Essays about: "CVA"
Showing result 11 - 15 of 23 essays containing the word CVA.
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11. Biologisk variation av urinprotein och urinkreatinin hos friska hundar
University essay from SLU/Dept. of Clinical SciencesAbstract : Data på biologisk variation är viktiga för att veta hur användbara populationsbaserade referensintervall är, för att tolka betydelsen av förändringar i upprepade prover från samma individ, samt för att sätta analytiska kvalitetsmål. Inga studier har tidigare publicerats där den biologiska variationen av urinprotein och urinkreatinin hos hund har undersökts. READ MORE
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12. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
University essay from Lunds universitet/Matematisk statistikAbstract : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. READ MORE
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13. CVA for IR-Swaps under Wrong Way Risk. A numerical evaluation using a semi-analytical model
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis examines the background and nature of credit value adjustment (CVA), a concept that has heightened in its importance in the financial market after the 2008 financial crisis. Credit value adjustment is defined as a price deducted from the risk-free value of a bilateral derivative to adjust for the counterparty credit risk (CCR). READ MORE
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14. Theoretical incentives vs. perceived motives for using interest rate derivatives in Swedish corporations
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : The purpose of this research is to highlight if contemporary practices for using interest rate derivatives in large non-financial Swedish corporations are consistent with theoretical incentives for using such derivative instruments. Most theoretical incentives were developed before the financial crisis of 2007-08. READ MORE
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15. Creation of a Practical Framework for Congestion Charging Systems in the Maltese Islands : Analysis of the Valletta CVA System
University essay from Stockholms universitet/Kulturgeografiska institutionenAbstract : Congestion is a phenomenon that is becoming an increasing problem on road networks in and around many urban areas. As congestion causes a number of environmental, economic and social problems, policy and decision makers have started to consider a number of measures to tackle it. READ MORE