Essays about: "CVA"
Showing result 16 - 20 of 30 essays containing the word CVA.
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16. 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
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17. Multitemporal Satellite Data for Monitoring Urbanization in Nanjing from 2001 to 2016
University essay from KTH/GeoinformatikAbstract : Along with the increasing rate of urbanization takes place in the world, the population keeps shifting from rural to urban areas. China, as the country of the largest population, has the highest urban population growth in Asia, as well as the world. READ MORE
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18. 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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19. 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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20. 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