Sökning: "Collateral optimization"
Hittade 5 uppsatser innehållade orden Collateral optimization.
1. Minimizing initial margin requirements using computational optimization
Master-uppsats, Umeå universitet/Institutionen för datavetenskapSammanfattning : Trading contracts with future commitments requires posting a collateral, called initial margin requirement, to cover associated risks. Differences in estimating those risks and varying risk appetites can however lead to identical contracts having different initial margin requirements at different market places. LÄS MER
2. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. LÄS MER
3. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. LÄS MER
4. Design of a multi-asset-backed stablecoin and a multilateral order matching system
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Cryptocurrencies, specifically designed for price stability, called stablecoins, have emerged to counteract the volatility that has been prevalent in cryptocurrency markets over the past decade. Stablecoins often use one, or in some cases, multiple collateral assets to maintain a stable value. LÄS MER
5. Collateral Optimization
Master-uppsats, Umeå universitet/Institutionen för fysikSammanfattning : .... LÄS MER