Essays about: "Tarek Barbouche"

Found 1 essay containing the words Tarek Barbouche.

  1. 1. Extreme Value Theory Applied to Securitizations Rating Methodology

    University essay from KTH/Matematisk statistik

    Author : Tarek Barbouche; [2017]
    Keywords : Extreme Value Theory; Exchange rates; Block Maxima; Peaks-over-Threshold; Securitization; Extremvärdesteori; Valutakurser; Block Maxima; Peaks-over-Threshold; Värdepapperisering;

    Abstract : One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. READ MORE