credit-quality

  1. Nicole Seaman

    P2.T6.907. Collateral and the margin period of risk (Gregory Ch.6)

    Learning objectives: Differentiate between a two-way and one-way CSA agreement and describe how collateral parameters can be linked to credit quality. Explain aspects of collateral including funding, rehypothecation and segregation. Explain how market risk, operational risk, and liquidity risk...
    • Nicole Seaman
    • Thread
    • collateral-parameters collateralization credit-quality one-way-csa-agreement rehypothecation segregation two-way-csa-agreement
    • Replies: 2
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)

    Learning objectives: Describe the rationale for collateral management. Describe the terms of a collateral and features of a credit support annex (CSA) within the ISDA Master Agreement including threshold, initial margin, minimum transfer amount and rounding, haircuts, credit quality, and credit...
    • Nicole Seaman
    • Thread
    • collateral collateral-management credit-quality credit-support-annex haircuts initial-margin isda-master-agreement minimum-transfer-amount threshold valuation-agent
    • Replies: 0
    • Forum: FRM® Practice Questions
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