Browsing Master theses by Author "Ejvegård, Karl"
Now showing items 1-1 of 1
-
Central Counterparties. A Numerical Implementation of the Default Waterfall
Ejvegård, Karl; Romaniello, Christian (2016-09-21)This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, ...