payment-frequencies
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P2.T6.911. Impact of netting on exposure (Gregory, Ch.7)
Learning objectives: Explain how payment frequencies and exercise dates affect the exposure profile of various securities. Explain the impact of netting on exposure, the benefit of correlation, and calculate the netting factor. Questions: 911.1. Consider the following exposure profile for a...- Nicole Seaman
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- correlation exercise-dates exposure-profile netting-factor netting-on-exposure payment-frequencies
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- Forum: FRM® Practice Questions