Essays about: "CVA"
Showing result 21 - 25 of 30 essays containing the word CVA.
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21. 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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22. 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
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23. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps
University essay from KTH/Matematisk statistikAbstract : In this thesis, the pricing of counterparty credit risk on an OTC plain vanilla interest rate swap is investigated. Counterparty credit risk can be defined as the risk that a counterparty in a financial contract might not be able or willing to fulfil their obligations. This risk has to be taken into account in the valuation of an OTC derivative. READ MORE
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24. Credit Valuation Adjustment: In theory and practice
University essay from KTH/Matematisk statistikAbstract : This thesis is intended to give an overview of creditvaluation adjustment (CVA) and adjacent concepts. Firstly, the historicalevents that preceded the initiative to reform the Basel regulations and tointroduce CVA as a core component of counterparty credit risk are illustrated. READ MORE
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25. Modeling CVA for interest rate swaps in a CIR-framework
University essay from Göteborgs universitet/Graduate SchoolAbstract : Knowing the true Counterparty Credit Risk (CCR) and accurately account for it, is vital in maintaining a stable financial system. The Basel committee noted that during the financial crisis of 2008-2009, about 70% of losses related to CCR actually came from volatility in the Credit Value Adjustment (CVA) instead of actual defaults. READ MORE