Essays about: "Collateral Management"

Showing result 1 - 5 of 17 essays containing the words Collateral Management.

  1. 1. Are concessional state loans available to every SME? - Challenges and opportunities in the provision of concessional state loans for micro and small businesses engaged in tourism in the regions of Azerbaijan

    University essay from Lunds universitet/Institutionen för kulturgeografi och ekonomisk geografi; Lunds universitet/LUMID International Master programme in applied International Development and Management

    Author : Elmar Hajiyev; [2023]
    Keywords : Tourism and development; Micro and small businesses; Access to finance; Concessional state loans; Environmental factors; Supply-side factors; Demand-side factors; Social Sciences;

    Abstract : Tourism is considered one of the main driving forces of economic growth. At the same time, micro and small businesses play a vital role in the development of the tourism sector as a supply side. Also, the development of entrepreneurial activity directly depends on internal and external financial resources. READ MORE

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

    University essay from KTH/Matematik (Avd.)

    Author : Sofia Grägg; Paula Isacson; [2022]
    Keywords : 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.;

    Abstract : 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. READ MORE

  4. 3. Determinants of the Payment Methods in Mergers and Acquisitions

    University essay from Göteborgs universitet/Graduate School

    Author : Negar Najafinobar; [2021-06-30]
    Keywords : Mergers and Acquisitions Payment method;

    Abstract : The aim of this thesis is to investigate the determinants of mergers and acquisitions method of payment in the US in the 2003-2019 period. The relationships between firm and deal characteristics as well as macroeconomic variables and the method of payment in M&A deals in the US are analyzed. READ MORE

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

    University essay from KTH/Optimeringslära och systemteori

    Author : Martin Wass; [2020]
    Keywords : 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;

    Abstract : 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. READ MORE

  6. 5. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach

    University essay from KTH/Optimeringslära och systemteori

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

    Abstract : 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. READ MORE