Avancerad sökning

Hittade 4 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Sofia Grägg; Paula Isacson; [2022]
    Nyckelord :Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

    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. 2. Mixed Integer Linear Programming for Allocation of Collateral within Securities Lending

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Martin Wass; [2020]
    Nyckelord :Collateral; collateral management; optimisation; mixed integer linear programming; collateral allocation; opportunity cost; triparty collateral management; counterparty risk; Säkerheter; säkerhetshantering; optimering; blandat-heltal linjär programmering; alternativkostnad; motpartsrisk; tripartykostnad;

    Sammanfattning : A mixed integer linear programming formulation is used to solve the problem of allocating assets from a bank to its counterparties as collateral within securities lending. The aim of the optimisation is to reduce the cost of allocated collateral, which is broken down into the components opportunity cost, counterparty risk cost and triparty cost. LÄS MER

  4. 3. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Magnus Orrsveden; Emil Tarukoski; [2019]
    Nyckelord :Collateral Management; Collateral optimization; Operations Research; Linear Programming; Collateral Management; Collateral optimization; Operations Research; Linear Programming;

    Sammanfattning : 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

  5. 4. Enskild firma, aktiebolag eller både och? : skatteskillnader och andra effekter i lantbruksföretag

    M1-uppsats, SLU/Dept. of Biosystems and Technology (from 130101)

    Författare :Erik Bertilsson; Albin Skure; [2019]
    Nyckelord :aktiebolag; enskild firma; företagsform; ägarskifte; generationsskifte; mjuka värden; risk; lönsamhet; lantbruksföretag; företagsledning; skatt;

    Sammanfattning : Rationaliseringen av svenskt jordbruk leder till större enheter och högre omsättning, vilket gör valet av företagsform allt viktigare för lantbruksföretagare. Aktiebolag för driften ökar i popularitet hos lantbruksföretagare. LÄS MER