over-the-counter-derivatives

  1. Nicole Seaman

    P2.T6.24.24. Derivative Basics and Clearing

    Learning Objectives: Define derivatives and explain how derivative transactions create counterparty credit risk. Compare and contrast exchange-traded derivatives and over-the-counter (OTC) derivatives, and discuss the features of their markets. Describe the process of clearing a derivative...
  2. Nicole Seaman

    P1.T3.21.11. Over-the-counter (OTC) central counterparty (CCP)

    Learning objectives: Provide examples of the mechanics of a central counterparty (CCP). Describe the role of CCPs and distinguish between bilateral and centralized clearing ... Identify and explain the types of risks faced by CCPs. Identify and distinguish between the risks to clearing members...
    • Nicole Seaman
    • Thread
    • bilateral-clearing ccp central-counterparties centralized-clearing clearing-members non-clearing-members otc over-the-counter-derivatives
    • Replies: 0
    • Forum: FRM® Practice Questions
  3. 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
    • Replies: 0
    • Forum: FRM® Practice Questions
  4. Nicole Seaman

    P1.T3.602. Over the counter (OTC) derivatives (Gregory)

    Learning objectives: Identify the classes of derivatives securities and explain the risk associated with them. Identify risks associated with OTC markets and explain how these risks can be mitigated. Questions: 602.1. Which OTC derivatives class has the largest amount of gross notional...
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