segregation

  1. Nicole Seaman

    P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)

    Learning objectives: Explain the impact of collateralization on exposure, and assess the risk associated with the remargining period, threshold, and minimum transfer amount. Assess the impact of collateral on counterparty risk and funding, with and without segregation or rehypothecation...
    • Nicole Seaman
    • Thread
    • collateralization counterparty-risk minimum-transfer-amount rehypothecation remargining-period segregation threshold
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T6.907. Collateral and the margin period of risk (Gregory Ch.6)

    Learning objectives: Differentiate between a two-way and one-way CSA agreement and describe how collateral parameters can be linked to credit quality. Explain aspects of collateral including funding, rehypothecation and segregation. Explain how market risk, operational risk, and liquidity risk...
    • Nicole Seaman
    • Thread
    • collateral-parameters collateralization credit-quality one-way-csa-agreement rehypothecation segregation two-way-csa-agreement
    • Replies: 2
    • Forum: FRM® Practice Questions
  3. N

    Repo, Collateral, Re-use and Legal ownership

    Hi @David Harper CFA FRM, In 2 separate questions on Gregory's Question Set there is the idea of legal ownership of the collateral and also if its different in case of re-hypothentication (re-use). I just want to be clear of the legal ownership is transferred or not. Question 406.2 Option B is...
    • NNath
    • Thread
    • collateral legal-ownership re-hypothentication re-use repo repurchase-agreement segregation transfer-of-ownership
    • Replies: 4
    • Forum: P2.T6. Credit Risk (25%)
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