Essays about: "Bilateral Netting"

Found 1 essay containing the words Bilateral Netting.

  1. 1. Counterparty Credit Risk Efficieny of Central Clearing

    University essay from Göteborgs universitet/Graduate School

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

    Abstract : 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. READ MORE