Essays about: "Johan Gunnars"
Found 1 essay containing the words Johan Gunnars.
-
1. Credit Risk Modeling and Implementation
University essay from Umeå universitet/Institutionen för fysikAbstract : The financial crisis and the bankruptcy of Lehman Brothers in 2008 lead to harder regulations for the banking industry which included larger capital reserves for the banks. One of the parts that contributed to this increased capital reserve was the the credit valuation adjustment capital charge which can be explained as the market value of the counterparty default risk. READ MORE
Result pages:
1