Essays about: "Clearinghouse"

Showing result 1 - 5 of 8 essays containing the word Clearinghouse.

  1. 1. Evolving Perspectives Practical Proposals for Resource-Efficient Solutions

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Laura Elizabeth Redmond; Shane Yuhasse; Cecep Hermawan; Ethan Dunnenberger; Marta Lamorgese; Ileana Graf; Adriana Fernandez Villalobos; Azusa Lindwall; Silvia Kim; Maëlle Soulis; Bianca Terrero Vega; Tim Ziegler; Ziyue Wang; Martine Deinum; Ines-Sophie Paumier-Bianco; Luca Schumann; Gunjan Kolhe; André Wismer; Emily Gomersall; Patricia Agyare; Emilia Paulina Paredes Bassi; Maarten Magielse; Lauren Brach; Line Lobedanz Witthøfft; Ekaterina Pikuleva; Eva Andersson; Markas Azuolas; Leon Bartling; Jakub Gamrot; Gabriele Celli; [2022]
    Keywords : biodiversity communication; wine certification; construction material reuse; carbon-free cities; electric road system; battery storage as a service; circular steel in shipping; waste clearinghouse; Earth and Environmental Sciences;

    Abstract : .... READ MORE

  3. 2. 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

  4. 3. Verification of Risk Algorithm Implementations in a Clearing System Using a Random Testing Framework

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

    Author : Mikael Vahlberg; [2017]
    Keywords : ;

    Abstract : Clearing is keeping track of transactions until they are settled. Standardized derivatives such as options and futures can be cleared through a clearinghouse if you are a clearing member. The clearinghouse step in as an intermediary between trades and manages all occurring counterparty risk. READ MORE

  5. 4. Designing a Risk Manager Dashboard

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Martin Forsgren; [2015]
    Keywords : ;

    Abstract : This thesis explores the design of a dashboard interface viewing financial data, specifically clearinghouse data relevant for getting an overview of the current risk situation. The target user is a risk manager at a clearinghouse. READ MORE

  6. 5. Managing clearinghouse risk for NDF cleared contracts : Validating the HS/VaR method for NDF FX CCP Clearing risk

    University essay from KTH/Matematisk statistik

    Author : Johan Olsson; [2015]
    Keywords : ;

    Abstract : In this thesis we describe and discuss the reality for a central clearing party clearinghouse. The importance of sound risk management is discussed. We specifically validate the usage of a Historical Simulation/VaR approach for managing the risk when acting as a CCP for the Non Delivery Forward FX instrument. READ MORE