Sökning: "CVA"

Visar resultat 6 - 10 av 33 uppsatser innehållade ordet CVA.

1. 6. Modern Credit Value Adjustment

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Wojciech Ratusznik; [2021]
   Nyckelord :Credit Value Adjustment; Monte Carlo simulations; Artificial neural networks; Financial risk management; Stochastic calculus; Kreditvärdejustering; Monte Carlo simuleringar; Artificiella neurala nätverk; Riskvärdering; Stokastisk analys;

   Sammanfattning : Counterparty risk calculations have gained importance after the latest financial crisis. The bankruptcy of Lehman Brothers showed that even large financial institutiones face a risk of default. Hence, it is important to measure the risk of default for all the contracts written between financial institutions. LÄS MER

3. 7. A study on the urbanization of Bengaluru, India between 2015 and 2020 based on Sentinel-1/2 data

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Shreyas Goswami; [2021]
   Nyckelord :;

   Sammanfattning : Availability of timely information about land-use and land-cover (LULC) changes is essential for understanding and modelling the urbanization pattern, and thereby in planning sustainable urban development of a region accordingly. Remote sensing technology, using Earth observation satellites, has emerged as a reliable tool for timely monitoring of changes anywhere on Earth. LÄS MER

4. 8. Pastoral Nostalgia and Digital Media: A Case Study Exploring Nostalgia Communication in Li Ziqi’s Online Short Videos

   Master-uppsats, Uppsala universitet/Institutionen för informatik och media

   Författare :Jinpei Deng; [2020]
   Nyckelord :Nostalgia; pastoral nostalgia; short videos; new media; Li Ziqi; communication; critical visual analysis; semiotics; remix; Sina Weibo; online videos; digital;

   Sammanfattning : The primary goal of this study is to observe how the meaning of nostalgia is negotiated and remediated in Li Ziqi’s short videos, and understand the construction and expression of pastoral images in the video, by examining its social modality of the audiencing site and the compositional and social modalities of the image site through a Critical Visual Approach(CVA). Except for CVA, Remix as a thinking tool helps to frame data selection, mixed methods and theories throughout. LÄS MER

5. 9. On the Proxy Modelling of Risk-Neutral Default Probabilities

   Master-uppsats, KTH/Matematisk statistik

   Författare :Edvin Lundström; [2020]
   Nyckelord :Counterparty Credit Risk; Credit Valuation Adjustment; CVA; Credit modelling; Reduced form model; Proxy model; Hazard rate; Cross-section model; Nomura model; Motpartsrisk; Kreditvärderingsjustering; CVA; Kreditmodellering; Proxymodellering; Nomuramodellen;

   Sammanfattning : Since the default of Lehman Brothers in 2008, it has become increasingly important to measure, manage and price the default risk in financial derivatives. Default risk in financial derivatives is referred to as counterparty credit risk (CCR). The price of CCR is captured in Credit Valuation Adjustment (CVA). LÄS MER

7. 10. Study and Case of Wrong-Way Risk : Explorative Search for Wrong-Way Risk

   Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

   Författare :Jonathan Grönberg; [2019]
   Nyckelord :Wrong-way risk; Credit value adjustment; Debit value adjustment; Bilateral credit value adjustment; Felvägsrisk; Kreditvärdesjustering; Debetvärdesjustering; Bilateral kreditvärdesjustering;

   Sammanfattning : Usage of financial measurements that address the default probability of counterparties have been market practice for some time. Quantifying counterparty credit risk is usually done through the credit value adjustment which adjusts the value from a risk-free value to a risky value. LÄS MER