Tid: 13 oktober 2017 kl 09.45.Seminarierummet 3418, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 4. Karta!
Föredragshållare: Isak Starlander
Title: Counterparty credit risk on the blockchain
Abstract: Counterparty credit risk is present in trades of financial obligations. This master thesis investigates the up and coming technology blockchain and how it could be used to mitigate counterparty credit risk. The study intends to cover essentials of the mathematical model expected loss, along with an introduction to the blockchain technology. After modelling a simple smart contract and using historical financial data, it was evident that there is a possible opportunity to reduce counterparty credit risk with the use of blockchain. From the market study of this thesis, it is obvious that the current financial market needs more education about blockchain technology.
|Sidansvarig: Jimmy Olsson