central-counterparties

  1. Nicole Seaman

    P1.T3.21.11. Over-the-counter (OTC) central counterparty (CCP)

    Learning objectives: Provide examples of the mechanics of a central counterparty (CCP). Describe the role of CCPs and distinguish between bilateral and centralized clearing ... Identify and explain the types of risks faced by CCPs. Identify and distinguish between the risks to clearing members...
  2. Nicole Seaman

    P2.T6.917. Wrong way risk (Gregory Ch.17)

    Learning objectives: Describe wrong-way risk and contrast it with right-way risk. Identify examples of wrong-way risk and examples of right-way risk. Discuss the impact of collateral on wrong-way risk. Discuss the impact of wrong-way risk on central counterparties. Questions: 917.1. Among its...
  3. Nicole Seaman

    P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)

    Learning objectives: Identify counterparty risk intermediaries including central counterparties (CCPs), derivative product companies (DPCs), special purpose vehicles (SPVs) and monoline insurance companies (monolines) and describe their roles. Describe the risk management process of a CCP and...
  4. Nicole Seaman

    P2.T9.606. Central Counterparties: Are they too important to fail (TITF)?

    Learning objectives: Describe the benefits of central counterparties (CCPs) and the potential risks which can arise when clearing through a CCP. Explain the interconnections between central counterparties and other financial institutions, including banks, clearing members, financial markets, and...
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