Financial Economics

Credit risk

Associate Professor Hans NE Byström

In this project we work on all aspects on credit; credit markets, credit risks, credit risk management and credit derivatives. Some examples of issues we work on are; the role of financial markets in the credit risk management process, different ways of assessing the stability of the financial system using market information, different ways of pricing of credit derivatives, early warning signals and credit risk in emerging economies. The credit market has been going through a very rapid development over the last decade and the effects of this on the broader market economy is also investigated.

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