Sökning: "Multilateral Netting"

Hittade 1 uppsats innehållade orden Multilateral Netting.

  1. 1. Counterparty Credit Risk Efficieny of Central Clearing

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Felix Salat; [2017-07-26]
    Nyckelord :Risk Management; Counterparty Credit Risk; OTC Derivatives; Central Clearing; Multilateral Netting; Bilateral Netting;

    Sammanfattning : In this thesis, we aim to show effects of centrally clearing OTC derivatives on counterparty exposures. Central clearing is the process of replacing bilateral exposures from transactions with a network of multilateral exposures. In all transactions, a central counterparty (CCP) is the intermediary, acting as a buyer to each seller and vice versa. LÄS MER