derivative-contract

  1. Nicole Seaman

    P2.T6.910. Credit exposure profiles (Gregory Ch.7)

    Learning objectives: Identify factors that affect the calculation of the credit exposure profile and summarize the impact of collateral on exposure. Identify typical credit exposure profiles for various derivative contracts and combination profiles. Questions: 910.1. Consider credit exposure...
    • Nicole Seaman
    • Thread
    • collateral combination-profile credit-default-swap credit-exposure cross-currency-swap derivative-contract interest-rate-swap
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    • Forum: FRM® Practice Questions
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