Essays about: "liquidity requirements"

Showing result 1 - 5 of 26 essays containing the words liquidity requirements.

  1. 1. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

    University essay from KTH/Matematisk statistik

    Author : Lucas Fageräng; Hugo Thoursie; [2023]
    Keywords : Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

    Abstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE

  3. 2. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Moa Tennberg; [2023]
    Keywords : Value-at-Risk; Total margin; Procyclicality; Machine learning; Binary classification; Supervised learning; Unsupervised learning; Random forest; Multilayer perceptron;

    Abstract : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. READ MORE

  4. 3. Title Leveraging Blockchain Technology in Green Finance

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Hooman Maleki; [2023]
    Keywords : Green Finance; Blockchain; Tokenization; Security Token Offering; Grön finans; blockchain; tokenisering; Erbjudande av säkerhetstoken;

    Abstract : To achieve net zero emissions by 2050, a $275 trillion investment is needed, with the private sector playing a significant role. Green corporate bonds are a popular financing method, having grown to 6% of global corporate bonds in 2021. READ MORE

  5. 4. Determining Factors for Bonded Warehouse Implementation : Case study exploring the key resources in bonded warehouse implementation

    University essay from Jönköping University/IHH, Centre of Logistics and Supply Chain Management (CeLS)

    Author : Agnes Olsson Löwerot; Linnéa Nilsson; [2022]
    Keywords : Bonded warehouse; resource-based view; implementation process; warehouse function; project management; critical resources; retail firms; manufacturing firms;

    Abstract : Background: Globalization has created new opportunities for firms to import and export goods across the world, international trade has gained significant importance to many. Although global trade between countries has many positive aspects, it has also demanded the right type of warehousing to store the goods as cost-efficiently as possible. READ MORE

  6. 5. Real Estate Tokenizing : Blockchain Technology in Real Estate

    University essay from KTH/Fastigheter och byggande

    Author : Johannes Wåhlin; [2021]
    Keywords : real estate tokenizing; blockchain; smart contracts; liquidity; fastighetstransaktioner; blockchain; smarta kontrakt; likviditet;

    Abstract : Real estate assets are often considered as illiquid due to capital and transaction barriers. As a response, real estate tokenizing is a rising phenomenon. READ MORE