects of Credit, Income Diversification and Other Factors on Child Nutrition in Malawi." Thesis, Virginia Tech, 2001. http://hdl.handle.net/10919/35164.

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In this study, six regression equations are used to determine the effects of credit and other factors on the nutritional status of boys and girls in Malawi. No significant effects of access to credit on child nutritional status were found. Same-sex parental preference for child nutrition was found. Infrastructural variables are determined to have the most significant influence in reducing child malnutrition levels. Access to credit is a new measure and its limitations are brought out in the study.<br>Master of Science

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3

Ben, Saida Abdallah. "Essais sur la Diversification des Portefeuilles Financiers et des Fonds Structurés de Crédit : Une Approche en termes de copules." Thesis, Cergy-Pontoise, 2014. http://www.theses.fr/2014CERG0705/document.

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Dans cette thèse, nous examinons les apports importants de la modélisation de la dépendance par la théorie des copules dans le cadre des problématiques liées à la gestion des portefeuilles financiers et des produits structurés de crédits.La première partie de cette thèse est consacrée à la gestion des portefeuilles financiers. Nous étudions en premier lieu la relation qui peut s'établir entre le niveau de diversification du portefeuille et le choix de la copule ayant décrit au mieux la structure de dépendance. L'objectif est de pouvoir identifier une caractéristique dans les portefeuilles perm

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4

Соколова, В. О. "Розвиток науково-методичних підходів до оцінки ефективності управління кредитним портфелем банку". Master's thesis, Українська академія банківської справи Національного банку України, 2013. http://essuir.sumdu.edu.ua/handle/123456789/49658.

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Мета дипломної роботи полягає у дослідженні науково-методичних підходів до оцінки ефективності управління кредитним портфелем банку Умовного банку.<br>The aim of the work is to clarify the essence and types of credit portfolios of the banking institutions, identifying and систематизуванні methodological approaches to evaluation of the effectiveness of the Bank's credit portfolio management, research, organizational, and informational management instrumentation Bank's loan portfolio, a study of Bank's credit portfolio management, effectiveness, and management mechanism.

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5

Гриценко, В. І. "Удосконалення системи моніторингу кредитного ризику в банківській діяльності". Master's thesis, Українська академія банківської справи Національного банку України, 2013. http://essuir.sumdu.edu.ua/handle/123456789/49696.

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Робота присвячена удосконаленню системи моніторингу кредитного ризику в банківській діяльності. Об’єктом дослідження є кредитний ризик як системоутворюючий чинник функціонування банків у системі грошово-кредитних відносин за умови наявності конкурентного середовища. Предметом дослідження є система фінансових відносин, зумовлених механізмами моніторингу кредитного ризику банку.<br>The work is dedicated to Improving the monitoring of credit risk in banking. The object of the study is credit risk as a factor functioning banking system-the system of monetary relations subject to the availabili

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6

Rafael, Bruno Guerreiro Gomes. "A gestão do risco cambial um estudo de caso." Master's thesis, Escola Superior de Ciências Empresariais, 2012. http://hdl.handle.net/10400.26/4554.

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Dissertação de Mestrado em Contabilidade e Finanças<br>Uma vez que a globalização dos negócios é um factor cada vez mais importante, este trabalho reflete a importância da gestão do risco nos mercados internacionais, identificando-os, bem como suas as técnicas de cobertura. Procurou-se fazer uma ligação entre as técnicas de cobertura do risco e as técnicas de pagamento abordadas pela literatura, com as técnicas à disposição das empresas portuguesas, bem como verificar se estas estão preocupadas com esta problemática e se fazem uma eficaz gestão do risco nos mercados internacionais. Foi ta

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7

Šotlíková, Lucie. "Obchodování s kreditními deriváty na světových finančních trzích." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-81630.

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The thesis is focused on the process of trading in credit derivatives on the global financial markets. The first part deals with the history and the development of credit derivatives from the very beginning to the present and all factors that influenced and affected them during that time. Various derivative instruments are explained, in terms of their purpose, suitability for use and the risks arising from them. Mainy focus of the thesis is put on the selected stock markets (CME Group Inc., Eurex AG, NYSE Liff Holdings LLC). This section begins with their history, then it describes their struc

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8

Beaumont, Paul. "Three Essays on Intangible Capital in Corporate Finance Building a Customer Base under Liquidity Constraints Build or Buy? Human Capital and Corporate Diversification Granular Borrowers." Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLED032.

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Cette thèse explore les implications pour la finance d’entreprise de l’importance croissante du capital intangible dans la détermination de l’avantage compétitif des entreprises. Dans le premier chapitre (avec C. Lenoir, CREST), nous montrons qu’un accès insuffisant au financement de court terme constitue un obstacle au développement de la clientèle des entreprises. Dans le deuxième chapitre (avec T. Libert de PSE et C. Hurlin de l’Université d’Orléans), nous analysons les effets de la sous-diversification des bases d’emprunteurs des banques. Nos résultats indiquent que la concentrat

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9

Тарасов, С. Р. "Управління індивідуальним кредитним ризиком в умовах циклічності економіки". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/71071.

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На основі огляду вітчизняних та іноземних джерел було досліджено поняття індивідуального кредитного ризику банку; доведено вплив економічного циклу на кредитування; на основі звітності банків України визначено циклічні галузі економіки; запропоновано розраховувати показник концентрації галузевого кредитування, на основі якого банк зможе коригувати свою кредитну політику враховуючи можливі коливання економічного циклу і, як наслідок, попереджувати настання наслідків кредитного ризику.<br>На основе обзора отечественных и иностранных источников было исследовано понятие индивидуального кредитного

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10

Boukrami, Othmane. "Les effets de la diversification sur le risque de change non couvert par les marchés financiers : estimation de la rentabilité du portefeuille dans un système d'informatio optimal." Thesis, Lyon 3, 2011. http://www.theses.fr/2011LYO30024.

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Dans les conditions actuelles du marché, les entreprises dans les pays émergeants ont le choix entre une dette à court terme en monnaie locale et un financement à long terme en devise forte provenant de sources internationales pour financer leurs investissements à long terme. Ceci crée un gap de taux ou de change. Cette thèse se situe dans la continuité des travaux de recherche qui ont déjà étudié la question de la diversification des risques de change dans les marchés financiers matures. A la différence des approches existantes, cette recherche se concentre sur les monnaies des pays émergeant

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11

Castro, Carlos. "Essays in dependence and optimality in large portfolios." Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210186.

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This thesis is composed of three chapters. The first two chapters provides novel approaches for<p>modeling and estimating the dependence structure for a large portfolio of assets using rating data.<p>In both chapters a natural form of organizing a portfolio in terms of the levels of exposure to economic sectors and geographical regions, plays a key role in setting up the dependence structure.<p>The last chapter investigates weather financial strategies that exploit sector or geographical heterogeneity in the asset space are relevant in terms of portfolio optimization. This is also done in a co

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12

Bosse, Kevin M. "A Framework Gene Regulatory Network Controlling Neural Crest Cell Diversification." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1285771962.

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13

Schaz, Philipp. "The Real Effects of Banking Crises." Doctoral thesis, Humboldt-Universität zu Berlin, 2019. http://dx.doi.org/10.18452/20389.

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Diese Dissertation untersucht die Auswirkungen von Bankenkrisen auf die Realwirtschaft in drei unabhängigen Kapiteln. Kapitel 1 klassifiziert die geografische Diversifikation einer Großzahl von Banken, anhand deren international syndizierten Kreditportfolios. Ergebnisse zeigen ein höheres Kreditangebot durch diversifizierte Banken während Bankenkrisen die sich in Kreditnehmerländern ereignen. Dieses relativ stabilere Kreditangebot führt zu höherem Investitions- und Beschäftigungswachstum von Unternehmen. Eine weiterführende Unterteilung von Banken anhand derer Nationalität zeigt eine Rangfolge

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14

Pakhomova, Nataliya. "Essays in banking and corporate finance." Thesis, Aix-Marseille, 2013. http://www.theses.fr/2013AIXM1090.

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Cette thèse est composée de 3 essais. Le 1er essai traite de la problématique du risque de pertes extrêmes dans le secteur bancaire dans un contexte du problème d'agence entre les actionnaires et les top managers des banques. Pour pouvoir inciter les banques à ne pas prendre le risque de pertes extrêmes, il est proposé d'appliquer la régulation des fonds propres sous forme d'une politique de recapitalisations obligatoires, dont les paramètres sont choisis pour inciter les actionnaires à rémunérer leurs managers de la manière à les détourner des stratégies au risque de pertes extrêmes.Le 2ème e

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15

Huang, Tzu-Ling, and 黃子玲. "Corporate Diversification and Credit Risk." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/04745451162065622379.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>95<br>Existing literature on diversification discount or premium focuses on the wealth of stockholders. Mansi and Reeb (2002) state that diversification discount just results from wealth transfer and that risk reduction causes wealth transfers from stockholders to debt holders. In this study, we view acquirer firms which involve in conglomerate mergers as diversifying firms and try to investigate whether firms with different characteristics have different behaviors. In theory, diversification reduces risky firms’ default probability through coinsurance effect and

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16

Huang, Tzu-Ling. "Corporate Diversification and Credit Risk." 2007. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-1607200716594900.

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17

Sun, David Shaokung, and 孫效孔. "Credit Spread Decomposition and Implications on Diversification." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/75011435450257440599.

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博士<br>淡江大學<br>財務金融學系博士班<br>95<br>The motivation of this dissertation is to explore the characteristics of components of corporate credit spreads and how to improve long run credit risk diversification through the decomposition of credit spreads. Specifically, the implications for risk allocation in holding bond portfolio by decomposing credit spread into a market spread and an idiosyncratic component respectively. The former is driven by macroeconomic variables and the latter is related to credit rating or industry factors. This motivation is also in the spirit of Fama (1986), which argued aga

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18

Dbouk, Wassim. "Credit spreads, bond index changes and bond diversification." Thesis, 2007. http://spectrum.library.concordia.ca/975375/1/NR31154.pdf.

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This thesis consists of four essays. In the first essay, we reexamine how default, taxes and systematic risk measures influence corporate credit spreads for investment grade corporate bonds for the 1987-1996 time period using a modified version of the methodology used in Elton, Gruber, Agrawal, and Mann (2001). The methodological improvements not only change the estimates for the default and tax components of credit spreads materially but the factors from the Fama and French three-factor model no longer help to explain the remaining variation in credit spreads. In contrast, a good portion of t

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CHEN, CHUNG-YU, and 陳重宇. "Credit Tranche Analysis of Asset-Backed Security with Diversification Benefit." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/99375731218942249391.

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碩士<br>國立清華大學<br>計量財務金融學系<br>99<br>This paper extends the framework of tranche size in fixed rate mortgage and the corresponding risk. We examine whether the tranche size changes with different underlying mortgages by adding the adjustable rate mortgage. With the method of analyzing the mortgage portfolio risk elaborated by Yang et al. (2009), we form an equal-weighted portfolio with two mortgage-backed securities and observe whether the diversification benefit caused by different correlations between the two house price appreciations shows on the tranche size. Based on the empirical findi

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Ventura, Diana Martins. "Credit ratings and corporate diversification : the aftermath of the global financial crisis." Master's thesis, 2018. http://hdl.handle.net/10400.14/29254.

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As ten years have passed by since the 2007-2008 world financial crisis, one of the largest ones in recent history, this thesis investigates whether credit ratings still have an informa-tional effect on diversified firms. That is, if credit ratings still are an useful tool to coun-teract the diversification discount often documented in literature. Thus, to study this research question, two main hypotheses are developed. The first one predicts that diversified rated firms are less affected by the diversification discount than unrated ones. The second one predicts that higher rated diversified f

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Degeilh, Yannick. "Wind Farm Diversification and Its Impact on Power System Reliability." 2009. http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7174.

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As wind exploitation gains prominence in the power industry, the extensive use of this intermittent source of power may heavily rely on our ability to select the best combination of wind farming sites that yields maximal reliability of power systems at minimal cost. This research proposes a general method to minimize the wind park global power output variance by optimally distributing a predetermined number of wind turbines over a preselected number of potential wind farming sites for which the wind patterns are statistically known. The objective is to demonstrate the benefits of diversificati

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Maria, Edoardo Di. "The role of lenders´ geographical diversification in P2P transactinos." Master's thesis, 2020. http://hdl.handle.net/10362/104080.

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In this dissertation,I provide novel evidenceof the impact of geographical diversification on loan interest rates. The findings, based on a unique dataset of all P2P transactions in a UK platformover the period 2010-2013, suggest that more geographically-diversified lenders are more likely to impose lower interest rates in their contract terms in P2P transactions, while more concentrated lenders (in terms of geographical concentration of the activities) practice higher loan interests rate. These results are robust to an alternative econometric approach.

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23

Бельтюкова, М. А., та M. A. Beltyukova. "Управление портфельным кредитным риском коммерческого банка (на примере ПАО КБ «УБРиР» и ПАО «СКБ-Банк») : магистерская диссертация". Master's thesis, 2017. http://hdl.handle.net/10995/50413.

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Магистерская диссертация посвящена вопросам управления портфельным кредитным риском коммерческих банков в условиях неопределенности и асимметрии информации. Целью исследования является разработка и экономическое обоснование методического инструментария, позволяющего оценивать и регулировать портфельный кредитный риск банка по корпоративным ссудам. Сделан вывод о том, что отраслевая диверсификация кредитов является инструментом, позволяющим снизить концентрацию кредитного риска по портфелю корпоративных кредитов.<br>Master thesis is devoted to the management of portfolio credit risk of commerci

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Пеленська, Ірина Вікторівна. "Удосконалення механізму управління кредитним портфелем комерційного банку шляхом моніторингу його структури". Магістерська робота, 2021. https://dspace.znu.edu.ua/jspui/handle/12345/5128.

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Пеленська І. В. Удосконалення механізму управління кредитним портфелем комерційного банку шляхом моніторингу його структури : кваліфікаційна робота магістра спеціальності 072 «Фінанси, банківська справа та страхування» / наук. керівник В. В. Фатюха. Запоріжжя : ЗНУ, 2021. 115 с.<br>UA : В кваліфікаційній роботі узагальнено теоретично-методичні засади управління кредитним портфелем комерційного банку шляхом моніторингу його структури; проведено аналіз фінансово-господарського стану та кредитної діяльності АТ КБ «Приватбанк»; запропоновано шляхи удосконалення механізму управління кредитним п

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"Essays on dynamic markets with heterogeneous agents." Thesis, 2007. http://hdl.handle.net/2152/3128.

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Nezami, Narajabad Borghan 1979. "Essays on dynamic markets with heterogeneous agents." 2007. http://hdl.handle.net/2152/13315.

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Wang, Chi-An, and 王啟安. "The Effect of Diversifications on the Performance and Risks of Banks and Credit Unions in Taiwan." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/q5fn4z.

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碩士<br>國立臺北科技大學<br>商業自動化與管理研究所<br>97<br>Due to the competitiveness become more serious than ever in financial industry, financial organizations are doing more and more diversification to earn more operating income. But different studies and researches usually came out vary results. This study examines the banks and credit unions, two important types of financial organizations in Taiwan’s economy, doing diversification would give what kind of impact to their financial performance and risk. We choose 36 banks and 27 credit unions in Taiwan and collect 4-year period data from 2005 to 2008. There a

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