Essays about: "Magnus Orrsveden"
Found 1 essay containing the words Magnus Orrsveden.
-
1. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach
University essay from KTH/Optimeringslära och systemteoriAbstract : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. READ MORE
Result pages:
1