CEU Electronic Theses and Dissertations, 2022
| Author | Kaya, Ozan |
|---|---|
| Title | Aggregation and Visualization of Counterparty Risk |
| Summary | The ultimate objective of this project is to summarize high-dimensional trading data and aggregate them to create several counterparty risk metrics. While doing so, this project also includes the production of certain statistical summaries and visualizations to be shared with various stakeholders. |
| Supervisor | György Bőgel |
| Department | Economics MSc |
| Full text | https://www.etd.ceu.edu/2022/kaya_ozan.pdf |
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