Counterparty Credit Risk on the Blockchain

Bachelor thesis English OPEN
Starlander, Isak;
(2017)
  • Publisher: KTH, Matematisk statistik
  • Subject: Counterparty Credit Risk | Expected Loss | Blockchain | Smart Contracts | Motpartsrisk | Förväntad Förlust | Blockkedjan | Smarta Kontrakt | Computational Mathematics | Beräkningsmatematik

Counterparty credit risk is present in trades offinancial obligations. This master thesis investigates the up and comingtechnology blockchain and how it could be used to mitigate counterparty creditrisk. The study intends to cover essentials of the mathematical model ex... View more
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