Sökning: "Markus Ahlgren"

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  1. 1. Internal Market Risk Modelling for Power Trading Companies

    Master-uppsats, KTH/Matematisk statistik

    Författare :Markus Ahlgren; [2015]
    Nyckelord :Power Market; Electricity; Forward Curve; Market Risk; VaR; ES; Basel; CRR; FRTB; Risk Management; Elmarknad; Elektricitet; Forwardkurva; Marknadsrisk; VaR; ES;

    Sammanfattning : Since the financial crisis of 2008, the risk awareness has increased in the -financial sector. Companies are regulated with regards to risk exposure. These regulations are driven by the Basel Committee that formulates broad supervisory standards, guidelines and recommends statements of best practice in banking supervision. LÄS MER