Thanks Eltanariel
In that case what would be the m2m calc from sellers perspective?would the premium amount be reflected as the positive m2m and PFE of 0?
Thanks
Thanks David.
Its been some time. Just a follow up on the above response.
If premiums are paid on a forward basis (not upfront), will you still say sold options don't attract CCR? Also, another question was, if premiums are paid on a forward basis, the EAD as per Basel is M2M + Net PFE. So will...
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