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Dissertations / Theses on the topic 'Distressed assets'

Author: Grafiati

Published: 4 June 2021

Last updated: 30 May 2022

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1

Sustek, Matthias. "Investiments in distressed assets in Brazil." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/24535.

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Submitted by Matthias Sustek (matthias.sustek@gmail.com) on 2018-08-01T19:40:17Z No. of bitstreams: 1 Matthias-Sustek_Master-Thesis_EAESP_2018_v27.pdf: 753836 bytes, checksum: eaf4a9729cf351ada8c3919e04f85c26 (MD5)<br>Rejected by Josineide da Silva Santos Locatelli (josineide.locatelli@fgv.br), reason: Bom dia Matthias, Por favor, veja abaixo o que precisa corrigir no seu trabalho e poste novamente: Página 1: Nome da FGV não tem acento em Getulio; Página 2: Faltou o nome no início da página, em “Knowledge Field” deve ser colocada a linha de pesquisa do seu orientador: INTERNACIONALIZAÇ

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2

Maurin, Mark Andreas [Verfasser], and Tobias [Akademischer Betreuer] Just. "Distressed Real Estate Assets: Untersuchung zu notleidenden Immobilien in Zwangsversteigerungsverfahren / Mark Andreas Maurin ; Betreuer: Tobias Just." Regensburg : Universitätsbibliothek Regensburg, 2018. http://d-nb.info/1168009464/34.

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3

Пальоха, Ю. Ю. "Управління проблемними активами банківського сектору України". Master's thesis, Сумський державний університет, 2021. https://essuir.sumdu.edu.ua/handle/123456789/87017.

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У роботі досліджено сутність, та особливості управління проблемними активами банківського сектору України .Розглянуто практичні аспекти стрес-тестування банківської установи , проведено порівняльну оцінку непрацюючих активів в АТ КБ «Приватбанк» та окреслено шляхи покращення управління проблемними активами банківських установ.

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Афанасьєва, Ольга Борисівна, Ольга Борисовна Афанасьева та Olha Borysivna Afanasieva. "Управління проблемними активами банку в умовах кризи". Thesis, Інститут проблем розвитку та економіко-екологічних досліджень НАН України, 2010. http://essuir.sumdu.edu.ua/handle/123456789/53300.

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5

Огерчук, М. О. "Вплив проблемних активів на трансформаційні процеси в банківській системі України". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63430.

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У посткризовий період головною проблемою залишається покращення структури банківських балансів, зменшення частки проблемних кредитів та проблемних активів у цілому, що дозволить покращити результати своєї діяльності, підвищити довіру населення до банківських структур та дасть змогу відновити кредитування реального сектору економіки.

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6

Ghee, Chong Yeoh Daniel. "Asset sales by financially distressed firms /." Title page, contents and abstract only, 1995. http://web4.library.adelaide.edu.au/theses/09C/09cg4119.pdf.

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7

Wheetley, Amaya Tyler. "Nonperforming Loans: Asset Pricing and Determinants of Profitability." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1933.

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I formally analyze the role of nonperforming loan (NPL) characteristics in explaining NPL profit outcomes compared to the current pricing model for NPLs. I expected that factors included in the current NPL model would not be statistically significant in determining profit outcomes as those factors were considered in determining the purchase price of the asset. Surprisingly, I find that interest rates are statistically significant and negatively correlated with IRR. This is surprising because interest rates are considered in the current NPL pricing model. The results suggest that greater weight

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8

au, k. zaretzky@murdoch edu, and Kaylene Zaretzky. "The relation between distress-risk, B/M and return: Is it consistent with rational pricing?" Murdoch University, 2004. http://wwwlib.murdoch.edu.au/adt/browse/view/adt-MU20040825.110542.

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Fama and French (1995, 1996) argue that the high-minus-low (HML) book-tomarket (B/M) factor in their 1993 three-factor model is a proxy for a distress-risk return premium and that the model is consistent with rational pricing. Alternative views are that the HML premium is caused by irrational behaviour or market inefficiencies. Dichev (1998) finds that high distress-risk firms have low, not high, B/M and earn low returns. He also finds a systematic relation between the distress-risk characteristic and return, independent of the B/M characteristic. The effect of differences in the methodology

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9

Hussain, Syed Iqbal. "Financial distress, asset pricing models and market anomalies : the UK evidence." Thesis, University of Nottingham, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.251738.

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10

Moscoso, Manolete S., and Melissa Knapp. "The need to assess emotional distress in psycho-oncology: Science or fiction?" Pontificia Universidad Católica del Perú, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/100925.

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The purpose of this study is to evaluate the factor structure of the Emotional Distress Inven-tory (EDI) in a sample of 238 cancer patients. The conceptual framework that guided the development of the EDI, factor structure, internal consistency, and convergent validity are reported. Emotional distress items were developed and administered to cancer patients who initiated chemotherapy and/or radiation treatments at Morton Plant Hospital Cancer Center in Clearwater, Florida, USA. Item responses were examined by factor analyses of principal components with promax rotations. The EDI presents three

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11

Fourel, Valère (Valère Renaud Ernst). "Financial distress, dealers' behavior and asset pricing in the foreign exchange market." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/115654.

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Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2018.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 39-43).<br>Exploiting a high frequency dealer-specific quote database in the FX market, I show that shocks to the CDS of a financial intermediary, proxy for its financial wealth, makes her quote larger bid-ask spreads when uncertainty about the underlying traded asset is high or when market competition is low. I first establish that markets are dominated by a handful of dealers who are responsible fo

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12

Pagratis, Spyros. "Asymmetric information in financial economics : asset pricing, liquidity policy and the resolution of financial distress." Thesis, University College London (University of London), 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.414467.

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13

Kim, Jung-Min. "Three Essays on Hedge Funds and Distress Risk." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1290459023.

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14

Ericsson, Jan. "Credit Risk in Corporate Securities and Derivatives : valuation and optimal capital structure choice." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/446.htm.

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15

Martins, Clarice Carneiro. "Estudo de anomalias em modelos de formação de preços e o efeito sobre as empresas de diferentes classificações de risco." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-16122014-154148/.

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Este trabalho procura aprofundar o estudo de anomalias ao CAPM no mercado acionário brasileiro e explorar as relações destas anomalias com a característica dificuldade financeira, a qual é representada pela classificação de risco das empresas, usando estratégias de compra e venda a descoberto baseadas nas anomalias. As anomalias estudadas serão o efeito de momento, momento nos lucros, a volatilidade idiossincrática, o crescimento dos ativos, o investimento em capital e o efeito contrário. Nosso objetivo é examinar o impacto da característica dificuldade financeira sobre o retorno esperado das

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16

Silva, Fabia Diniz. "Comparação entre os modos Neurally Adjusted Ventilatory Assist e Ventilação com Pressão de Suporte como ventilação protetora em pacientes com síndrome do desconforto respiratório agudo." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/5/5150/tde-19062017-104922/.

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Introdução: A ventilação mecânica protetora, que consiste na utilização de volumes correntes iguais ou menores do que 6 ml/kg de peso ideal e pressão de platô abaixo de 30 cmH2O, é recomendada para pacientes com Síndrome do Desconforto Respiratório Agudo (SDRA). Esta estratégia geralmente necessita de ventilação controlada e sedação. Neurally Adjusted Ventilatory Assist (NAVA) ou Pressão de Suporte (PSV), que são modos ventilatórios de assistência parcial, poderiam ser alternativas para oferecer ventilação protetora, mas nesses modos o volume corrente (VC) varia em proporção ao esforço do paci

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17

Palmhag, Gabriel, and Mattias Mårtensson. "Bygg dig en konkursbuffert : - En studie om sex nyckeltal som kan innebära finansiell oro för små bolag inom byggbranschen." Thesis, Mittuniversitetet, Avdelningen för ekonomivetenskap och juridik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-33937.

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Denna studies syfte var att analysera sex nyckeltal och se vilka samband dessa hade på riskbuffert sysselsatt kapital. Studien utfördes på 796 små byggbolag i Sverige under perioden 2009–2016 med hjälp av en binär logistisk regressionsanalys. Som teoretisk referensram användes working capital management och finansiell oro. Studien resulterade i att kapitalets omsättningshastighet, skuldränta och rörelsekapital/totala tillgångar uppvisade signifikanta negativa samband med riskbuffert sysselsatt kapital. Räntetäckningsgrad och avkastning på totalt kapital resulterade i signifikanta positiva samb

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18

Couturier, Gaël. "Droit des sociétés et droit des entreprises en difficulté." Thesis, Lyon 3, 2011. http://www.theses.fr/2011LYO30088.

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Appelés à s’appliquer concurremment pour traiter les difficultés d’une société, il est classiquement considéré que les relations entre le droit des sociétés et le droit des entreprises en difficulté se résument à des conflits pouvant être résolus en faisant prévaloir le « droit spécial » des procédures collectives sur le « droit commun » des sociétés. Cette analyse a perdu de sa pertinence en raison de la mutation du droit des faillites en droit des entreprises en difficulté dont la finalité, le contenu, et le domaine d’application ont profondément changé, ainsi qu’en raison de la contractuali

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19

Lai, Chun-Yueh, and 賴君岳. "Bank Interest Margin, Asset Risk and Rescue: Distressed Loan Purchases and Bailout Subsidization." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/umse69.

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碩士<br>淡江大學<br>國際企業學系碩士班<br>101<br>The subprime mortage crisis in 2007 threatened the stability of Americn financial system seriously and caused many financial institutions appear financial troubles or even go bankrupt. The United States authorities carried out the Trouble Asset Relief Program (TARP) to save financial institutions from lacking of liquidity and decreased the distressed loan hold by them. Distressed loan purchases was one of the important assistances in TARP. Thus, this paper will use the U.S. financial crisis as the background. To explore further on government’s distressed loan

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20

Wu, Pei-Shian, and 吳姵賢. "Default Risk in Bank Equity Returns under Capital Injections and Distressed Asset Purchases by Government." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/64044270896857761663.

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碩士<br>淡江大學<br>國際企業學系碩士班<br>100<br>The subprime mortgage in 2007 and the financial crisis of 2009 caused global financial institutions into a lack of liquidity and credit crunch. The United States promotes the Troubled Asset Relief Program (TARP) in order to save the financial system which is close to collapse. However, many of researchers have different point of views about TARP that they believe TARP does not reduce the risks effectively for the banks. This study based on the financial crisis as the background, the perspective of banks’ equity returns, and observations of government assistanc

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21

Lee, Che-Hui, and 李哲惠. "The Application of a Financial Distress Prediction Model to Asset Pricing." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/06038326811653281097.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>90<br>This thesis investigates whether the probability of financial distress can explain stock returns. We first construct a financial distress prediction model, and then follow the method used by Fama and French (1993) to find whether a financial distress model can explain stock returns. The findings of this study are as follows. 1. The most significant difference between a normal company and a distressed one is the operating cash flow. 2. The financial distress prediction model developed in this study contains five financial factors, includin

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22

Lin, Ya-cing, and 林雅卿. "The Ownership Structure and Asset Write-down in Financial Distress Firm." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/52913260006362956336.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>94<br>Abstract This study examines (1) The timing of fixed asset disposal and earning management (2) Differential behavior of financial distress and non-financial distress companies (3) whether director''s and supervisor''s stock pledged ratio is related to earnings management via fixed asset disposal. The data includes 48 paired companies samples of 1995 to 2004. The results show (1) the fixed asset disposal gain or loss has positive relation with prior period EPS-Net Income and debt equity ratio (2) the fixed asset disposal gain or loss of financial distress com

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23

Tsai, Kun-hung, and 蔡坤宏. "A study of Capital Asset Pricing Model-Three Factors Model、Financial Distress Risk." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/63743122855658399939.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>95<br>Stock is the most popular instrument for investors. In order to explain stock returns, there are many scholars issue their studies about stock returns. 　　The object of this study is to explain the relationship between Taiwan stock monthly returns and the explanation power of factors model from 1991 to 2005. We use Three Factors Model and Four Factors Model ( three factors plus financial distress risk ) individually in the framework. 　　In this paper, we find that factors model have excellent ability to explain Taiwan stock monthly returns. In addition, Four F

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24

Chia-JungLin and 林佳蓉. "Using Nonfinancial Measures to Asses Fraud, Restatement and Distress Risk: The case of Taiwanese Firms." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/v82bne.

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碩士<br>國立成功大學<br>會計學系<br>103<br>Since analytical procedures using only financial data are likely to be ineffective for detecting fraud, the profession has re-evaluated its fraud assessment processes and has attempted to find new ways identifying fraud. The purpose of this study is to examine whether auditors can effectively use nonfinancial measures (NFMs) that are positively correlated with financial measures (e.g., revenue growth) to assess fraud, restatement and distress risk. Given that auditors can identify NFMs (e.g., employee growth) that are positively correlated with financial measures

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25

Shu, Hung-Chieh, and 許弘杰. "The Use of Asset Pricing Models and The Forecast of Investment Risk on Financial Distress Firms." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/94841097974766390926.

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26

Kuo, Ho-I., and 郭和益. "Applying the Financial Distress Prediction Model on theCapital Asset Pricing Model and Abnormal Returnfor the Listed Companies of China." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/12471155629024844307.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險所<br>94<br>Abstract At first, this paper uses logit regression to construct a financial distress prediction model in the stock market of China. The research samples are the companies of the A-share in the stock market of Shanghai and Shenzhen at 2003. The empirical result finding that there are five explanatory variables significantly, and uses special treatment companies of 2004 and 2005 to test predictable ability of model. By the model, the correct classified rates of 2004 and 2005 are 84.38% and 96.29% respectively. The secondly, using the three factor model with

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