Essays about: "Over the counter OTC"

Showing result 6 - 10 of 12 essays containing the words Over the counter OTC.

  1. 6. The Viability of Cluster Based Representations for Classification of Over the Counter Derivative Populations

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Marcus Nordberg; [2017]
    Keywords : representation learning; clustering; otc derivatives; classification;

    Abstract : A population of financial derivatives can be compressed if a subset of derivatives yield a net cash flow that lies within a given tolerance level between the parties involved. To conduct a correct population compression, it is essential that all derivatives of the involved parties are present in the derivative set. READ MORE

  3. 7. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure

    University essay from Lunds universitet/Matematisk statistik

    Author : Johan Gustavsson; [2017]
    Keywords : OTC; Counterparty credit risk; HW1F; Market price of risk; CVA; Potential Future Exposure; Expected Exposure; Bermudan swaption; Stochastic Grid Bundling Method; SGBM.; Mathematics and Statistics;

    Abstract : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. READ MORE

  4. 8. The New Standardized Approach for Measuring Counterparty Credit Risk

    University essay from KTH/Matematisk statistik

    Author : Sara Jonsson; Beatrice Rönnlund; [2014]
    Keywords : ;

    Abstract : This study investigates the differences in calculationof exposure at default between the current exposure method (CEM) and the newstandardized approach for measuring counterparty credit risk exposures (SA-CCR)for over the counter (OTC) derivatives. The study intends to analyze theconsequence of the usage of different approaches for netting as well as the differencesin EAD between asset classes. READ MORE

  5. 9. Is it possible for Apoteket AB to retain its customers after de-regulation? : A Case Study

    University essay from Handelshögskolan vid Umeå universitet

    Author : Muhammad Arif Khan; Saqib Saeed Khan; [2011]
    Keywords : Apoteket AB; De-regulation; customer retention; pharmaceuticals; Sweden; 7 Ps of marketing; customers;

    Abstract : Purpose of the Study To study how Apoteket AB can retain its customers after the government decision to implement de-regulation in Swedish pharmaceutical market. Apoteket AB was the only state-owned pharmacy for more than 38 years but now they are in competition with other pharmacy operators including supermarkets and gas stations. READ MORE

  6. 10. Numerical Methods for Pricing Swing Options in the Electricity Market

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Matilda Guo; Maria Lapenkova; [2010]
    Keywords : Financial Mathematics; Numerical methods; Swing options; Electricity market;

    Abstract : Since the liberalisation of the energy market in Europe in the early 1990s, much opportunity to trade electricity as a commodity has arisen. One significant consequence of this movement is that market prices have become more volatile instead of its tradition constant rate of supply. READ MORE