Essays about: "Karl Hjalmarsson"

Found 1 essay containing the words Karl Hjalmarsson.

  1. 1. A Journey Through the World of Compression with IRS Contracts

    University essay from Umeå universitet/Institutionen för fysik

    Author : Karl Hjalmarsson; [2023]
    Keywords : Portfolio Compression; Interest Rate Swap; Newtork Simplex; Central Clearing Counterparty;

    Abstract : By participating in the market a party buys and sells different types of contracts resulting in the collection of contracts growing. With a large collection of contracts come the hurdles of an increasing operational cost, a harder-to-manage order book, and an increase in counterparty risk. READ MORE