Essays about: "Portfolio Compression"

Found 3 essays containing the words Portfolio Compression.

  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

  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. Optimizing the Supply Chain Performance at Ericsson AB : A Study of Lead Time Reduction and Service Level Improvement

    University essay from Linköpings universitet/Logistik- och kvalitetsutveckling

    Author : Marcus Stenberg; Jesper Larsson; [2016]
    Keywords : Supply chain; lead time; lead time reduction; time compression; service level; global supply chain; incoterm; supply hub; customer order decoupling point; leagile; lean; agile; letter of credit; bank payment obligation; product configurator; regional product portfolio; end-to-end integration; supply chain integration; supply chain management; supply chain transparency; information systems; Ericsson;

    Abstract : Ericsson has recently experienced difficulties to meet the customer demand, which has led to lost market shares. This is mainly due to the long and unpredictable lead times within their supply chains. Therefore, Ericsson seeks to increase their ability to meet the customer demand by reducing the customer order lead time. READ MORE