Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 1019 for “"default"”.
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Default ergative
… In this sense, ergative Case appears to be a default. At the same time, I argue that ergative Case may be assigned by any phase head to the highest Case-less DP within its Spell-Out domain (= henceforth phase head Case) - it is not just a default. This gives rise to the impression that …
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Modelling examples of loss given default and probability of default
… based on historical data for probability of default (PD), loss given default (LGD) and exposure at default (EAD). This thesis looks at some examples of modelling LGD and PD.<br/><br/>One part of this thesis investigates modelling LGD for unsecured personal loans. LGD is estimated through …
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Essays on Sovereign Default
… consists of three chapters on sovereign default. Thematically, they are linked by their examination of how sovereign risk influences government policy, equilibrium allocations, and welfare. Chapter 1 investigates the optimal currency denomination in sovereign bonds. Chapter 2 and 3 delve …
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Intangible assets and default risk: an examination of the credit default swap market
… I examine the impact of intangible assets on default risk. Extant research primarily focuses on the relevancy of intangible assets in the equity markets, but the relevance of intangible assets in the credit markets has not been extensively explored. In fact, due to the differences between …
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Dolarización y Riesgo de Default
… la interacción entre la dolarización y el default de la deuda soberana. La dolarización requiere una gran operación de mercado abierto mediante la cual el gobierno vuelve a comprar todo el stock de moneda nacional utilizando sus reservas internacionales o emitiendo deuda externa. Además, la …
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Essays on Corporate Default Prediction
… the crucial importance of an accurate corporate default prediction. Consequently, accurate default probability prediction is extremely important. The purpose of this research is to offer a unique contribution to the extant literature. This dissertation consists of three essays.</p><p>In the first …
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Essays on credit default swaps
… studies on the interrelationship between Credit Default Swap (CDS) and the bond and equity markets. The first essay performs an analysis of the relationship between CDS premia denominated in Pound Sterling and bond spread denominated in Pound Sterling and the Euro currency. We found clear …
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Essays in Banking and Default
… the course of which under-capitalized banks in default-risky countries experienced an increase in funding costs and raised their holdings of domestic government debt. The model is quantified using Portuguese data and accounts for macroeconomic dynamics in Portugal in 2010-2016. Finally, I show …
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Modelling probabilities of corporate default
… follows, scrupulously, the probability of default model used by the National University of Singapore Risk Management Institute (NUS-RMI). Any deviations or omissions are noted with reasons related to the scope of this study on modelling probabilities of corporate default of South African …
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Correlations in firm default behavior
… to better understand correlations in firm default. A review of contemporary research reveals several models with varying degrees of assumptions around firm default and how they relate to macroeconomic variables. More recent literature also makes use of a doubly stochastic assumption which …
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Default-free bond futures and options on default-free bond futures: Theoretical and empirical investigation
This study investigates the pricing behaviors of default-free bond futures and American options on default-free bond futures based on the framework of Brennan and Schwartz (1979). In their model, the state space of interest-rate-dependent claims is spanned by the instantaneous spot interest rate …
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Pandemia y Default: Alternativas de Financiamiento
… sobre el nivel de ingreso generados por un default a los intereses de la deuda publica y el desprendimiento de una pandemia tal como COVID-19 en el mundo, en una pequena economía con dinero.Nuestro análisis consistirá en estudiar el impacto de dichos sucesos sobre las alternativas de …
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English pronouns: Default case and conversion
… of generative syntax. However, the phenomenon of default Case, while widely accepted and discussed, is less defined in its triggers and limitations. The main body of work that seeks to explore default Case is that of Schütze (2001), which presents the main principles of default Case as well as the …
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Machine Learning for Credit Default Risk
… used to enhance traditional approaches to credit default forecasting and pricing. In the first essay, we provide empirical evidence in favour of a widespread non-linear, time-varying relationship between sovereign credit risk and macroeconomic fundamentals across OECD countries. Random forests …
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Three essays on corporate default prediction : special reference to corporate governance, default correlation and capital structure dynamics
… of three essays that investigate corporate defaults connected to corporate governance, default correlations and capital structure adjustment. Granting a loan requires mutual trust between lenders and borrower and depends on the flow of information. The relevance and the accuracy of the …
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Industrial loan default: the case of Bangladesh
… since the early 1970s due to persistent loan defaults. Despite the application of a number of remedial measures, industrial loan default problems continued to haunt the IDFIs. The massive loan loss has not only impaired the viability of many financial institutions, but also made them dependent …
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Default Risk in the Automotive Supply Network
<p>The goal of this dissertation is to empirically investigate, model, and estimate which features of a car-part supplier's portfolio, including production capacity, buyer or component-sector specialization, and solvency risk, drive the formation of new business relationships between this car-part …
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BE-ing default : the morphosyntax of auxiliaries
… this triggers the insertion of a totally default verb (BE) within the morphological component. Framing this approach to inflection in terms of Agree, however, requires modification of Chomsky's original formulation, so that inflectional feature values can be passed downward (or fail to be …
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Agency risk in CMBS default resolution : a case study of the Peter Cooper Village - Stuyvesant Town mortgage loan default
… to refinance; that is, they are in high risk of default. The current real estate downturn has not only pushed delinquencies to a historic high but has also inflicted losses to bondholders. When losses are realized through foreclosure, junior bondholders can have the face amount of their …
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