hazard-rate-approaches

  1. Nicole Seaman

    P2.T6.24.33. Wrong-Way Collateral, Modeling, and Central Clearing

    Learning Objectives: Identify examples of wrong-way collateral. Describe the various wrong-way modeling methods, including hazard rate approaches, structural approaches, parametric approaches, and jump approaches. Explain the implications of central clearing on wrong-way risk. Questions...
    • Nicole Seaman
    • Thread
    • central-clearing hazard-rate-approaches jump-approaches parametric-approaches structural-approaches wrong-way-collateral wrong-way-modeling wrong-way-risk
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    • Forum: FRM® Practice Questions
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