Essays about: "Clearing"

Showing result 16 - 20 of 146 essays containing the word Clearing.

  1. 16. Backtesting Expected Shortfall : A qualitative study for central counterparty clearing

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Emil Berglund; Albin Markgren; [2022]
    Keywords : Expected Shortfall; Value-at-Risk; Initial Margin; Backtesting; Central Counterparty Clearing;

    Abstract : Within Central Counterparty Clearing, the Clearing House collects Initial Margin from its Clearing Members. The Initial Margin can be calculated in many ways, one of which is by applying the commonly used risk measure Value-at-Risk. However, Value-at-Risk has one major flaw, namely its inability to encapsulate Tail Risk. READ MORE

  2. 17. Swaptions from a Clearinghouse perspective : Hedging swaptions, an option on interest rate swaps, using compression

    University essay from Umeå universitet/Institutionen för fysik

    Author : Joel Forsberg; [2022]
    Keywords : Swaptions; Clearinghouse; Compression; Interest rate swap;

    Abstract : With the increasing popularity of interest rate swaps the need to understandswaptions, an option of an interest rate swap, is of great importance. A swap-tion can be used in both speculative purposes and to hedge against changesin interest rates. The most important thing to understand is the pricing for-mula. READ MORE

  3. 18. Wake velocity deficit calculation and wind turbine separation in the forested area using RANS

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Semion Zubov; [2022]
    Keywords : RANS; wakes; forest;

    Abstract : Wake has a high impact on wind turbine performance and durability. Its impact, without a doubt, should be considered in wind resource assessment. However, wakes in the forest is a niche that is only examined by a couple of countries which area has a significant per cent land covered in forests. READ MORE

  4. 19. Restaureringens effekt på öringpopulationen

    University essay from SLU/Dept. of Forest Ecology and Management

    Author : Ola Carlström; Sebastian Dagman; [2022]
    Keywords : restaurering; flottning; öring; älv; bäck;

    Abstract : Until the 1970s, rivers in Sweden were used for timber floating. In order for the floating to be as efficient as possible, with a minimum of timber getting stuck, many rivers were cleared. Large rocks and boulders were removed from the main channel and tributaries, backwaters and shallow areas were secluded. READ MORE

  5. 20. Music and imperfect information influence player behavior

    University essay from Malmö universitet/Institutionen för datavetenskap och medieteknik (DVMT)

    Author : Muhamed Kaltak; Edmond Gashi; [2022]
    Keywords : Video Game; Music; Information Horizon;

    Abstract : The video game industry grows bigger and bigger with each year and this growth does not seem to slow down anytime soon. With that, it's important for society and video game developers to know how this media affects the players playing the game as it's already a very big industry, with large numbers of players playing video games every day. READ MORE