Sökning: "CCPs"

Visar resultat 1 - 5 av 7 uppsatser innehållade ordet CCPs.

  1. 1. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Leonardo Di Geronimo; [2019-07-02]
    Nyckelord :Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Sammanfattning : Central counterparties (CCPs) are ˝nancial intermediaries consisting of clearing members trading ˝nancial derivatives between each other. In a ˝nancial network, CCPs become the buyer to every seller and the seller to every buyer. LÄS MER

  3. 2. Scenario Creation for Stress Testing Using Copula Transformation

    Master-uppsats, Umeå universitet/Institutionen för fysik

    Författare :Gustav Nystedt; [2019]
    Nyckelord :Stress Testing; Stress Testing Scenarios; Scenario Generation; Copulas; t-copulas; Copula Transformation;

    Sammanfattning : Due to turbulence in the financial market throughout history, stress testing has become a growing part of the risk analysis performed by clearing houses. Events connected to previous crises have increased the demand for prudent risk exposure, and in this thesis we investigate regulators view on how CCPs should construct risk scenarios to meet best practice for stress testing their members’ composite portfolios. LÄS MER

  4. 3. Implementation of HACCP plan for blue-mould tofu with focus on microbial hazards

    Master-uppsats, SLU/Department of Molecular Sciences

    Författare :Agata Sapieja; [2017]
    Nyckelord :HACCP; food safety; foodborne pathogens; tofu; cheese;

    Sammanfattning : There is an increased request for vegan alternatives among consumers. This may depend on several factors, in many cases related to health and ethics. Food safety is very important to achieve in food production and there are several food safety management systems that can be applied to ensure that the food can be considered safe. LÄS MER

  5. 4. Central Counterparties. A Numerical Implementation of the Default Waterfall

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karl Ejvegård; Christian Romaniello; [2016-09-21]
    Nyckelord :Risk Management; Central Counterparty; Risk; Stochastic Models; Monte Carlo Simulation; Mixed Binomial Models; Interest Rate Swap;

    Sammanfattning : This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, by acting as an intermediate in nancial transactions. LÄS MER

  7. 5. Smart and flexible capacitor charger for warm environments

    Master-uppsats, KTH/Maskinkonstruktion (Inst.)

    Författare :Tobias Rydberg; [2016]
    Nyckelord :;

    Sammanfattning : A studio camera flash system being developed by Eascal AB needs a capacitor charging power supply (CCPS) that can work in a hot environment without problems and also not emit too much heat itself. The CCPS needs to be able to operate from battery power as well as net power, so called off-line, and to charge a capacitor to between 0-400 V. LÄS MER