Essays about: "liquidity requirements"
Showing result 1 - 5 of 26 essays containing the words liquidity requirements.
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1. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
University essay from KTH/Matematisk statistikAbstract : 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
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2. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios
University essay from Uppsala universitet/Avdelningen för systemteknikAbstract : 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
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3. Title Leveraging Blockchain Technology in Green Finance
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : 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
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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)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
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5. Real Estate Tokenizing : Blockchain Technology in Real Estate
University essay from KTH/Fastigheter och byggandeAbstract : 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