isda-master-agreement

  1. Nicole Seaman

    P2.T6.24.25. Derivative Collateralization, Credit Derivative Risks & ISDA

    Learning Objectives: Identify the participants and describe the use of collateralization in the derivatives market. Define the International Swaps and Derivatives Association (ISDA) Master Agreement, the risk-mitigating features it provides, and the default events it covers. • Describe the...
  2. Nicole Seaman

    P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)

    Learning objectives: Describe the rationale for collateral management. 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...
  3. Nicole Seaman

    P2.T6.903. The International Swaps and Derivatives Association (ISDA) Master Agreement (Gregory Ch.4)

    Learning objectives: Explain the purpose of an ISDA master agreement. Summarize netting and close-out procedures (including multilateral netting), explain their advantages and disadvantages, and describe how they fit into the framework of the ISDA master agreement. Questions: 903.1. Becky's...
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