collateralized-debt-obligations

  1. Nicole Seaman

    P2.T6.24.22 Understanding Credit Risk Implications Through Credit Derivatives

    Learning Objectives: Describe a credit derivative, credit default swap (CDS), total return swap, and collateralized debt obligation (CDO). Explain how to account for credit risk exposure in valuing a CDS. Identify the default probabilities used to value a CDS. Evaluate the use of credit indices...
    • Nicole Seaman
    • Thread
    • collateralized-debt-obligations credit-default-swap credit-derivatives credit-indices credit-risk-exposure default-probability fixed-coupons total-return-swap
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P1.T1.20.17. Anatomy of the Great Financial Crisis (GFC) of 2007-2009

    Learning objectives: Describe the historical background and provide an overview of the 2007-2009 financial crisis. Describe the build-up to the financial crisis and the factors that played an important role. Explain the role of subprime mortgages and collateralized debt obligations (CDOs) in the...
    • Nicole Seaman
    • Thread
    • central-banks collateralized-debt-obligations financial-crisis global-financial-crisis great-financial-crisis subprime-mortgages systemic-risk
    • Replies: 0
    • Forum: FRM® Practice Questions
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