• Essays on Banking Regulation, Mortgage Lending, and Risk 

      Reite, Endre Jo (Doctoral theses at NTNU;2023:4, Doctoral thesis, 2023)
      Norsk sammendrag Norge har opplevd tiår med økende boligpriser, og lave boliglånstap hos bankene. Myndighetene har søkt å dempe boligpris- og gjeldsvekst gjennom utlånsreguleringer, etablert åpenhetskrav rundt renter for ...
    • Examining classical capital structure models of debt utilization decisions in Norwegian SME shipping companies 

      De Lange, Petter Eilif; Westgaard, Sjur; Schlingloff, André; Myrland, Caroline (Peer reviewed; Journal article, 2022)
      This study aims at identifying variables that have a notable impact on the choice of leverage ratio in 161 Norwegian small and medium-sized shipping companies during the period from 2008 to 2019. We apply linear, logistic ...
    • Explainable AI for Credit Assessment in Banks 

      De Lange, Petter Eilif; Melsom, Borger; Vennerød, Christian; Westgaard, Sjur (Peer reviewed; Journal article, 2022)
      Banks’ credit scoring models are required by financial authorities to be explainable. This paper proposes an explainable artificial intelligence (XAI) model for predicting credit default on a unique dataset of unsecured ...
    • The Norwegian financial bond market : A comprehensive market review with an empirical analysis of the main drivers of spreads 

      De Lange, Petter Eilif; Aamo, Per Egil; Westgaard, Sjur (Peer reviewed; Journal article, 2018)
      In this paper, we examine the Norwegian financial bond market, i.e. the market for bonds issued by Norwegian banks. We describe the market by characterizing the market participants in the different securities on both the ...
    • Term Premia in Norwegian Government Bond Yields 

      De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur (Peer reviewed; Journal article, 2022)
      The typically observed upward sloping nominal yield curve implies that investors demand positive risk premia – or term premia – to hold long-term nominal bonds. Fundamentally, the term premium is compensation to investors ...
    • Term Premia in Norwegian Interest Rate Swaps 

      de Lange, Petter Eilif; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur (Journal article; Peer reviewed, 2023)
      Fundamentally, the term premium in long-term nominal yields is compensation to investors for bearing interest rate risk. There is substantial evidence of sizable and time-varying term premia. As opposed to yields, term ...
    • The Norwegian financial bond market - A comprehensive market review with an empirical analysis of the main drivers of spreads 

      De Lange, Petter Eilif; Aamo, Per Egil; Westgaard, Sjur (Journal article; Peer reviewed, 2018)
      In this paper, we examine the Norwegian financial bond market, i.e. the market for bonds issued by Norwegian banks. We describe the market by characterizing the market participants in the different securities on both the ...