Sökning: "Central Counterparty"

Visar resultat 1 - 5 av 21 uppsatser innehållade orden Central Counterparty.

1. 1. Återkrav av överdebiteringar - En studie om passivitet och condictio indebiti

   Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

   Författare :Jonathan Lindström; [2023]
   Nyckelord :avtalsrätt; fordringsrätt; condictio indebiti; Law and Political Science;

   Sammanfattning : When someone has overpaid in the mistaken belief that there was an obliga-tion to pay, the doctrine of condictio indebiti comes into play. For the princi-ples to be applicable, the payment must have no legal basis. A legal basis for the payment exists if there is a contractual basis for it, or if the payment con-stituted a disposition. LÄS MER

3. 2. A Journey Through the World of Compression with IRS Contracts

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

   Författare :Karl Hjalmarsson; [2023]
   Nyckelord :Portfolio Compression; Interest Rate Swap; Newtork Simplex; Central Clearing Counterparty;

   Sammanfattning : By participating in the market a party buys and sells different types of contracts resulting in the collection of contracts growing. With a large collection of contracts come the hurdles of an increasing operational cost, a harder-to-manage order book, and an increase in counterparty risk. LÄS MER

4. 3. Exploring the Feasibility of Replicating SPAN-Model's Required Initial Margin Calculations using Machine Learning : A Master Thesis Project for Intraday Margin Call Investigation in the Commodities Market

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Clara Branestam; Amanda Sandgren; [2023]
   Nyckelord :Machine Learning; Market Risk; Initial Margin; SPAN-model; Central Counterparty Clearing; Margin Call;

   Sammanfattning : Machine learning is a rapidly growing field within artificial intelligence that an increasing number of individuals and corporations are beginning to utilize. In recent times, the financial sector has also started to recognize the potential of these techniques and methods. LÄS MER

5. 4. Scenario Generation for Stress Testing Using Generative Adversarial Networks : Deep Learning Approach to Generate Extreme but Plausible Scenarios

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Jonas Gustafsson; Conrad Jonsson; [2023]
   Nyckelord :Machine Learning; Generative Adversarial Network GAN ; Wasserstein Generative Adversarial Network WGAN ; Scenario Generation; Stress Testing; Central Counterparty Clearing;

   Sammanfattning : Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. LÄS MER

7. 5. Backtesting Expected Shortfall : A qualitative study for central counterparty clearing

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Emil Berglund; Albin Markgren; [2022]
   Nyckelord :Expected Shortfall; Value-at-Risk; Initial Margin; Backtesting; Central Counterparty Clearing;

   Sammanfattning : Within Central Counterparty Clearing, the Clearing House collects Initial Margin from its Clearing Members. The Initial Margin can be calculated in many ways, one of which is by applying the commonly used risk measure Value-at-Risk. However, Value-at-Risk has one major flaw, namely its inability to encapsulate Tail Risk. LÄS MER