Sökning: "Expected Exposure"

Visar resultat 36 - 40 av 181 uppsatser innehållade orden Expected Exposure.

1. 36. Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Isabelle Frodé; Viktor Sambergs; [2022]
   Nyckelord :xVA; CVA; OTC; Counterparty Credit Risk; Interest Rate Swaps; Hull-White Model; Machine Learning; Artificial Neural Networks; Gated Recurrent Units; Mathematics and Statistics;

   Sammanfattning : We present a data-driven proof of concept model capable of reproducing expected counterparty credit exposures from market and trade data. The model has its greatest advantages in quick single-contract exposure evaluations that could be used in front office xVA solutions. The data was generated using short rates from the Hull-White One-Factor model. LÄS MER

3. 37. Examining the protective services of mangroves at a regional scale in Indonesia

   Master-uppsats, Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

   Författare :Mikaela Gomez; [2022]
   Nyckelord :Mangroves; Nature-Based Solutions; Disaster Risk Reduction; Exposure; GIS; Remote Sensing; Science General;

   Sammanfattning : The purpose of this thesis is to examine how the exposure of the coastal population of Kalimantan, Indonesia changed as a result of coastal mangrove loss and population growth. The change of exposure has therefore been calculated through the loss of mangrove biomass, through deforestation and degradation, over time, as well the increase in population living within 10km2 of disturbed mangroves. LÄS MER

4. 38. Mapping future floods in coastal Bangladesh - Impacts of projected changes in sea level and precipitation

   Kandidat-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Författare :Agnes Pierre; [2022]
   Nyckelord :flood modelling; TFM-DYN; sea level rise; land subsidence; extreme precipitation; tidal flooding; Earth and Environmental Sciences;

   Sammanfattning : The exposure to flooding in coastal Bangladesh is expected to increase throughout the century as a result of climate change-induced sea level rise and intensified monsoon precipitation. The current consequences of flooding include damage to infrastructure, economy, and health through inundation and saline intrusion, and are likely to affect a larger population in the future. LÄS MER

5. 39. A comparison of the Basel III capital requirement models for financial institutions

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Sara Johannesson; Amanda Wahlberg; [2022]
   Nyckelord :Basel III; Internal Model Method IMM ; Standardized Approch for Counterparty Credit Risk SA-CCR ; Counterparty Credit Risk; Capital Requirement; Mathematics and Statistics;

   Sammanfattning : The purpose of this report is to implement and compare the two Basel III standard methods on how to calculate the capital requirement for finan- cial institutions, related to counterparty credit risk. The models being the Standardized Approach for Counterparty Credit Risk (SA-CCR) and the Internal Model Method (IMM). LÄS MER

7. 40. Evaluation of the LPJ-GUESS crop model under ambient and elevated CO2 concentrations.

   Kandidat-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Författare :Annika Nitschke; [2022]
   Nyckelord :LPJ-GUESS; free-air carbon dioxide enrichment experiments; elevated CO2; climate change; wheat yield; Earth and Environmental Sciences;

   Sammanfattning : In the future atmospheric CO2 concentrations might exceed 550 ppm according to the RCP8.5 scenario by mid-century from our current 410 ppm, while our world population is projected to surpass the 9.7 billion threshold within the same time span. This challenge leads to the raising of questions addressing future food security. LÄS MER