Sökning: "default contract"
Visar resultat 1 - 5 av 24 uppsatser innehållade orden default contract.
1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER
2. Det psykologiska kontraktet bland revisorsassistenter
Kandidat-uppsats, Högskolan i Skövde/Institutionen för handel och företagandeSammanfattning : Dagens revisionskår lider av ett stort problem som hotar dess framtid. Sedan 1990 har antalet revisorer minskat från 4400 auktoriserade till 3300. En bakomliggande orsak till minskningen är revisorsassistenters avhopp. LÄS MER
3. Reklamationsplikt utan lagstöd – särskilt vid komplexa immateriella tjänster
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenSammanfattning : The thesis seeks to investigate whether there is a general duty to give notice in the event of a breach of contract in situations not covered by a statutory regulation. A particular purpose is to clarify the inner nature of the legal institute of notification when it comes to contracts on complex intangible services, such as legal advice and investigation services. LÄS MER
4. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : During the recent years, numerous so-called Buy Now, Pay Later companies have emerged. A type of financial institution offering short term consumer credit contracts. As these institutions have gained popularity, their undertaken credit risk has increased vastly. Simultaneously, the IFRS 9 regulatory requirements must be complied with. LÄS MER
5. Modern Credit Value Adjustment
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Counterparty risk calculations have gained importance after the latest financial crisis. The bankruptcy of Lehman Brothers showed that even large financial institutiones face a risk of default. Hence, it is important to measure the risk of default for all the contracts written between financial institutions. LÄS MER