Approaching Collateral Optimization for NISQ and Quantum-Inspired Computing (May 2023)
Megan C. Giron,
Georgios Korpas,
Waqas Parvaiz
et al.
Abstract:Collateral optimization refers to the systematic allocation of financial assets to satisfy obligations or secure transactions, while simultaneously minimizing costs and optimizing the usage of available resources. This involves assessing number of characteristics, such as cost of funding and quality of the underlying assets to ascertain the optimal collateral quantity to be posted to cover exposure arising from a given transaction or a set of transactions. One of the common objectives is to minimise the cost o… Show more
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