Learning objectives: Explain the impact of collateralization on exposure, and assess the risk associated with the remargining period, threshold, and minimum transfer amount. Assess the impact of collateral on counterparty risk and funding, with and without segregation or rehypothecation...
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...
Hi @David Harper CFA FRM, In 2 separate questions on Gregory's Question Set there is the idea of legal ownership of the collateral and also if its different in case of re-hypothentication (re-use). I just want to be clear of the legal ownership is transferred or not.
Question 406.2 Option B is...
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