valuation-agent

  1. 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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