fixed-coupons

  1. Nicole Seaman

    P2.T6.24.22 Understanding Credit Risk Implications Through Credit Derivatives

    Learning Objectives: Describe a credit derivative, credit default swap (CDS), total return swap, and collateralized debt obligation (CDO). Explain how to account for credit risk exposure in valuing a CDS. Identify the default probabilities used to value a CDS. Evaluate the use of credit indices...
    • Nicole Seaman
    • Thread
    • collateralized-debt-obligations credit-default-swap credit-derivatives credit-indices credit-risk-exposure default-probability fixed-coupons total-return-swap
    • Replies: 0
    • Forum: FRM® Practice Questions
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