Sökning: "Default Fund"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden Default Fund.

  1. 1. Model for Central Counterparty Risk with Stochastic Default Intensities

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Francesco Marconi; [2021-09-30]
    Nyckelord :;

    Sammanfattning : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. LÄS MER

  3. 2. 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

  4. 3. P2P Lending - An Investor's Perspective on the Measurement of Return and Factors Impacting Default Hazards

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Alfred Hedlund; Amanda Johansson; [2019]
    Nyckelord :P2P lending; Peer-to-Peer; IRR; Survival Analysis; Cox model;

    Sammanfattning : The emergence of peer-to-peer (P2P) lending platforms has caught the attention of researchers. However, limited attention has been directed toward the investors. This paper aims to explore and measure the components of P2P lending returns in Sweden. LÄS MER

  5. 4. Investor Activity and Returns in the Swedish Premium Pension

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jasmine Michelsson; Josefin Klarin; [2018]
    Nyckelord :premium pension; investor activity; investor characteristics; defined contribution;

    Sammanfattning : By comparing individuals from a large sample of pension savers in the Swedish Premium Pension System, this study investigates what effect activity has on absolute returns within the programme. Further, we examine if there are differences in returns and activity across groups of different characteristics. LÄS MER

  7. 5. Optimal portfolio selection and risk-adjusted performance of 51 equity funds available in the Swedish premium pension

    Master-uppsats, Högskolan i Jönköping/Internationella Handelshögskolan

    Författare :Ninos Khouchaba; Emilia Svensson; [2018]
    Nyckelord :Pension; Premium pension; Swedish pension authority; national retirement pension; funds; AP7; Seventh AP Fund;

    Sammanfattning : In order to assure a livelihood for the working population after retirement, the national retirement pension was developed. The system is based on 18.5% of each tax-paying worker’s annual salary. The national retirement pension system in Sweden consist of two parts. LÄS MER