Sökning: "Clearinghouse"
Visar resultat 1 - 5 av 8 uppsatser innehållade ordet Clearinghouse.
1. Evolving Perspectives Practical Proposals for Resource-Efficient Solutions
L3-uppsats, Lunds universitet/Internationella miljöinstitutetSammanfattning : .... LÄS MER
2. Swaptions from a Clearinghouse perspective : Hedging swaptions, an option on interest rate swaps, using compression
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : With the increasing popularity of interest rate swaps the need to understandswaptions, an option of an interest rate swap, is of great importance. A swap-tion can be used in both speculative purposes and to hedge against changesin interest rates. The most important thing to understand is the pricing for-mula. LÄS MER
3. Verification of Risk Algorithm Implementations in a Clearing System Using a Random Testing Framework
Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Clearing is keeping track of transactions until they are settled. Standardized derivatives such as options and futures can be cleared through a clearinghouse if you are a clearing member. The clearinghouse step in as an intermediary between trades and manages all occurring counterparty risk. LÄS MER
4. Designing a Risk Manager Dashboard
Master-uppsats, Umeå universitet/Institutionen för datavetenskapSammanfattning : This thesis explores the design of a dashboard interface viewing financial data, specifically clearinghouse data relevant for getting an overview of the current risk situation. The target user is a risk manager at a clearinghouse. LÄS MER
5. Managing clearinghouse risk for NDF cleared contracts : Validating the HS/VaR method for NDF FX CCP Clearing risk
Master-uppsats, KTH/Matematisk statistikSammanfattning : In this thesis we describe and discuss the reality for a central clearing party clearinghouse. The importance of sound risk management is discussed. We specifically validate the usage of a Historical Simulation/VaR approach for managing the risk when acting as a CCP for the Non Delivery Forward FX instrument. LÄS MER