VGU RESEARCH REPOSITORY
Please use this identifier to cite or link to this item:
https://epub.vgu.edu.vn/handle/dlibvgu/678| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Tran Khanh Duy | en_US |
| dc.date.accessioned | 2020-03-12T17:06:47Z | - |
| dc.date.available | 2020-03-12T17:06:47Z | - |
| dc.date.issued | 2018 | - |
| dc.identifier.uri | http://epub.vgu.edu.vn/handle/dlibvgu/678 | - |
| dc.description.abstract | OTC derivatives are exclusive contract between parties without the supervision of any exchange. OTC derivatives are remarkable parts of modern finance. Each party that participates in the contract has its owed credit risk corresponding to other parties. Reducing counterparty risk is very necessary to protect the other in case one party default. In this bachelor thesis, I author focuses on two methods that are normally used to reduce counterparty risk: CCP and exchange collateral. Moreover, I also analyze in annual reports and “pillar 3 reports” of some banks to investigate in case counterparty risk has been reduced. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Vietnamese-German University | en_US |
| dc.rights | Attribution-NonCommercial 4.0 International | * |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc/4.0/ | * |
| dc.subject | OTC derivatives | en_US |
| dc.subject | Counterparty risk | en_US |
| dc.title | Counterparty risk from OTC derivatives | en_US |
| dc.type | Thesis | en_US |
| item.fulltext | With Fulltext | - |
| item.languageiso639-1 | other | - |
| item.grantfulltext | restricted | - |
| Appears in Collections: | Finance & Accounting (FA) | |
Files in This Item:
| File | Description | Size | Format | Existing users please Login |
|---|---|---|---|---|
| Counterparty risk from OTC derivaties.pdf | 4.99 MB | Adobe PDF |
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