capital-value-adjustment

  1. Nicole Seaman

    P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)

    Learning objectives: Identify counterparty risk intermediaries including central counterparties (CCPs), derivative product companies (DPCs), special purpose vehicles (SPVs) and monoline insurance companies (monolines) and describe their roles. Describe the risk management process of a CCP and...
    • Nicole Seaman
    • Thread
    • bilateral-derivatives-market capital-value-adjustment central-counterparties credit-value-adjustment derivative-product-companies funding-value-adjustment loss-waterfall-structure margin-value-adjustment monoline-insurance-companies over-the-counter-derivatives risk-intermediaries special-purpose-vehicle
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    • Forum: FRM® Practice Questions
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