Essays about: "collateral requirements"

Showing result 1 - 5 of 10 essays containing the words collateral requirements.

  1. 1. Minimizing initial margin requirements using computational optimization

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Jacob Ahlman Bohm; [2023]
    Keywords : optimization; initial margin; simulated annealing; particle swarm optimization; differential evolution;

    Abstract : Trading contracts with future commitments requires posting a collateral, called initial margin requirement, to cover associated risks. Differences in estimating those risks and varying risk appetites can however lead to identical contracts having different initial margin requirements at different market places. READ MORE

  3. 2. Value at Risk for a high-dimensional equity portfolio : A comparative study investigating computational complexity and accuracy for different methods

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Robin Lundberg; [2018]
    Keywords : ;

    Abstract : Risk management is practiced in many financial institutions and one of the most commonly used risk measures is Value at Risk. This measure represents how much a portfolio of assets could lose over a pre-specified time horizon to a cer- tain probability. READ MORE

  4. 3. Capital Structure of Banks in EU: Does Size Matter? : A Quantitative Study of the Determinants of Banks’ Capital Structure

    University essay from Umeå universitet/Företagsekonomi

    Author : Vilma Saari; Sam Rudholm; [2018]
    Keywords : Capital Structure; Size; Bank; Regulatory Capital; Leverage Ratio;

    Abstract : The way the banks carry out their operations is determined by the size of the bank and by the banking regulation. In order to perform these operations, banks need to decide whether the operations are going to be financed with equity, debt or a with a mix of both. READ MORE

  5. 4. Insurances in Ship Finance

    University essay from Lunds universitet/Juridiska institutionen

    Author : Marie Rydenfelt; [2013]
    Keywords : bankrätt en. banking law ; finansrätt en. fiscal law ; sjörätt en. maritime law ; försäkringsrätt en. insurance law ; ship finance; marine insurance.; Law and Political Science;

    Abstract : De försäkringar som är involverade i fartygs financiering är av högsta betydelse för långivaren för att uppnå lägsta möjliga kreditrisk. Ett fartyg som utgör kreditsäkerhet och som har brister i sitt försäkringsskydd kommer inte vara till samma skydd för banken som var avsett om skada uppstår eller ännu värre om fartyget blir en totalförlust. READ MORE

  6. 5. Shatter free shell body for warhead : Concept study

    University essay from Avdelningen för maskin- och materialteknik

    Author : Johnny Vestlund; [2013]
    Keywords : ;

    Abstract : Future warheads face not only performance-, environmental- and environmental resistance requirements but are also facing requirements to reduce collateral damage on impact. This report is a concept study on the development of shatter free shell bodies for warheads carried out at Saab Dynamics AB. READ MORE