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  • Search: subject:"Collateral optimization"
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Year of publication
Subject
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CSA Discounting 1 Cheapest-to-deliver collateral 1 Collateral 1 Collateral Arbitrage 1 Collateral Management 1 Collateral Optimization 1 Collateral Transformation 1 Collateral management 1 Collateral optimization 1 Credit Value Adjustment 1 Debit Value Adjustment 1 Funding 1 Funding Value Adjustment 1 Kreditsicherung 1 Linear programming 1 Liquidity 1 Liquidity Value Adjustment 1 Mathematical programming 1 Mathematische Optimierung 1 Mixed-integer linear programming 1 OIS Discounting 1 Refinancing 1 Theorie 1 Theory 1 regularization 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
All
Freon, Helene 1 Genest, Benoit 1 Goblet, Jordan 1 Grauls, Jan 1 Rego, David 1 Willame, Fabien 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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MPRA Paper 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A mixed-integer linear programming approach for collateral management
Goblet, Jordan; Willame, Fabien; Grauls, Jan - 2024
Collateral management involves the efficient monitoring and allocation of assets to mitigate credit risk in financial transactions and is crucial for institutions such as commercial banks, investments banks, and central counterparties. It helps to ensure financial stability and compliance with...
Persistent link: https://www.econbiz.de/10014543548
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Cover Image
Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -
Genest, Benoit; Rego, David; Freon, Helene - Volkswirtschaftliche Fakultät, … - 2013
the current Investment Banking organization. We considered two pillars to shape our vision of collateral optimization: 1 …
Persistent link: https://www.econbiz.de/10011201776
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