risk-management

  1. Derrick.Roslanic

    P2.T6.25.1 Counterparty Credit Risk Exposures and Risk Reporting

    Learning Objectives: Differentiate among current exposure, peak exposure, expected exposure, and expected positive exposure. Explain the treatment of counterparty credit risk (CCR) both as a credit risk and as a market risk and describe its implications for trading activities and risk management...
    • Derrick.Roslanic
    • Thread
    • counterparty-credit-risk current-exposure expected-exposure expected-positive-exposure peak-exposure risk-management trading-activities
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    • Forum: FRM® Practice Questions
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