revisepdf

Hi @David Harper CFA FRM Gregory, Chapter 7: Credit Exposure and Funding In the below table, You have explained the impact of collateral on the exposure amount. E.g Future value is 25 in scenario 1 with no collateral it means we have receivable of 25 from counterparty but if we have posted...

Hi. I bumped into this gem and found it to be very clarifying. However I wanted to make sure there was no mistake here. https://www.bionicturtle.com/what-is-a-z-table/ On the left hand graph (the distributions) shouldn't the title read Pr(z<=1.35) = 91.15? The graph on right probably needs...

the question is: Helman Bank has made a loan of USD 300m @6.5% per annum. Helman enters into a Total Return Swap under which it will pay the interest on the loan plus the change in the MtM value of the loan, and in exchange Helman will receive LIBOR + 50 bp. Settlement payments are made...