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  1. W

    Mechanics of collateral and the types of collateral

    thank you so much David for the quick replies! it really helped alot in eliminating my confusion!
  2. W

    Mechanics of collateral and the types of collateral

    @David Harper CFA FRM, could you please advise me on the above? thanks!!
  3. W

    Mechanics of collateral and the types of collateral

    Hi @David Harper CFA FRM, In P2.T6. Collateral, on slide 29/50, "Some counterparties may subtract a spread on cash to discourage receiving cash collateral (and encourage securities), since cash must be invested to earn interest or placed back in the banking system" on slide 38/50, "Some...
  4. W

    Difference between DV01 and Duration

    Hi @David Harper CFA FRM, I would like to quote from https://www.bionicturtle.com/modified-duration/: "if modified duration is 6.0 years, then we estimate (approximate) a price drop of 0.60% for a 10 basis point increase in the yield." From the quote and my readings thus far, given mod duration...
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