Essays about: "Gabriel Berthet--nivon"

Found 1 essay containing the words Gabriel Berthet--nivon.

  1. 1. Bonds Portfolio liquidity risk under stress

    University essay from Lunds universitet/Matematisk statistik

    Author : Gabriel Berthet--Nivon; [2020]
    Keywords : Bond market Liquidity Bank liquidity; Mathematics and Statistics;

    Abstract : Abstract The focus of this thesis is to study and model the capacity of the bank to trade on the bonds market under normal and stressed conditions. This capacity is related to the liquidity of bonds market (ie, the ability to trade) and bank’s trading desks capacity to trade. READ MORE