Gregory, Chapter 6: Collateral is a 40 minute instructional video analyzing the following concepts:
* 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 support amount.
* Describe the mechanics of collateral and the types of collateral that are typically used.
* Explain the features of a collateralization agreement.