Please use this new thread to let David and I know about any errors, missing/broken links, etc. that you find in the 2021/2022 materials that are published in the study planner under P1.T4. Valuation & Risk Models. This will keep our forum much more organized. We appreciate your cooperation! :)...
Learning objectives: Describe how fintech innovations have begun to leverage the execution and stakeholder value associated with payments settlement, cryptocurrencies, blockchain technologies, and cross-border payment services. Examine the issues with respect to investments, financial markets...
Hi @David Harper CFA FRM
Gregory, Chapter 7: Credit Exposure and Funding
In the below table, You have explained the impact of collateral on the exposure amount. E.g Future value is 25 in scenario 1 with no collateral it means we have receivable of 25 from counterparty but if we have posted...
Hi David,
I am unclear on how deep we need to go to cover the GARP requirements on the Gaussian copula function (e.g. 505.3). Also, in trying to get some depth, I wanted to clarify this narrative. I am sure I have gaps in stringing it together.
In terms of building blocks, I have seen a single...
Hi. I bumped into this gem and found it to be very clarifying. However I wanted to make sure there was no mistake here.
https://www.bionicturtle.com/what-is-a-z-table/
On the left hand graph (the distributions) shouldn't the title read Pr(z<=1.35) = 91.15? The graph on right probably needs...
the question is:
Helman Bank has made a loan of USD 300m @6.5% per annum. Helman enters into a Total Return Swap under which it will pay the interest on the loan plus the change in the MtM value of the loan, and in exchange Helman will receive LIBOR + 50 bp. Settlement payments are made...
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