Essays about: "Susanna Haglund"
Found 1 essay containing the words Susanna Haglund.
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1. Exposure At Default During Financial Stress - A Comparative Study
University essay from Lunds universitet/Matematisk statistikAbstract : In recent years the capital requirements for banks have been updated which has complicated the pricing procedure for derivatives. Nordea has developed a proxy model that approximates the risk measure Exposure At Default, which is an important component in the recently updated requirements. READ MORE
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