Essays about: "Christian Romaniello"

Found 1 essay containing the words Christian Romaniello.

  1. 1. Central Counterparties. A Numerical Implementation of the Default Waterfall

    University essay from Göteborgs universitet/Graduate School

    Author : Karl Ejvegård; Christian Romaniello; [2016-09-21]
    Keywords : Risk Management; Central Counterparty; Risk; Stochastic Models; Monte Carlo Simulation; Mixed Binomial Models; Interest Rate Swap;

    Abstract : This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, by acting as an intermediate in nancial transactions. READ MORE